arXiv · 2502.18960
Nonparametric Heterogeneous Long-term Causal Effect Estimation via Data Combination
Abstract
Long-term causal inference has drawn increasing attention in many scientific domains. Existing methods mainly focus on estimating average long-term causal effects by combining long-term observational data and short-term experimental data. However, it is still understudied how to robustly and effectively estimate heterogeneous long-term causal effects, significantly limiting practical applications. In this paper, we propose several two-stage style nonparametric estimators for heterogeneous long-term causal effect estimation, including propensity-based, regression-based, and multiple robust estimators. We conduct a comprehensive theoretical analysis of their asymptotic properties under mild assumptions, with the ultimate goal of building a better understanding of the conditions under which some estimators can be expected to perform better. Extensive experiments across several semi-synthetic and real-world datasets validate the theoretical results and demonstrate the effectiveness of the proposed estimators.
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Weilin Chen, Ruichu Cai, Junjie Wan, Zeqin Yang, José Miguel Hernández-Lobato. 2025-02-26. Nonparametric Heterogeneous Long-term Causal Effect Estimation via Data Combination. https://arxiv.org/abs/2502.18960
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