Nonparametric estimation of conditional incremental effects

McClean Alec (), Branson Zach () and Kennedy Edward H. ()
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McClean Alec: Department of Statistics & Data Science, Carnegie Mellon University, Pittsburgh, United States of America
Branson Zach: Department of Statistics & Data Science, Carnegie Mellon University, Pittsburgh, United States of America
Kennedy Edward H.: Department of Statistics & Data Science, Carnegie Mellon University, Pittsburgh, United States of America

Journal of Causal Inference, 2024, vol. 12, issue 1, 42

Abstract: Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment effect (CATE). However, identification of the CATE requires that all subjects have a non-zero probability of receiving treatment, or positivity, which may be unrealistic in practice. Instead, we propose conditional effects based on incremental propensity score interventions, which are stochastic interventions where the odds of treatment are multiplied by some factor. These effects do not require positivity for identification and can be better suited for modeling scenarios in which people cannot be forced into treatment. We develop a projection approach and a flexible nonparametric estimator that can each estimate all the conditional effects we propose and derive model-agnostic error guarantees showing that both estimators satisfy a form of double robustness. Further, we propose a summary of treatment effect heterogeneity and a test for any effect heterogeneity based on the variance of a conditional derivative effect and derive a nonparametric estimator that also satisfies a form of double robustness. Finally, we demonstrate our estimators by analyzing the effect of intensive care unit admission on mortality using a dataset from the (SPOT)light study.

Keywords: conditional effects; nonparametric estimators; stochastic interventions (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:bpj:causin:v:12:y:2024:i:1:p:42:n:1

DOI: 10.1515/jci-2023-0024

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