直接估计处理效应偏差校正项,提升平均处理效应估计精度。
Direct Bias-Correction Term Estimation for Average Treatment Effect Estimation
- 通过最小化Bregman散度直接估计偏差校正项,方法更通用。
- 在特定设定下自动满足协变量平衡性,避免额外约束。
- 适用于因果推断中高效估计平均处理效应,适合实证研究者。
本研究关注平均处理效应(ATE)估计中直接偏差校正项的估计问题。给定观测数据 ${(X_i, D_i, Y_i)}_{i=1}^{n}$,其中 $X_i$ 为 $K$ 维协变量,$D_i \in \{0, 1\}$ 为二元处理指示变量,$Y_i$ 为结果变量。在 ATE 估计中,偏差校正项定义为 $h_0(D_i, X_i) = \frac{1[D_i = 1]}{e_0(X_i)} - \frac{1[D_i = 0]}{1 - e_0(X_i)}$,其中 $e_0(X_i)$ 为倾向得分。该术语也被称为 Riesz 表示或聪明协变量,在高效 ATE 估计构造中起关键作用。本文提出通过直接最小化模型与 $h_0$ 之间的 Bregman 散度来估计 $h_0$,包含平方误差和 KL 散度等特例。所提方法受直接密度比估计启发,推广了现有方法如协变量平衡权重、Riesz 回归和最近邻匹配。尤为重要的是,在特定模型与散度选择下,可自动保证协变量平衡性,提供一种统一且实用的建模与估计框架。
原文摘要 · Abstract (English)
This study considers the estimation of the direct bias-correction term for estimating the average treatment effect (ATE). Let $\{(X_i, D_i, Y_i)\}_{i=1}^{n}$ be the observations, where $X_i$ denotes $K$-dimensional covariates, $D_i \in \{0, 1\}$ denotes a binary treatment assignment indicator, and $Y_i$ denotes an outcome. In ATE estimation, $h_0(D_i, X_i) = \frac{1[D_i = 1]}{e_0(X_i)} - \frac{1[D_i = 0]}{1 - e_0(X_i)}$ is called the bias-correction term, where $e_0(X_i)$ is the propensity score. The bias-correction term is also referred to as the Riesz representer or clever covariates, depending on the literature, and plays an important role in construction of efficient ATE estimators. In this study, we propose estimating $h_0$ by directly minimizing the Bregman divergence between its model and $h_0$, which includes squared error and Kullback--Leibler divergence as special cases. Our proposed method is inspired by direct density ratio estimation methods and generalizes existing bias-correction term estimation methods, such as covariate balancing weights, Riesz regression, and nearest neighbor matching. Importantly, under specific choices of bias-correction term models and Bregman divergence, we can automatically ensure the covariate balancing property. Thus, our study provides a practical modeling and estimation approach through a generalization of existing methods.
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