pith:WGRJXBIQ
Nonparametric inference for sublevel-set probabilities of conditional average treatment effect functions
The probability that a conditional average treatment effect falls below a given threshold produces a monotone curve summarizing treatment heterogeneity.
arxiv:2605.15373 v1 · 2026-05-14 · stat.ME
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Claims
The probability of a sublevel set of a CATE function is a single number with a simple interpretation as the proportion of individuals whose expected treatment effect does not exceed a prespecified threshold. By varying the threshold, a univariate monotone curve appears which can be used to visualize the overall type and degree of heterogeneity in a population. We formalize this curve as a target parameter and show that it is not pathwise differentiable under a nonparametric model.
The CATE function is identifiable from observed data under randomized treatment assignment, allowing the sublevel-set probabilities to be targeted and estimated via monotone function techniques combined with machine learning, as used in the numerical studies based on synthesized randomized trial data.
Develops Grenander-type and debiased machine learning estimators for the sublevel-set probability curve of the CATE function, shown to be non-pathwise differentiable, along with its piecewise linear approximation.
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| First computed | 2026-05-20T00:00:55.114656Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
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Canonical record JSON
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