Individual Treatment Effect Estimation in a Low Compliance Setting
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Individual Treatment Effect (ITE) estimation is an extensively researched problem, with applications in various domains. We model the case where there is heterogeneous non-compliance to a randomly assigned treatment, a typical situation in health (because of non-compliance to prescription) or digital advertising (because of competition and ad blockers for instance). The lower the compliance, the more the effect of treatment prescription, or individual prescription effect (IPE), signal fades away and becomes hard to capture. We propose a new approach to estimate IPE that takes advantage of observed compliance information to prevent signal fading. Using the Structural Causal Model framework and do-calculus, we define a general mediated causal effect setting under which our proposed estimator soundly recovers the IPE, and study its asymptotic variance. Finally, we conduct extensive experiments on both synthetic and real-world datasets that highlight the benefit of the approach, which consistently improves state-of-the-art in low compliance settings.
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