论文标题
统一变压器的治疗效果估计
Treatment Effects Estimation by Uniform Transformer
论文作者
论文摘要
在观察性研究中,在不同治疗组中平衡协变量对于估计治疗效果至关重要。用于此类目的的最常用方法之一就是加权。这类方法的性能通常取决于基础模型的强规条件,这在实践中可能不存在。在本文中,我们从功能估计的角度研究了加权方法,并认为协变量平衡所需的权重可能与低规律性条件下的治疗效果估计所需的权重不同。在这一观察结果的推动下,我们引入了一个新的加权框架,该框架直接针对治疗效果估计。与现有方法不同,在此新框架下,在此新框架下对治疗效果的估计器是一种简单的基于内核的$ U $统计量,在将数据驱动的转换应用于观察到的协变量。我们表征了在非参数环境下新的治疗效应估计量的理论特性,并表明它们能够在低规律性条件下能够坚固地工作。新框架还适用于几个数值示例,以证明其实际优点。
In observational studies, balancing covariates in different treatment groups is essential to estimate treatment effects. One of the most commonly used methods for such purposes is weighting. The performance of this class of methods usually depends on strong regularity conditions for the underlying model, which might not hold in practice. In this paper, we investigate weighting methods from a functional estimation perspective and argue that the weights needed for covariate balancing could differ from those needed for treatment effects estimation under low regularity conditions. Motivated by this observation, we introduce a new framework of weighting that directly targets the treatment effects estimation. Unlike existing methods, the resulting estimator for a treatment effect under this new framework is a simple kernel-based $U$-statistic after applying a data-driven transformation to the observed covariates. We characterize the theoretical properties of the new estimators of treatment effects under a nonparametric setting and show that they are able to work robustly under low regularity conditions. The new framework is also applied to several numerical examples to demonstrate its practical merits.