Estimating individual treatment effects under unobserved confounding using binary instruments

• URL: http://arxiv.org/abs/2208.08544v1
• Date: Wed, 17 Aug 2022 21:25:09 GMT
• Title: Estimating individual treatment effects under unobserved confounding using binary instruments
• Authors: Dennis Frauen, Stefan Feuerriegel
• Abstract summary: Estimating individual treatment effects (ITEs) from observational data is relevant in many fields such as personalized medicine. We propose a novel, multiply robust machine learning framework, called MRIV, for estimating ITEs using binary IVs.
• Score: 21.563820572163337
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Estimating individual treatment effects (ITEs) from observational data is relevant in many fields such as personalized medicine. However, in practice, the treatment assignment is usually confounded by unobserved variables and thus introduces bias. A remedy to remove the bias is the use of instrumental variables (IVs). Such settings are widespread in medicine (e.g., trials where compliance is used as binary IV). In this paper, we propose a novel, multiply robust machine learning framework, called MRIV, for estimating ITEs using binary IVs and thus yield an unbiased ITE estimator. Different from previous work for binary IVs, our framework estimates the ITE directly via a pseudo outcome regression. (1) We provide a theoretical analysis where we show that our framework yields multiply robust convergence rates: our ITE estimator achieves fast convergence even if several nuisance estimators converge slowly. (2) We further show that our framework asymptotically outperforms state-of-the-art plug-in IV methods for ITE estimation. (3) We build upon our theoretical results and propose a tailored deep neural network architecture called MRIV-Net for ITE estimation using binary IVs. Across various computational experiments, we demonstrate empirically that our MRIV-Net achieves state-of-the-art performance. To the best of our knowledge, our MRIV is the first machine learning framework for estimating ITEs in the binary IV setting shown to be multiply robust.

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