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Paper

TESTING March 17, 2026

Conditional Distributional Treatment Effects: Doubly Robust Estimation and Testing

Authors

Saksham Jain, Alex Luedtke

Abstract

Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to capture such conditional distributional treatment effects, and develop a doubly robust estimator that is minimax optimal in the local asymptotic sense. Using this, we develop a test for the global homogeneity of conditional potential outcome distributions that accommodates discrepancies beyond the maximum mean discrepancy (MMD), has provably valid type 1 error, and is consistent against fixed alternatives -- the first test, to our knowledge, with such guarantees in this setting. Furthermore, we derive exact closed-form expressions for two natural discrepancies (including the MMD), and provide a computationally efficient, permutation-free algorithm for our test.

Metadata

arXiv ID: 2603.16829
Provider: ARXIV
Primary Category: stat.ML
Published: 2026-03-17
Fetched: 2026-03-18 06:02

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Raw Data (Debug)
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