Nonparametric Methods for Doubly Robust Estimation of Continuous Treatment Effects
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Statistics Papers
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causal inference
dose-response
efficient influence function
kernel smoothing
semiparametric estimation
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Business Analytics
Management Sciences and Quantitative Methods
Statistical Methodology
Statistical Models
Statistics and Probability
dose-response
efficient influence function
kernel smoothing
semiparametric estimation
Business
Business Analytics
Management Sciences and Quantitative Methods
Statistical Methodology
Statistical Models
Statistics and Probability
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Kennedy, Edward H
Ma, Zongming
McHugh, Matthew D
Small, Dylan S
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Abstract
Continuous treatments (e.g. doses) arise often in practice, but many available causal effect estimators are limited by either requiring parametric models for the effect curve, or by not allowing doubly robust covariate adjustment. We develop a novel kernel smoothing approach that requires only mild smoothness assumptions on the effect curve and still allows for misspecification of either the treatment density or outcome regression. We derive asymptotic properties and give a procedure for data‐driven bandwidth selection. The methods are illustrated via simulation and in a study of the effect of nurse staffing on hospital readmissions penalties.
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2016-09-30