Residualised Treatment Intensity and the Estimation of Average Partial Effects
残差化处理强度与平均偏效应估计
This paper introduces R-OLS, an estimator for the average partial effect (APE) of a continuous treatment variable on an outcome variable in the presence of non-linear and non-additively separable confounding of unknown form. Identification of the APE is achieved by generalising Stein's Lemma (Stein, 1981), leveraging an exogenous error component in the treatment along with a flexible functional relationship between the treatment and the confounders. The identification…