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:我们提出了一种简单而通用的框架,用于在公平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,我们证明了所得估计量具有双重稳健性。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。我们在模拟研究中评估了该方法,并在实际案例研究中进行了展示。