Identification and Estimation of Conditional Average Partial Causal Effects via Instrumental Variable

Fuente: arXiv
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Autores principales: Kawakami, Yuta, Kuroki, Manabu, Tian, Jin
Formato: Preprint
Publicado: 2024
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author Kawakami, Yuta
Kuroki, Manabu
Tian, Jin
author_facet Kawakami, Yuta
Kuroki, Manabu
Tian, Jin
contents There has been considerable recent interest in estimating heterogeneous causal effects. In this paper, we study conditional average partial causal effects (CAPCE) to reveal the heterogeneity of causal effects with continuous treatment. We provide conditions for identifying CAPCE in an instrumental variable setting. Notably, CAPCE is identifiable under a weaker assumption than required by a commonly used measure for estimating heterogeneous causal effects of continuous treatment. We develop three families of CAPCE estimators: sieve, parametric, and reproducing kernel Hilbert space (RKHS)-based, and analyze their statistical properties. We illustrate the proposed CAPCE estimators on synthetic and real-world data.
format Preprint
id arxiv_https___arxiv_org_abs_2401_11130
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Identification and Estimation of Conditional Average Partial Causal Effects via Instrumental Variable
Kawakami, Yuta
Kuroki, Manabu
Tian, Jin
Machine Learning
There has been considerable recent interest in estimating heterogeneous causal effects. In this paper, we study conditional average partial causal effects (CAPCE) to reveal the heterogeneity of causal effects with continuous treatment. We provide conditions for identifying CAPCE in an instrumental variable setting. Notably, CAPCE is identifiable under a weaker assumption than required by a commonly used measure for estimating heterogeneous causal effects of continuous treatment. We develop three families of CAPCE estimators: sieve, parametric, and reproducing kernel Hilbert space (RKHS)-based, and analyze their statistical properties. We illustrate the proposed CAPCE estimators on synthetic and real-world data.
title Identification and Estimation of Conditional Average Partial Causal Effects via Instrumental Variable
topic Machine Learning
url https://arxiv.org/abs/2401.11130