Individual Treatment Prescription Effect Estimation in a Low Compliance
Setting
- URL: http://arxiv.org/abs/2008.03235v2
- Date: Fri, 23 Oct 2020 15:30:12 GMT
- Title: Individual Treatment Prescription Effect Estimation in a Low Compliance
Setting
- Authors: Thibaud Rahier, Am\'elie H\'eliou, Matthieu Martin, Christophe
Renaudin and Eustache Diemert
- Abstract summary: Individual Treatment Effect estimation is an extensively researched problem, with applications in various domains.
We propose a new approach for the estimation of the IPE that takes advantage of observed compliance information to prevent signal fading.
We conduct experiments on both synthetic and real-world datasets that highlight the benefit of the approach, which consistently improves state-of-the-art in low compliance settings.
- Score: 11.672067762133299
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Individual Treatment Effect (ITE) estimation is an extensively researched
problem, with applications in various domains. We model the case where there
exists heterogeneous non-compliance to a randomly assigned treatment, a typical
situation in health (because of non-compliance to prescription) or digital
advertising (because of competition and ad blockers for instance). The lower
the compliance, the more the effect of treatment prescription, or individual
prescription effect (IPE), signal fades away and becomes hard to estimate. We
propose a new approach for the estimation of the IPE that takes advantage of
observed compliance information to prevent signal fading. Using the Structural
Causal Model framework and do-calculus, we define a general mediated causal
effect setting and propose a corresponding estimator which consistently
recovers the IPE with asymptotic variance guarantees. Finally, we conduct
experiments on both synthetic and real-world datasets that highlight the
benefit of the approach, which consistently improves state-of-the-art in low
compliance settings
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