摘要翻译：
在本文中，我们提出了一种双鲁棒的方法来表示平均处理效果相对于观察到的感兴趣协变量的异质性。我们考虑了这样一种情况，即需要大量的协变量来识别平均治疗效果，但用于分析异质性的协变量的维数要低得多。我们提出的估计器具有双重鲁棒性，并避免了维数的诅咒。我们提出了一个易于计算的统一置信区间，并通过蒙特卡罗实验和应用于吸烟对出生体重的影响来说明它的有效性。
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英文标题：
《Doubly Robust Uniform Confidence Band for the Conditional Average
  Treatment Effect Function》
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作者：
Sokbae Lee, Ryo Okui, Yoon-Jae Whang
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最新提交年份：
2016
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分类信息：

一级分类：Statistics        统计学
二级分类：Methodology        方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
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一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
  In this paper, we propose a doubly robust method to present the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a situation where a large number of covariates are needed for identifying the average treatment effect but the covariates of interest for analyzing heterogeneity are of much lower dimension. Our proposed estimator is doubly robust and avoids the curse of dimensionality. We propose a uniform confidence band that is easy to compute, and we illustrate its usefulness via Monte Carlo experiments and an application to the effects of smoking on birth weights.
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PDF链接：
https://arxiv.org/pdf/1601.02801