首个可解释分布处理效应的高效局部检验方法
Semiparametric Efficient Test for Interpretable Distributional Treatment Effects

- 基于核见证函数在学习出的因果位置上进行局部检验
- 在观测数据中构造正交双重鲁棒特征,实现高效检测
- 结果可解释,适合医学影像等需定位差异的研究
分布处理效应可能对均值无影响:一种干预可能保持平均结果不变,却改变尾部、峰点、离散度或罕见事件概率。核检验可检测干预后结果分布间的差异,但全局检验无法揭示差异所在。我们提出 DR-ME,据我们所知首个半参数高效、有限位置的可解释分布处理效应检验方法。DR-ME 在学习到的结果位置上评估干预核见证,返回因果差异坐标而非仅全局拒绝。从观测数据中,我们推导出正交双重鲁棒核特征,其中心化原形即为该有限见证的规范梯度。对于固定位置,我们刻画了局部检验极限:在零假设下,DR-ME 服从卡方校准;具有非中心卡方局部功效,并采用协方差白化以优化选定坐标下的局部信噪比。这种高效局部功效几何带来了合理的选址学习准则,样本分割保证了选择后的有效性。实验显示近名义第一类错误率,对抗全局双重鲁棒核检验具有竞争力的检出力,且在半合成医学影像研究中学习到的位置具有可解释性,能精确定位分布效应。
原文摘要 · Abstract (English)
Distributional treatment effects can be invisible to means: a treatment may preserve average outcomes while changing tails, modes, dispersion, or rare-event probabilities. Kernel tests can detect discrepancies between interventional outcome laws, but global tests do not reveal where the laws differ. We propose DR-ME, to our knowledge the first semiparametrically efficient finite-location test for interpretable distributional treatment effects. DR-ME evaluates an interventional kernel witness at learned outcome locations, returning causal-discrepancy coordinates rather than only a global rejection. From observational data, we derive orthogonal doubly robust kernel features whose centered oracle form is the canonical gradient of this finite witness. For fixed locations, we characterize the local testing limit: DR-ME is chi-square calibrated under the null, has noncentral chi-square local power, and uses the covariance whitening that optimizes local signal-to-noise for discrepancies visible through the selected coordinates. This efficient local-power geometry yields a principled location-learning criterion, with sample splitting preserving post-selection validity. Experiments show near-nominal type-I error, competitive power against global doubly robust kernel tests, and interpretable learned locations that localize distributional effects in a semi-synthetic medical-imaging study.
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