Physical Sciences and Mathematics Commons^™

Nonparametric Methods For Doubly Robust Estimation Of Continuous Treatment Effects, Edward Kennedy, Zongming Ma, Matthew Mchugh, Dylan Small

Edward H. Kennedy

Continuous treatments (e.g., doses) arise often in practice, but available causal effect estimators require either parametric models for the effect curve or else consistent estimation of a single nuisance function. We propose a novel doubly robust kernel smoothing approach, which requires only mild smoothness assumptions on the effect curve and allows for misspecification of either the treatment density or outcome regression. We derive asymptotic properties and also discuss an approach for data-driven bandwidth selection. The methods are illustrated via simulation and in a study of the effect of nurse staffing on hospital readmissions penalties.