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Kernel Methods for Multistage Causal Inference: Mediation Analysis and Dynamic Treatment Effects

Kernel Methods for Multistage Causal Inference: Mediation Analysis and Dynamic Treatment Effects

We propose kernel ridge regression estimators for mediation analysis and dynamic treatment effects over short horizons. We allow treatments, covariates, and mediators to be discrete or continuous, and low, high, or infinite dimensional. We propose estimators of means, increments, and distributions of counterfactual outcomes with closed form solutions in terms …