报告题目：Proximal Causal Learning of Heterogeneous Treatment Effects

报告时间：2023-11-23   09:00-10:00

报 告 人 ：崔逸凡  教授  浙江大学

报告地点：理学院东北楼一楼报告厅（110）

Abstract：Efficiently and flexibly estimating treatment effect heterogeneity is an important task in a wide variety of settings ranging from medicine to marketing, and there are a considerable number of promising conditional average treatment effect estimators currently available. These, however, typically rely on the assumption that the measured covariates are enough to justify conditional exchangeability. We propose the P-learner, motivated by the R- and DR-learner, a tailored two-stage loss function for learning heterogeneous treatment effects in settings where exchangeability given observed covariates is an implausible assumption, and we wish to rely on proxy variables for causal inference. Our proposed estimator can be implemented by off-the-shelf loss-minimizing machine learning methods, which in the case of kernel regression satisfies an oracle bound on the estimated error as long as the nuisance components are estimated reasonably well.