提出新方法提升长期治疗效果估计在重叠度低时的稳定性。
Orthogonal Learner for Estimating Heterogeneous Long-Term Treatment Effects
- 用自定义权重重新加权损失函数,降低低重叠样本影响。
- 理论证明对误估的干扰不敏感,且在低重叠时能控制方差。
- 适合医疗、经济中长期干预效果评估,尤其数据重叠差的场景。
异质性长期治疗效应(HLTE)估计在营销、经济和医学中对个性化决策至关重要,常需结合短期与长期观察数据。但某些子群体的处理分配或长期结果重叠有限,导致估计不稳定、有限样本方差大。为此,我们提出LT-O-learner(长时期正交学习器),一种基于代理变量的新型正交学习器。核心思想是通过自定义重叠权重重新加权损失函数,抑制低重叠样本的影响。我们证明该重加权损失可点态恢复真实HLTE并满足Neyman正交性。进一步证明:(i) 误差界中,背景模型误差仅以高阶项形式出现,表明对背景估计误差具有鲁棒性;(ii) 在线性函数类下,重加权机制可在低重叠区域有效控制HLTE估计量的渐近方差。我们在合成与真实数据集上验证了理论性质,尤其在低重叠条件下表现稳健。据我们所知,这是首个在长期设置中对低重叠具备鲁棒性的正交学习器。
原文摘要 · Abstract (English)
Estimation of heterogeneous long-term treatment effects (HLTEs) is relevant for personalized decision-making in marketing, economics, and medicine, where short-term observational datasets are often combined with long-term observational datasets. However, HLTE estimation is challenging due to limited overlap in treatment assignments or in long-term outcomes for certain subpopulations, which can lead to unstable HLTE estimates with large finite-sample variance. To address this challenge, we introduce the LT-O-learners (Long-Term Orthogonal Learners), a set of novel orthogonal learners for HLTE estimation in the canonical HLTE setting with surrogacy. The key idea of our LT-O-learners is to retarget the loss via custom overlap weights that downweight low-overlap samples. We show that the retargeted loss recovers the true HLTE pointwise and satisfies Neyman-orthogonality. We further prove two key theoretical results: (i) The nuisance error enters the error bound only through higher-order terms, which means our learners are robust to nuisance estimation error. (ii) Under a linear function class, the retargeting effectively controls the asymptotic variance of the HLTE estimator via the overlap weights in low-overlap regimes. We conduct experiments on synthetic and real-world datasets to confirm the theoretical properties of our LT-O-learners, particularly robustness in low-overlap regimes. To our knowledge, ours are the first orthogonal learners for HLTE estimation robust to low overlap in long-term settings.
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