An Efficient Doubly-Robust Test for the Kernel Treatment Effect
Methodology
2023-11-02 v2 Machine Learning
Abstract
The average treatment effect, which is the difference in expectation of the counterfactuals, is probably the most popular target effect in causal inference with binary treatments. However, treatments may have effects beyond the mean, for instance decreasing or increasing the variance. We propose a new kernel-based test for distributional effects of the treatment. It is, to the best of our knowledge, the first kernel-based, doubly-robust test with provably valid type-I error. Furthermore, our proposed algorithm is computationally efficient, avoiding the use of permutations.
Cite
@article{arxiv.2304.13237,
title = {An Efficient Doubly-Robust Test for the Kernel Treatment Effect},
author = {Diego Martinez-Taboada and Aaditya Ramdas and Edward H. Kennedy},
journal= {arXiv preprint arXiv:2304.13237},
year = {2023}
}