Nonparametric inference for sublevel-set probabilities of conditional average treatment effect functions
条件平均处理效应函数下水平集概率的非参数推断
The average treatment effect can obscure important heterogeneity when individuals respond differently to a treatment. While the conditional average treatment effect (CATE) function captures such heterogeneity, it is difficult to communicate when it depends on many covariates. Sublevels sets of a multivariate CATE function are equally complicated objects, but the probability of a sublevel set of a CATE function is a single number with a simple interpretation as the proportion…