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Learning Heterogeneity in Causal Inference Using Sufficient Dimension Reduction

Author

Listed:
  • Luo Wei

    (Center for Data Science, Zhejiang University, Hangzhou, China)

  • Wu Wenbo

    (Department of Management Science and Statistics, The University of Texas at San Antonio, San Antonio, United States)

  • Zhu Yeying

    (Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Canada)

Abstract

Often the research interest in causal inference is on the regression causal effect, which is the mean difference in the potential outcomes conditional on the covariates. In this paper, we use sufficient dimension reduction to estimate a lower dimensional linear combination of the covariates that is sufficient to model the regression causal effect. Compared with the existing applications of sufficient dimension reduction in causal inference, our approaches are more efficient in reducing the dimensionality of covariates, and avoid estimating the individual outcome regressions. The proposed approaches can be used in three ways to assist modeling the regression causal effect: to conduct variable selection, to improve the estimation accuracy, and to detect the heterogeneity. Their usefulness are illustrated by both simulation studies and a real data example.

Suggested Citation

  • Luo Wei & Wu Wenbo & Zhu Yeying, 2019. "Learning Heterogeneity in Causal Inference Using Sufficient Dimension Reduction," Journal of Causal Inference, De Gruyter, vol. 7(1), pages 1-14, March.
  • Handle: RePEc:bpj:causin:v:7:y:2019:i:1:p:14:n:5
    DOI: 10.1515/jci-2018-0015
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    References listed on IDEAS

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    1. Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2008. "Nonparametric Tests for Treatment Effect Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 389-405, August.
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