因果推断中异质性处理效应的分组估计方法

A groupwise approach for inferring heterogeneous treatment effects in causal inference

Journal of the Royal Statistical Society. Series A: Statistics in Society · 2023
被引 1
ABS 3

中文导读

比较了非参数和半参数两种分组估计处理效应的方法,讨论其假设、效率及组合方式,并通过模拟和实际数据验证,帮助研究者选择合适方法。

Abstract

Abstract Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across pre-defined subgroups of study units, which we call the groupwise approach. The paper compares two modern ways to estimate groupwise treatment effects, a non-parametric approach and a semi-parametric approach, with the goal of better informing practice. Specifically, we compare (a) the underlying assumptions, (b) efficiency and adaption to the underlying data generating models, and (c) a way to combine the two approaches. We also discuss how to test a key assumption concerning the semi-parametric estimator and to obtain cluster-robust standard errors if study units in the same subgroups are correlated. We demonstrate our findings by conducting simulation studies and reanalysing the Early Childhood Longitudinal Study.

因果推断异质性处理效应机器学习计量经济学统计推断