Estimating the average causal effect of intervention in continuous
variables using machine learning
- CML
Abstract
The most widely discussed methods for estimating the Average Causal Effect / Average Treatment Effect are those for intervention in discrete binary variables whose value represents the intervention / non-intervention groups. On the other hand, methods for intervening in continuous variables independent of the data generating model has not been developed. In this study, we give a method for estimating the average causal effect for intervention in continuous variables that can be applied to data of any generating model as long as the causal effect is identifiable. The proposing method is independent of machine learning algorithms and preserves the identifiability of the data.
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