Identification and estimation of the conditional average treatment effect with nonignorable missing covariates, treatment, and outcome

Fuente: arXiv
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Autori principali: Zuo, Shuozhi, Wang, Yixin, Yang, Fan
Natura: Preprint
Pubblicazione: 2026
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author Zuo, Shuozhi
Wang, Yixin
Yang, Fan
author_facet Zuo, Shuozhi
Wang, Yixin
Yang, Fan
contents Treatment effect heterogeneity is central to policy evaluation, social science, and precision medicine, where interventions can affect individuals differently. In observational studies, covariates, treatment, and outcomes are often only partially observed. When missingness depends on unobserved values (missing not at random; MNAR), standard methods can yield biased estimates of the conditional average treatment effect (CATE). This paper establishes nonparametric identification of the CATE under multivariate MNAR mechanisms that allow covariates, treatment, and outcomes to be MNAR. It also develops nonparametric and parametric estimators and proposes a sensitivity analysis framework for assessing robustness to violations of the missingness assumptions.
format Preprint
id arxiv_https___arxiv_org_abs_2602_19378
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Identification and estimation of the conditional average treatment effect with nonignorable missing covariates, treatment, and outcome
Zuo, Shuozhi
Wang, Yixin
Yang, Fan
Methodology
Treatment effect heterogeneity is central to policy evaluation, social science, and precision medicine, where interventions can affect individuals differently. In observational studies, covariates, treatment, and outcomes are often only partially observed. When missingness depends on unobserved values (missing not at random; MNAR), standard methods can yield biased estimates of the conditional average treatment effect (CATE). This paper establishes nonparametric identification of the CATE under multivariate MNAR mechanisms that allow covariates, treatment, and outcomes to be MNAR. It also develops nonparametric and parametric estimators and proposes a sensitivity analysis framework for assessing robustness to violations of the missingness assumptions.
title Identification and estimation of the conditional average treatment effect with nonignorable missing covariates, treatment, and outcome
topic Methodology
url https://arxiv.org/abs/2602.19378