Estimation of partially conditional average treatment effect by double kernel-covariate balancing

نویسندگان

چکیده

We study nonparametric estimation for the partially conditional average treatment effect, defined as effect function over an interested subset of confounders. propose a double kernel weighting estimator where weights aim to control balancing error any confounders from reproducing Hilbert space after smoothing variables. In addition, we present augmented version our which can incorporate outcome mean functions. Based on representer theorem, gradient-based algorithms be applied solving corresponding infinite-dimensional optimization problem. Asymptotic properties are studied without smoothness assumptions propensity score or need data splitting, relaxing certain existing stringent assumptions. The numerical performance proposed is demonstrated by simulation and application mother’s smoking baby’s birth weight conditioned age.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Parametric and Nonparametric Estimation of Covariate- Conditioned Average Causal Effects

This paper unifies three complementary approaches to defining, identifying, and estimating causal effects: the classical structural equations approach of the Cowles Commision; the treatment effects framework of Rubin (1974) and Rosenbaum and Rubin (1983); and the Directed Acyclic Graph (DAG) approach of Pearl. The settable system framework nests these prior approaches, while affording significa...

متن کامل

Double Kernel estimation of sensitivities

This paper adresses the general issue of estimating the sensitivity of the expectation of a random variable with respect to a parameter characterizing its evolution. In finance for example, the sensitivities of the price of a contingent claim are called the Greeks. A new way of estimating the Greeks has been recently introduced by Elie, Fermanian and Touzi [6] through a randomization of the par...

متن کامل

High Dimensional Propensity Score Estimation via Covariate Balancing

In this paper, we address the problem of estimating the average treatment effect (ATE) and the average treatment effect for the treated (ATT) in observational studies when the number of potential confounders is possibly much greater than the sample size. In particular, we develop a robust method to estimate the propensity score via covariate balancing in high-dimensional settings. Since it is u...

متن کامل

1 Covariate Shift by Kernel Mean Matching

Given sets of observations of training and test data, we consider the problem of re-weighting the training data such that its distribution more closely matches that of the test data. We achieve this goal by matching covariate distributions between training and test sets in a high dimensional feature space (specifically, a reproducing kernel Hilbert space). This approach does not require distrib...

متن کامل

Covariate balancing propensity score

The propensity score plays a central role in a variety of causal inference settings. In particular, matching and weighting methods based on the estimated propensity score have become increasingly common in the analysis of observational data. Despite their popularity and theoretical appeal, the main practical difficulty of these methods is that the propensity score must be estimated. Researchers...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Electronic Journal of Statistics

سال: 2022

ISSN: ['1935-7524']

DOI: https://doi.org/10.1214/22-ejs2000