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
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Text (Nonparametric Causal Inference with Functional Covariates)
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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 √-consistency and asymptotic normality of the proposed estimator. Numerical experiments and an empirical application demonstrate the usefulness of the proposed method.
Item Type: | Article |
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Additional Information: | © 2025 The Author(s) |
Divisions: | Economics |
Subjects: | H Social Sciences > HB Economic Theory |
Date Deposited: | 24 Apr 2025 15:06 |
Last Modified: | 01 Jul 2025 03:09 |
URI: | http://eprints.lse.ac.uk/id/eprint/127990 |
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