统计研究 ›› 2023, Vol. 40 ›› Issue (5): 144-151.doi: 10.19343/j.cnki.11–1302/c.2023.05.011

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因果推断中基于能源距离的协变量分布平衡

蒋青嬗 马佳羽 黄 灿 曹瑜强   

  • 出版日期:2023-05-25 发布日期:2023-05-25

Covariate Distribution Balance via Energy Distance for Causal Inference

Jiang Qingshan Ma Jiayu Huang Can Cao Yuqiang   

  • Online:2023-05-25 Published:2023-05-25

摘要: 本文基于倾向得分构造处理组和对照组协变量的经验加权分布,采用能源距离度量加权经验分布与总体协变量经验分布的差异,通过最小化分布差异最大化协变量平衡,进而估计倾向得分和平均处理效应。本文最优化不带任何约束并且保证了解的唯一性。同时,平均处理效应估计量是n相合,估计量的精度较高。将本文方法应用于考察养老保险对生育意愿的影响,相比回归分析本文结果更可靠。

关键词: 因果推断, 倾向得分, 能源距离, 协变量平衡

Abstract: In this paper, we construct some weights based on propensity score, and utilize energy distance to respectively measure the differences between the weighted distributions of the covariates with respect to the treatment group and the control group and the distribution of the covariates with respect to the population. By minimizing the energy distance, optimal distribution balance has been reached, and the propensity score and the average treatment effect are estimated consequently. Our optimization is without only constraint, and exists unique solution. Moreover, the average treatment effect estimator is root n consistent and obtains good performance in accuracy. This paper applies the method to investigate the effect of pension insurance on fertility intention, the result is more reliable compared with regression analysis.

Key words: Causal Inference, Propensity Score, Energy Distance, Covariate Balance