1. 预备知识
回顾一下第二章的 unconfoundedness 假设:
无混杂假设等价于 T T T到 Y Y Y之间没有畅通无阻的后门路径。在这种情况下,关联就是因果,那么可以用下面的式子计算ATE:
E [ Y ( 1 ) − Y ( 0 ) ] = E [ Y ( 1 ) ] − E [ Y ( 0 ) ] = E [ Y ( 1 ) ∣ T = 1 ] − E [ Y ( 0 ) ∣ T = 0 ] = E [ Y ∣ T = 1 ] − E [ Y ∣ T = 0 ] \begin{aligned} \mathbb{E}[Y(1)-Y(0)] &=\mathbb{E}[Y(1)]-\mathbb{E}[Y(0)] \\ &=\mathbb{E}[Y(1) \mid T=1]-\mathbb{E}[Y(0) \mid T=0] \\ &=\mathbb{E}[Y \mid T=1]-\mathbb{E}[Y \mid T=0] \end{aligned} E[Y(1)−Y(0)]=E[Y(1)]−E[Y(0)]=E[Y(1)∣