It is important to estimate the local average treatment effect (LATE) when compliance with a treatment assignment is incomplete. The previously proposed methods for LATE estimation required all relevant variables to be jointly observed in a single dataset; however, it is sometimes difficult or even impossible to collect such data in many real-world problems for technical or privacy reasons. We consider a novel problem setting in which LATE, as a function of covariates, is nonparametrically identified from the combination of separately observed datasets. For estimation, we show that the direct least squares method, which was originally developed for estimating the average treatment effect under complete compliance, is applicable to our setting. However, model selection and hyperparameter tuning for the direct least squares estimator can be unstable in practice since it is defined as a solution to the minimax problem. We then propose a weighted least squares estimator that enables simpler model selection by avoiding the minimax objective formulation. Unlike the inverse probability weighted (IPW) estimator, the proposed estimator directly uses the pre-estimated weight without inversion, avoiding the problems caused by the IPW methods. We demonstrate the effectiveness of our method through experiments using synthetic and real-world datasets.
翻译:当遵守治疗任务的情况不完全时,估计当地平均治疗效果(LATE)很重要。以前提议的LATE估算方法要求在一个数据集中共同观察所有相关变量;然而,在许多实际问题中,由于技术或隐私原因,有时难以或甚至不可能收集这类数据。我们考虑到一个新的问题环境,在这个环境中,LATE作为共变函数,从单独观察的数据集组合中不能对称地确定出当地平均治疗效果(LATE)。关于估计,我们表明最初为估计完全遵守情况下的平均治疗效果而开发的直接最低方位方法适用于我们的设置。然而,直接最小方位估测仪的模型选择和超参数调整在实践中可能不稳定,因为它被界定为解决微缩轴问题的办法。我们然后提出一个加权最低方位估测器,通过避免微轴目标的配方来简化模型的选择。与反概率加权估计(IPW)估测器不同,拟议的估测器直接使用我们估计的预估的重量,而不在反位中,避免了IPW的合成方法所造成的问题。我们通过合成方法展示了我们采用的方法的有效性。