Nonparametric causal inference with functional covariates

Kurisu, Daisuke, Otsu, Taisuke ORCID: 0000-0002-2307-143X and Xu, Mengshan (2025) Nonparametric causal inference with functional covariates. Journal of Business and Economic Statistics. ISSN 0735-0015 (In Press)

Text (func-ATE13-JBES) - Accepted Version Pending embargo until 1 January 2100. Available under License Creative Commons Attribution. Download (1MB)

Abstract

Functional data and their analysis have become increasingly popular in various fields of data science. This paper considers estimation and inference of the average treatment effect under unconfoundedness when the covariates involve a functional variable, and proposes the inverse probability weighting estimator, where the propensity score is estimated by utilizing a kernel estimator for functional variables. We establish the √ n-consistency and asymptotic normality of the proposed estimator. Numerical experiments and an empirical application demonstrate the usefulness of the proposed method.

Item Type:	Article
Additional Information:	© 2025 The Author(s)
Divisions:	Economics
Subjects:	H Social Sciences > HB Economic Theory
Date Deposited:	24 Apr 2025 15:06
Last Modified:	25 Apr 2025 09:15
URI:	http://eprints.lse.ac.uk/id/eprint/127990

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