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Abstract:
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Most of causal inference considers deterministic interventions that set each unit's treatment to some fixed value. However, under positivity violations these interventions can lead to non-identification, inefficiency, and effects with little practical relevance. Further, corresponding effects in longitudinal studies are highly sensitive to the curse of dimensionality, resulting in widespread use of unrealistic parametric models. We propose a novel solution to these problems: incremental interventions that shift propensity score values rather than set treatments to fixed values. Such effects avoid positivity assumptions entirely, and require no parametric assumptions, while still admitting a simple characterization of longitudinal effects, independent of the number of timepoints. We develop general efficiency theory, propose efficient nonparametric estimators that can attain fast convergence rates even when incorporating flexible machine learning, and propose a bootstrap-based confidence band and simultaneous test of no treatment effect. Finally we apply the methods to study time-varying sociological effects of incarceration on entry into marriage.
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