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An Efficient Doubly-Robust Test for the Kernel Treatment Effect

Diego Martinez Taboada · Aaditya Ramdas · Edward Kennedy

Great Hall & Hall B1+B2 (level 1) #922
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[ Paper [ Poster [ OpenReview
Wed 13 Dec 3 p.m. PST — 5 p.m. PST


The average treatment effect, which is the difference in expectation of the counterfactuals, is probably the most popular target effect in causal inference with binary treatments. However, treatments may have effects beyond the mean, for instance decreasing or increasing the variance. We propose a new kernel-based test for distributional effects of the treatment. It is, to the best of our knowledge, the first kernel-based, doubly-robust test with provably valid type-I error. Furthermore, our proposed algorithm is computationally efficient, avoiding the use of permutations.

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