학술논문

2D score-based estimation of heterogeneous treatment effects
Document Type
article
Source
Journal of Causal Inference, Vol 11, Iss 1, Pp 1-51 (2023)
Subject
observational data
subgroup treatment effects
regression tree
matching
62d20
62g05
Mathematics
QA1-939
Probabilities. Mathematical statistics
QA273-280
Language
English
ISSN
2193-3685
Abstract
Statisticians show growing interest in estimating and analyzing heterogeneity in causal effects in observational studies. However, there usually exists a trade-off between accuracy and interpretability for developing a desirable estimator for treatment effects, especially in the case when there are a large number of features in estimation. To make efforts to address the issue, we propose a score-based framework for estimating the conditional average treatment effect (CATE) function in this article. The framework integrates two components: (i) leverage the joint use of propensity and prognostic scores in a matching algorithm to obtain a proxy of the heterogeneous treatment effects for each observation and (ii) utilize nonparametric regression trees to construct an estimator for the CATE function conditioning on the two scores. The method naturally stratifies treatment effects into subgroups over a 2d grid whose axis are the propensity and prognostic scores. We conduct benchmark experiments on multiple simulated data and demonstrate clear advantages of the proposed estimator over state-of-the-art methods. We also evaluate empirical performance in real-life settings, using two observational data from a clinical trial and a complex social survey, and interpret policy implications following the numerical results.