Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function

• Tác giả: Sokbae Lee, Ryo Okui, Yoon-Jae Whang
• Ngôn ngữ: eng
• Ký hiệu phân loại: 511.4 Approximations formerly also 513.24 and expansions
• Thông tin xuất bản: 2016
• Bộ sưu tập: Báo, Tạp chí
• ID: 161467

Tóm tắt

Comment: 52 pages, 3 figuresIn this paper, we propose a doubly robust method to present the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a situation where a large number of covariates are needed for identifying the average treatment effect but the covariates of interest for analyzing heterogeneity are of much lower dimension. Our proposed estimator is doubly robust and avoids the curse of dimensionality. We propose a uniform confidence band that is easy to compute, and we illustrate its usefulness via Monte Carlo experiments and an application to the effects of smoking on birth weights.