Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world applications, unmeasured confounding often persists. In this article, we propose a novel framework for the identification of average dose-response functions using instrumental variables, thereby mitigating bias induced by unobserved confounders. We introduce the concept of a uniform regular weighting function and consider covering the treatment space with a finite collection of open sets. On each of these sets, such a weighting function exists, allowing us to identify the average dose-response function locally within the corresponding region. For estimation, we propose an augmented inverse probability weighted score for continuous treatments with instrumental variables under a debiased machine learning framework, and provide practical guidance to adaptively establish regular weighting functions from the data. We further establish the asymptotic properties when the average dose-response function is estimated via kernel regression or empirical risk minimization. Finally, we conduct both simulation and empirical studies to assess the finite-sample performance of the proposed methods.
崔逸凡,浙江大学研究员,博士生导师。2018年于北卡罗来纳大学教堂山分校获得统计与运筹专业博士学位,曾在宾夕法尼亚大学沃顿商学院从事博士后研究工作。 回国前任职于新加坡国立大学统计与数据科学系担任助理教授,国家级高层次青年人才(2021)。当选ISI(国际统计学会)Elected Member。