Generalized Kernel Ridge Regression for Causal Inference with Missing-at-Random Sample Selection
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Abstract (arXiv)
I propose kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects in the setting where an analyst has access to a selected sample rather than a random sample; only for select observations, the outcome is observed. I assume selection is as good as random conditional on treatment and a sufficiently rich set of observed covariates, where the covariates are allowed to cause treatment or be caused by treatment -- an extension of missingness-at-random (MAR). I propose estimators of means, increments, and distributions of counterfactual outcomes with closed form solutions in terms of kernel matrix operations, allowing treatment and covariates to be discrete or continuous, and low, high, or infinite dimensional. For the continuous treatment case, I prove uniform consistency with finite sample rates. For the discrete treatment case, I prove root-n consistency, Gaussian approximation, and semiparametric efficiency.
Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 11 of its 58 references that are in the map. First posted on arXiv 9 Nov 2021.
Builds on
11 of 58 references.
References · 11
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- 2019Kernel Instrumental Variable Regressioncited by 118
- 2017Sobolev Norm Learning Rates for Regularized Least-Squares Algorithmcited by 113
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- 2018Counterfactual Mean Embeddingscited by 32
- 2020Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instrumentscited by 27
- 2019Minimax Linear Estimation of the Retargeted Meancited by 11
- 2021A Simple and General Debiased Machine Learning Theorem with Finite Sample Guaranteescited by 9
- 2020Double machine learning for sample selection modelscited by 8
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Citing papers per year: 2022: 1.
1 paper.
- 2022Kernel methods for long term dose response curvescited by 4
- 2022Kernel methods for long term dose response curves13 Jan 2022