Estimation of conditional average treatment effects with high-dimensional data

Q Fan, YC Hsu, RP Lieli, Y Zhang - Journal of Business & …, 2022 - Taylor & Francis
Given the unconfoundedness assumption, we propose new nonparametric estimators for the
reduced dimensional conditional average treatment effect (CATE) function. In the first stage …

Double debiased machine learning nonparametric inference with continuous treatments

K Colangelo, YY Lee - arxiv preprint arxiv:2004.03036, 2020 - arxiv.org
We propose a doubly robust inference method for causal effects of continuous treatment
variables, under unconfoundedness and with nonparametric or high-dimensional nuisance …

Nonparametric welfare analysis for discrete choice

D Bhattacharya - Econometrica, 2015 - Wiley Online Library
We consider empirical measurement of equivalent variation (EV) and compensating
variation (CV) resulting from price change of a discrete good using individual‐level data …

Uniformly semiparametric efficient estimation of treatment effects with a continuous treatment

AF Galvao, L Wang - Journal of the American Statistical Association, 2015 - Taylor & Francis
This article studies identification, estimation, and inference of general unconditional
treatment effects models with continuous treatment under the ignorability assumption. We …

Lee bounds with a continuous treatment in sample selection

YY Lee, CA Liu - arxiv preprint arxiv:2411.04312, 2024 - arxiv.org
Sample selection problems arise when treatment affects both the outcome and the
researcher's ability to observe it. This paper generalizes Lee (2009) bounds for the average …

Direct and indirect effects of continuous treatments based on generalized propensity score weighting

M Huber, YC Hsu, YY Lee… - Journal of Applied …, 2020 - Wiley Online Library
This paper proposes semi‐and nonparametric methods for disentangling the total causal
effect of a continuous treatment on an outcome variable into its natural direct effect and the …

Nonparametric two-step sieve M estimation and inference

J Hahn, Z Liao, G Ridder - Econometric Theory, 2018 - cambridge.org
This article studies two-step sieve M estimation of general semi/nonparametric models,
where the second step involves sieve estimation of unknown functions that may use the …

Advancing Causal Inference: A Nonparametric Approach to ATE and CATE Estimation with Continuous Treatments

HG Souto, FL Neto - arxiv preprint arxiv:2409.06593, 2024 - arxiv.org
This paper introduces a generalized ps-BART model for the estimation of Average
Treatment Effect (ATE) and Conditional Average Treatment Effect (CATE) in continuous …

Really doing great at model evaluation for cate estimation? a critical consideration of current model evaluation practices in treatment effect estimation

HG Souto, FL Neto - arxiv preprint arxiv:2409.05161, 2024 - arxiv.org
This paper critically examines current methodologies for evaluating models in Conditional
and Average Treatment Effect (CATE/ATE) estimation, identifying several key pitfalls in …

Doubly robust off-policy value and gradient estimation for deterministic policies

N Kallus, M Uehara - Advances in Neural Information …, 2020 - proceedings.neurips.cc
Offline reinforcement learning, wherein one uses off-policy data logged by a fixed behavior
policy to evaluate and learn new policies, is crucial in applications where experimentation is …