Identification and Estimation of Conditional Average Partial Causal Effects via Instrumental Variable

Yuta Kawakami, manabu kuroki, Jin Tian

Keywords: Heterogeneous causal effects, Instrumental variable, Continuous treatment

TL;DR: We provide identification conditions and estimation methods for conditional average partial causal effects in an instrumental variable setting.

Abstract: There has been considerable recent interest in estimating heterogeneous causal effects. In this paper, we study conditional average partial causal effects (CAPCE) to reveal the heterogeneity of causal effects with continuous treatment. We provide conditions for identifying CAPCE in an instrumental variable setting. Notably, CAPCE is identifiable under a weaker assumption than required by a commonly used measure for estimating heterogeneous causal effects of continuous treatment. We develop three families of CAPCE estimators: sieve, parametric, and reproducing kernel Hilbert space (RKHS)-based, and analyze their statistical properties. We illustrate the proposed CAPCE estimators on synthetic and real-world data.

List Of Authors: Kawakami, Yuta and Kuroki, Manabu and Tian, Jin

Submission Number: 198