arXiv:2409.06593stat.MLcs.LG2024-09被引 3

提出非参数方法精准估计连续处理效应,突破传统模型局限。

Advancing Causal Inference: A Nonparametric Approach to ATE and CATE Estimation with Continuous Treatments

  • 基于非参数框架构建ps-BART模型,灵活捕捉处理与结果的非线性关系。
  • 在三类生成数据中均优于BCF模型,尤其在高度非线性场景下表现更优。
  • 适合处理复杂非线性关系的因果推断研究者,提升不确定性估计可靠性。

本文提出一种广义的ps-BART模型,用于连续处理情境下的平均处理效应(ATE)和条件平均处理效应(CATE)估计,解决了贝叶斯因果森林(BCF)模型的局限性。该模型具有非参数特性,能灵活建模处理变量与结果变量间的非线性关系。在三种不同的数据生成过程(DGPs)下,ps-BART模型始终优于BCF模型,尤其在高度非线性设定中表现突出。其在点估计和概率估计中的准确性以及稳健的不确定性量化能力,表明该方法在真实世界应用中的实用性。本研究填补了因果推断文献中关于连续处理效应估计的重要空白,为非线性处理-结果关系提供了更优工具,并为后续研究开辟新路径。

原文摘要 · Abstract (English)

This paper introduces a generalized ps-BART model for the estimation of Average Treatment Effect (ATE) and Conditional Average Treatment Effect (CATE) in continuous treatments, addressing limitations of the Bayesian Causal Forest (BCF) model. The ps-BART model's nonparametric nature allows for flexibility in capturing nonlinear relationships between treatment and outcome variables. Across three distinct sets of Data Generating Processes (DGPs), the ps-BART model consistently outperforms the BCF model, particularly in highly nonlinear settings. The ps-BART model's robustness in uncertainty estimation and accuracy in both point-wise and probabilistic estimation demonstrate its utility for real-world applications. This research fills a crucial gap in causal inference literature, providing a tool better suited for nonlinear treatment-outcome relationships and opening avenues for further exploration in the domain of continuous treatment effect estimation.

因果推断非参数连续处理

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