In this technical note, we introduce an improved variant of nearest neighbors for counterfactual inference in panel data settings where multiple units are assigned multiple treatments over multiple time points, each sampled with constant probabilities. We call this estimator a doubly robust nearest neighbor estimator and provide a high probability non-asymptotic error bound for the mean parameter corresponding to each unit at each time. Our guarantee shows that the doubly robust estimator provides a (near-)quadratic improvement in the error compared to nearest neighbor estimators analyzed in prior work for these settings.
翻译:在本技术说明中,我们引入了一种经改进的近邻变量,用于在面板数据设置中反事实推断,即多单位在多个时间点上被分配多重处理,每个时间点都进行不断的概率抽样。我们称此估算器为双倍强的近邻估测器,并为每个单位每次对应的平均参数提供高概率的非保全误差。我们的保证表明,双倍强度估测器提供了(近距离)的误差改进,而与先前为这些设置工作分析的最近的近邻估测器相比,这些误差是(近距离)的。