We propose a simple and general framework for nonparametric estimation of heterogeneous treatment effects under fairness constraints. Under standard regularity conditions, we show that the resulting estimators possess the double robustness property. We use this framework to characterize the trade-off between fairness and the maximum welfare achievable by the optimal policy. We evaluate the methods in a simulation study and illustrate them in a real-world case study.
翻译:我们提出一种简单且通用的框架,用于在公平性约束下对异质性处理效应进行非参数估计。在标准正则性条件下,我们证明所得到的估计量具有双重稳健性质。利用该框架,我们刻画了公平性与最优策略所能实现的最大福利之间的权衡关系。我们通过模拟研究评估了该方法,并在实际案例研究中加以说明。