Kernel Optimal Orthogonality Weighting: A Balancing Approach to Estimating Effects of Continuous Treatments

10/26/2019
by   Nathan Kallus, et al.
0

Many scientific questions require estimating the effects of continuous treatments. Outcome modeling and weighted regression based on the generalized propensity score are the most commonly used methods to evaluate continuous effects. However, these techniques may be sensitive to model misspecification, extreme weights or both. In this paper, we propose Kernel Optimal Orthogonality Weighting (KOOW), a convex optimization-based method, for estimating the effects of continuous treatments. KOOW finds weights that minimize the worst-case penalized functional covariance between the continuous treatment and the confounders. By minimizing this quantity, KOOW successfully provides weights that orthogonalize confounders and the continuous treatment, thus providing optimal covariate balance, while controlling for extreme weights. We valuate its comparative performance in a simulation study. Using data from the Women's Health Initiative observational study, we apply KOOW to evaluate the effect of red meat consumption on blood pressure.

READ FULL TEXT
research
06/04/2018

Optimal Balancing of Time-Dependent Confounders for Marginal Structural Models

Marginal structural models (MSMs) estimate the causal effect of a time-v...
research
01/17/2020

Entropy Balancing for Continuous Treatments

This paper introduces entropy balancing for continuous treatments (EBCT)...
research
04/07/2022

A tutorial for using propensity score weighting for moderation analysis: an application to smoking disparities among LGB adults

Objective. To provide step-by-step guidance and STATA and R code for usi...
research
11/14/2022

Generalized Stable Weights via Neural Gibbs Density

We present a generalized balancing weight method fully available for est...
research
02/26/2020

A Balancing Weight Framework for Estimating the Causal Effect of General Treatments

In observational studies, weighting methods that directly optimize the b...

Please sign up or login with your details

Forgot password? Click here to reset