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A Copula-Driven CNN-LSTM Framework for Estimating Heterogeneous Treatment Effects in Multivariate Outcomes

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  • Jong-Min Kim

    (Statistics Discipline, Division of Science and Mathematics, University of Minnesota-Morris, Morris, MN 56267, USA
    EGADE Business School, Tecnológico de Monterrey, Ave. Rufino Tamayo, Monterrey 66269, Mexico)

Abstract

Estimating heterogeneous treatment effects (HTEs) across multiple correlated outcomes poses significant challenges due to complex dependency structures and diverse data types. In this study, we propose a novel deep learning framework integrating empirical copula transformations with a CNN-LSTM (Convolutional Neural Networks and Long Short-Term Memory networks) architecture to capture nonlinear dependencies and temporal dynamics in multivariate treatment effect estimation. The empirical copula transformation, a rank-based nonparametric approach, preprocesses input covariates to better represent the underlying joint distributions before modeling. We compare this method with a baseline CNN-LSTM model lacking copula preprocessing and a nonparametric tree-based approach, the Causal Forest, grounded in generalized random forests for HTE estimation. Our framework accommodates continuous, count, and censored survival outcomes simultaneously through a multitask learning setup with customized loss functions, including Cox partial likelihood for survival data. We evaluate model performance under varying treatment perturbation rates via extensive simulation studies, demonstrating that the Empirical Copula CNN-LSTM achieves superior accuracy and robustness in average treatment effect (ATE) and conditional average treatment effect (CATE) estimation. These results highlight the potential of copula-based deep learning models for causal inference in complex multivariate settings, offering valuable insights for personalized treatment strategies.

Suggested Citation

  • Jong-Min Kim, 2025. "A Copula-Driven CNN-LSTM Framework for Estimating Heterogeneous Treatment Effects in Multivariate Outcomes," Mathematics, MDPI, vol. 13(15), pages 1-20, July.
  • Handle: RePEc:gam:jmathe:v:13:y:2025:i:15:p:2384-:d:1709471
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    References listed on IDEAS

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    1. Stefan Wager & Susan Athey, 2018. "Estimation and Inference of Heterogeneous Treatment Effects using Random Forests," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(523), pages 1228-1242, July.
    2. Jong-Min Kim, 2025. "Integrating Copula-Based Random Forest and Deep Learning Approaches for Analyzing Heterogeneous Treatment Effects in Survival Analysis," Mathematics, MDPI, vol. 13(10), pages 1-29, May.
    3. Nagler, Thomas, 2018. "A generic approach to nonparametric function estimation with mixed data," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 326-330.
    4. Carlos Cinelli & Chad Hazlett, 2020. "Making sense of sensitivity: extending omitted variable bias," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 82(1), pages 39-67, February.
    5. Imbens,Guido W. & Rubin,Donald B., 2015. "Causal Inference for Statistics, Social, and Biomedical Sciences," Cambridge Books, Cambridge University Press, number 9780521885881, January.
    Full references (including those not matched with items on IDEAS)

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