Local Distribution Estimators¶
This page documents local distribution treatment effect estimators that compute treatment effects weighted by treatment propensity within each stratum. These estimators are particularly useful for handling treatment assignment heterogeneity across strata and scenarios with imperfect compliance.
Local distribution treatment effects (LDTE) and local probability treatment effects (LPTE) provide methods for causal inference that account for treatment assignment vs. treatment receipt differences. For theoretical foundations on imperfect compliance scenarios, see:
- Byambadalai, U., Hirata, T., Oka, T., & Yasui, S. (2025). Beyond the Average: Distributional Causal Inference under Imperfect Compliance. In Advances in Neural Information Processing Systems 38 (NeurIPS'25). arXiv:2509.15594.
SimpleLocalDistributionEstimator¶
Bases: SimpleStratifiedDistributionEstimator
A class for computing Local Distribution Treatment Effects (LDTE) and Local Probability Treatment Effects (LPTE) using simple empirical estimation.
This estimator computes treatment effects that are weighted by treatment propensity within each stratum, providing estimates that are locally robust to treatment assignment heterogeneity across strata. It uses empirical methods without ML adjustment.
Initializes the SimpleLocalDistributionEstimator.
Returns: SimpleLocalDistributionEstimator: An instance of the estimator.
Source code in dte_adj/local.py
fit ¶
fit(
covariates: ArrayLike,
treatment_arms: ArrayLike,
treatment_indicator: ArrayLike,
outcomes: ArrayLike,
strata: ArrayLike,
) -> SimpleLocalDistributionEstimator
Train the SimpleLocalDistributionEstimator.
Args: covariates: Pre-treatment covariates. treatment_arms: Treatment assignment variable (Z). treatment_indicator: Treatment indicator variable (D). outcomes: Scalar-valued observed outcome. strata: Stratum indicators.
Returns: SimpleLocalDistributionEstimator: The fitted estimator.
Source code in dte_adj/local.py
predict_ldte ¶
predict_ldte(
target_treatment_arm: int,
control_treatment_arm: int,
locations: Optional[ndarray] = None,
alpha: float = 0.05,
variance_type: str = "moment",
n_bootstrap: int = 500,
display_progress: bool = True,
) -> Tuple[np.ndarray, np.ndarray, np.ndarray]
Compute Local Distribution Treatment Effects (LDTE).
LDTE measures the difference in cumulative distribution functions between treatment groups weighted by treatment propensity within each stratum. This provides estimates that are locally robust to treatment assignment heterogeneity across strata.
Args:
target_treatment_arm (int): The index of the treatment arm of the treatment group.
control_treatment_arm (int): The index of the treatment arm of the control group.
locations (np.ndarray, optional): Scalar values to be used for computing the cumulative
distribution. If None, evenly-spaced locations spanning the observed outcome range
are generated automatically. The number of points is determined from data size and
distribution via np.histogram_bin_edges(outcomes, bins='auto'). The actual
array used is stored on self.last_locations.
alpha (float, optional): Significance level of the confidence bound. Defaults to 0.05.
variance_type (str, optional): Variance type to be used to compute confidence intervals.
Available values are "moment" (analytic, pointwise), "multiplier" (pointwise
multiplier bootstrap), and "uniform" (uniform band over all locations via
multiplier bootstrap). Defaults to "moment".
n_bootstrap (int, optional): Number of bootstrap draws for "multiplier" and
"uniform". Defaults to 500.
display_progress (bool, optional): Whether to display a progress bar. Defaults to True.
Returns: Tuple[np.ndarray, np.ndarray, np.ndarray]: A tuple containing: - Expected LDTEs (np.ndarray): Local treatment effect estimates at each location - Lower bounds (np.ndarray): Lower confidence interval bounds - Upper bounds (np.ndarray): Upper confidence interval bounds
Example:
import numpy as np
from sklearn.linear_model import LogisticRegression
from dte_adj import AdjustedLocalDistributionEstimator
# Generate sample data with strata
np.random.seed(42)
X = np.random.randn(1000, 5)
strata = np.random.choice([0, 1], size=1000) # Binary strata
D = np.random.binomial(1, 0.3 + 0.4 * strata, 1000) # Treatment depends on strata
Y = X[:, 0] + 2 * D + strata + np.random.randn(1000)
# Fit local estimator
base_model = LogisticRegression()
estimator = AdjustedLocalDistributionEstimator(base_model)
estimator.fit(X, D, D, Y, strata) # treatment_arms = treatment_indicator for binary case
# Compute LDTE
locations = np.linspace(Y.min(), Y.max(), 20)
ldte, lower, upper = estimator.predict_ldte(
target_treatment_arm=1,
control_treatment_arm=0,
locations=locations
)
print(f"LDTE shape: {ldte.shape}") # Should match locations.shape
print(f"Average LDTE: {ldte.mean():.3f}")
Source code in dte_adj/local.py
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predict_lpte ¶
predict_lpte(
target_treatment_arm: int,
control_treatment_arm: int,
locations: Optional[ndarray] = None,
alpha: float = 0.05,
variance_type: str = "moment",
n_bootstrap: int = 500,
display_progress: bool = True,
) -> Tuple[np.ndarray, np.ndarray, np.ndarray]
Compute Local Probability Treatment Effects (LPTE).
