arXiv Statistics ML By Jay Jojo Cheng, Guanhua Chen

Causal Generalization of Continuous Treatment Effects under Covariate Shift

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arXiv:2608. 19383v1 Announce Type: cross Abstract: Average dose-response functions are widely used to summarize causal effects of continuous treatments, but most existing methods assume that the observed sample represents the target population.

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arXiv Statistics ML
2d ago

Double Machine Learning of Continuous Treatment Effects with Additive Instrumental Variables

The paper introduces a new framework for identifying average dose-response functions in the presence of unmeasured confounding by using instrumental variables. It defines a uniform regular weighting function and partitions the treatment space into open sets where local identification is possible. For estimation, the authors propose an augmented inverse probability weighted score within a debiased machine learning setting, along with practical guidance for constructing weighting functions, falsification tests for the additive IV condition, and asymptotic theory for kernel regression or empirical risk minimization estimators.

By Shuyuan Chen, Peng Zhang, Yifan Cui