基于充分降维的匹配方法用于因果推断

Matching Using Sufficient Dimension Reduction for Causal Inference

Journal of Business & Economic Statistics · 2019
被引 17
人大 AABS 4

中文导读

提出一种基于充分降维得到简化协变量的新匹配方法,用于估计因果处理效应,相比传统方法更有效且需要更弱的共同支撑条件。

Abstract

To estimate causal treatment effects, we propose a new matching approach based on the reduced covariates obtained from sufficient dimension reduction. Compared with the original covariates and the propensity score, which are commonly used for matching in the literature, the reduced covariates are nonparametrically estimable and are effective in imputing the missing potential outcomes, under a mild assumption on the low-dimensional structure of the data. Under the ignorability assumption, the consistency of the proposed approach requires a weaker common support condition. In addition, researchers are allowed to employ different reduced covariates to find matched subjects for different treatment groups. We develop relevant asymptotic results and conduct simulation studies as well as real data analysis to illustrate the usefulness of the proposed approach.

充分降维匹配因果推断协变量降维