LPTE measures the difference in probability mass between treatment groups for intervals defined by consecutive location pairs, weighted by treatment propensity within each stratum. This provides locally robust estimates of treatment effects on interval probabilities.
Args:
target_treatment_arm (int): The index of the treatment arm of the treatment group.
control_treatment_arm (int): The index of the treatment arm of the control group.
locations (np.ndarray, optional): Scalar values defining interval boundaries for
probability computation. For each interval (locations[i], locations[i+1]], the LPTE
is computed. If None, boundaries spanning the observed outcome range are generated
automatically with the left endpoint placed just below outcomes.min(). The
number of boundaries is determined from data size and distribution via
np.histogram_bin_edges(outcomes, bins='auto'). The actual array used is stored
on self.last_locations.
alpha (float, optional): Significance level of the confidence bound. Defaults to 0.05.
variance_type (str, optional): Variance type to be used to compute confidence intervals.
Available values are "moment" (analytic, pointwise), "multiplier" (pointwise
multiplier bootstrap), and "uniform" (uniform band over all locations via
multiplier bootstrap). Defaults to "moment".
n_bootstrap (int, optional): Number of bootstrap draws for "multiplier" and
"uniform". Defaults to 500.
display_progress (bool, optional): Whether to display a progress bar. Defaults to True.
Returns: Tuple[np.ndarray, np.ndarray, np.ndarray]: A tuple containing: - Expected LPTEs (np.ndarray): Local treatment effect estimates for each interval, shape (len(locations)-1,) - Lower bounds (np.ndarray): Lower confidence interval bounds - Upper bounds (np.ndarray): Upper confidence interval bounds
Example:
import numpy as np
from dte_adj import SimpleLocalDistributionEstimator
# Generate sample data with strata
np.random.seed(42)
X = np.random.randn(1000, 5)
strata = np.random.choice([0, 1], size=1000) # Binary strata
Z = np.random.binomial(1, 0.5, 1000) # Treatment assignment
D = np.random.binomial(1, 0.3 + 0.4 * Z, 1000) # Treatment receipt
Y = X[:, 0] + 2 * D + strata + np.random.randn(1000)
# Fit local estimator
estimator = SimpleLocalDistributionEstimator()
estimator.fit(X, Z, D, Y, strata)
# Define interval boundaries
locations = np.array([-2, -1, 0, 1, 2]) # Creates intervals: (-2,-1], (-1,0], (0,1], (1,2]
# Compute LPTE
lpte, lower, upper = estimator.predict_lpte(
target_treatment_arm=1,
control_treatment_arm=0,
locations=locations
)
print(f"LPTE shape: {lpte.shape}") # Should be (4,) for 4 intervals
print(f"Interval effects: {lpte}")
Source code in dte_adj/local.py
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AdjustedLocalDistributionEstimator¶
Bases: AdjustedStratifiedDistributionEstimator
A class for computing Local Distribution Treatment Effects (LDTE) and Local Probability Treatment Effects (LPTE) using machine learning adjustment.
This estimator combines ML adjustment with local treatment effect estimation, providing variance-reduced estimates in randomized experiments with partial compliance. The ML adjustment targets efficiency (tighter confidence intervals), not correction for confounding. It uses cross-fitting to avoid overfitting issues.
Source code in dte_adj/stratified.py
fit ¶
fit(
covariates: ArrayLike,
treatment_arms: ArrayLike,
treatment_indicator: ArrayLike,
outcomes: ArrayLike,
strata: ArrayLike,
) -> AdjustedLocalDistributionEstimator
Train the AdjustedLocalDistributionEstimator.
Args: covariates: Pre-treatment covariates. treatment_arms: Treatment assignment variable (Z). treatment_indicator: Treatment indicator variable (D). outcomes: Scalar-valued observed outcome. strata: Stratum indicators.
Returns: AdjustedLocalDistributionEstimator: The fitted estimator.
Source code in dte_adj/local.py
predict_ldte ¶
predict_ldte(
target_treatment_arm: int,
control_treatment_arm: int,
locations: Optional[ndarray] = None,
alpha: float = 0.05,
variance_type: str = "moment",
n_bootstrap: int = 500,
display_progress: bool = True,
) -> Tuple[np.ndarray, np.ndarray, np.ndarray]
Compute Local Distribution Treatment Effects (LDTE) using ML adjustment.
This method combines machine learning adjustment with local treatment effect estimation to provide precise, locally robust estimates of distributional treatment effects.
Args:
target_treatment_arm (int): The index of the treatment arm of the treatment group.
control_treatment_arm (int): The index of the treatment arm of the control group.
locations (np.ndarray, optional): Scalar values to be used for computing the cumulative
distribution. If None, evenly-spaced locations spanning the observed outcome range
are generated automatically. The number of points is determined from data size and
distribution via np.histogram_bin_edges(outcomes, bins='auto'). The actual
array used is stored on self.last_locations.
alpha (float, optional): Significance level of the confidence bound. Defaults to 0.05.
variance_type (str, optional): Variance type to be used to compute confidence intervals.
