Estimators for causal quantities sometimes suffer from outliers. We investigate outlier-resistant estimation for the average treatment effect (ATE) under challenging but realistic settings. We assume that the ratio of outliers is not necessarily small and that it can depend on covariates. We propose three types of estimators for the ATE, which combines the well-known inverse probability weighting (IPW)/doubly robust (DR) estimators with the density-power weight. Under heterogeneous contamination, our methods can reduce the bias caused by outliers. In particular, under homogeneous contamination, our estimators are approximately consistent with the true ATE. An influence-function-based analysis indicates that the adverse effect of outliers is negligible if the ratio of outliers is small even under heterogeneous contamination. We also derived the asymptotic properties of our estimators. We evaluated the performance of our estimators through Monte-Carlo simulations and real data analysis. The comparative methods, which estimate the median of the potential outcome, do not have enough outlier resistance. In experiments, our methods outperformed the comparative methods.
翻译:对因果量的估算有时会受到离子体的影响。 我们在挑战性但现实的环境下对平均治疗效果(ATE)的异常抗力估计进行了调查。 我们假设离子体的比例不一定很小,而且可以依赖共差。 我们为ATE提出了三种类型的估计器,它将众所周知的反概率加权(IPW)/强力(DR)的估测器与密度-功率(密度-功率)结合起来。 在混杂的污染下,我们的方法可以减少由离子体造成的偏差。特别是在同质污染下,我们的估测器与真实的ATE基本一致。基于影响力的分析表明,如果外部体的比重很小,即使在不同污染下,外部体的比重也微不足道,外部体的不利作用是微不足道的。 我们还通过蒙特卡洛模拟和真实的数据分析对我们的估测器的性能进行了评估。 估计潜在结果的中位值的比较方法并不具有足够的外部阻力。在实验中,我们的方法比比较方法要好。