Beyond the Average: Distributional Causal Inference under Imperfect Compliance

Fuente: arXiv
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Autori principali: Byambadalai, Undral, Hirata, Tomu, Oka, Tatsushi, Yasui, Shota
Natura: Preprint
Pubblicazione: 2025
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author Byambadalai, Undral
Hirata, Tomu
Oka, Tatsushi
Yasui, Shota
author_facet Byambadalai, Undral
Hirata, Tomu
Oka, Tatsushi
Yasui, Shota
contents We study the estimation of distributional treatment effects in randomized experiments with imperfect compliance. When participants do not adhere to their assigned treatments, we leverage treatment assignment as an instrumental variable to identify the local distributional treatment effect-the difference in outcome distributions between treatment and control groups for the subpopulation of compliers. We propose a regression-adjusted estimator based on a distribution regression framework with Neyman-orthogonal moment conditions, enabling robustness and flexibility with high-dimensional covariates. Our approach accommodates continuous, discrete, and mixed discrete-continuous outcomes, and applies under a broad class of covariate-adaptive randomization schemes, including stratified block designs and simple random sampling. We derive the estimator's asymptotic distribution and show that it achieves the semiparametric efficiency bound. Simulation results demonstrate favorable finite-sample performance, and we demonstrate the method's practical relevance in an application to the Oregon Health Insurance Experiment.
format Preprint
id arxiv_https___arxiv_org_abs_2509_15594
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Beyond the Average: Distributional Causal Inference under Imperfect Compliance
Byambadalai, Undral
Hirata, Tomu
Oka, Tatsushi
Yasui, Shota
Methodology
Econometrics
Statistics Theory
Applications
Machine Learning
We study the estimation of distributional treatment effects in randomized experiments with imperfect compliance. When participants do not adhere to their assigned treatments, we leverage treatment assignment as an instrumental variable to identify the local distributional treatment effect-the difference in outcome distributions between treatment and control groups for the subpopulation of compliers. We propose a regression-adjusted estimator based on a distribution regression framework with Neyman-orthogonal moment conditions, enabling robustness and flexibility with high-dimensional covariates. Our approach accommodates continuous, discrete, and mixed discrete-continuous outcomes, and applies under a broad class of covariate-adaptive randomization schemes, including stratified block designs and simple random sampling. We derive the estimator's asymptotic distribution and show that it achieves the semiparametric efficiency bound. Simulation results demonstrate favorable finite-sample performance, and we demonstrate the method's practical relevance in an application to the Oregon Health Insurance Experiment.
title Beyond the Average: Distributional Causal Inference under Imperfect Compliance
topic Methodology
Econometrics
Statistics Theory
Applications
Machine Learning
url https://arxiv.org/abs/2509.15594