Available values are "moment" (analytic, pointwise), "multiplier" (pointwise
multiplier bootstrap), and "uniform" (uniform band over all locations via
multiplier bootstrap). Defaults to "moment".
n_bootstrap (int, optional): Number of bootstrap draws for "multiplier" and
"uniform". Defaults to 500.
display_progress (bool, optional): Whether to display a progress bar. Defaults to True.
Returns: Tuple[np.ndarray, np.ndarray, np.ndarray]: A tuple containing: - Expected LDTEs (np.ndarray): Local treatment effect estimates at each location - Lower bounds (np.ndarray): Lower confidence interval bounds - Upper bounds (np.ndarray): Upper confidence interval bounds
Example:
import numpy as np
from sklearn.ensemble import RandomForestClassifier
from dte_adj import AdjustedLocalDistributionEstimator
# Generate data with strata from a randomized experiment
np.random.seed(42)
X = np.random.randn(1000, 5)
strata = np.random.choice([0, 1], size=1000)
# Treatment assignment is random (independent of covariates)
Z = np.random.binomial(1, 0.5, 1000)
D = np.random.binomial(1, 0.3 + 0.4 * Z, 1000)
Y = X.sum(axis=1) + 2 * D + strata + np.random.randn(1000)
# Fit adjusted local estimator
base_model = RandomForestClassifier(n_estimators=100)
estimator = AdjustedLocalDistributionEstimator(base_model, folds=3)
estimator.fit(X, Z, D, Y, strata)
# Compute LDTE with ML adjustment
locations = np.linspace(Y.min(), Y.max(), 20)
ldte, lower, upper = estimator.predict_ldte(
target_treatment_arm=1,
control_treatment_arm=0,
locations=locations
)
print(f"Adjusted LDTE: {ldte.mean():.3f}")
Source code in dte_adj/local.py
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predict_lpte ¶
predict_lpte(
target_treatment_arm: int,
control_treatment_arm: int,
locations: Optional[ndarray] = None,
alpha: float = 0.05,
variance_type: str = "moment",
n_bootstrap: int = 500,
display_progress: bool = True,
) -> Tuple[np.ndarray, np.ndarray, np.ndarray]
Compute Local Probability Treatment Effects (LPTE) using ML adjustment.
This method combines machine learning adjustment with local treatment effect estimation to provide precise estimates of treatment effects on interval probabilities.
Args:
target_treatment_arm (int): The index of the treatment arm of the treatment group.
control_treatment_arm (int): The index of the treatment arm of the control group.
locations (np.ndarray, optional): Scalar values defining interval boundaries for
probability computation. For each interval (locations[i], locations[i+1]], the LPTE
is computed. If None, boundaries spanning the observed outcome range are generated
automatically with the left endpoint placed just below outcomes.min(). The
number of boundaries is determined from data size and distribution via
np.histogram_bin_edges(outcomes, bins='auto'). The actual array used is stored
on self.last_locations.
alpha (float, optional): Significance level of the confidence bound. Defaults to 0.05.
variance_type (str, optional): Variance type to be used to compute confidence intervals.
Available values are "moment" (analytic, pointwise), "multiplier" (pointwise
multiplier bootstrap), and "uniform" (uniform band over all locations via
multiplier bootstrap). Defaults to "moment".
n_bootstrap (int, optional): Number of bootstrap draws for "multiplier" and
"uniform". Defaults to 500.
display_progress (bool, optional): Whether to display a progress bar. Defaults to True.
Returns: Tuple[np.ndarray, np.ndarray, np.ndarray]: A tuple containing: - Expected LPTEs (np.ndarray): Local treatment effect estimates for each interval, shape (len(locations)-1,) - Lower bounds (np.ndarray): Lower confidence interval bounds - Upper bounds (np.ndarray): Upper confidence interval bounds
Example:
import numpy as np
from sklearn.linear_model import LogisticRegression
from dte_adj import AdjustedLocalDistributionEstimator
# Generate data with strata from a randomized experiment
np.random.seed(42)
X = np.random.randn(1000, 5)
strata = np.random.choice([0, 1], size=1000)
# Treatment assignment is random (independent of covariates)
Z = np.random.binomial(1, 0.5, 1000)
D = np.random.binomial(1, 0.3 + 0.4 * Z, 1000)
Y = X.sum(axis=1) + 2 * D + strata + np.random.randn(1000)
# Fit adjusted local estimator
base_model = LogisticRegression()
estimator = AdjustedLocalDistributionEstimator(base_model, folds=3)
estimator.fit(X, Z, D, Y, strata)
# Define interval boundaries
locations = np.array([-2, -1, 0, 1, 2])
# Compute LPTE with ML adjustment
lpte, lower, upper = estimator.predict_lpte(
target_treatment_arm=1,
control_treatment_arm=0,
locations=locations
)
print(f"Adjusted LPTE: {lpte}")
Source code in dte_adj/local.py
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