Non‐parametric methods for doubly robust estimation of continuous treatment effects
@article{Kennedy2015NonparametricMF, title={Non‐parametric methods for doubly robust estimation of continuous treatment effects}, author={Edward H. Kennedy and Zongming Ma and Matthew D. McHugh and Dylan S. Small}, journal={Journal of the Royal Statistical Society: Series B (Statistical Methodology)}, year={2015}, volume={79} }
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…
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