Nonparametric causal inference with functional covariates

Daisuke Kurisu, Taisuke Otsu and Mengshan Xu

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

Abstract: Functional data and their analysis have become increasingly popular in various fields of data science. This article considers estimation and inference of the average treatment effect under unconfoundedness when the covariates involve a functional variable, and proposes the inverse probability weighting estimator, where the propensity score is estimated by using a kernel estimator for functional variables. We establish the √-consistency and asymptotic normality of the proposed estimator. Numerical experiments and an empirical application demonstrate the usefulness of the proposed method.

Keywords: casual inference; functional data; semiparametric estimation (search for similar items in EconPapers)
JEL-codes: J1 (search for similar items in EconPapers)
Pages: 14 pages
Date: 2025-06-20
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Published in Journal of Business and Economic Statistics, 20, June, 2025. ISSN: 0735-0015

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Persistent link: https://EconPapers.repec.org/RePEc:ehl:lserod:127990

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