Comparing causal parameters with many treatments and positivity violations

Abstract

Summary Comparing outcomes across treatments is essential in medicine and public policy. To do so, researchers typically estimate a set of parameters, possibly counterfactual, each targeting a different treatment. Treatment-specific means are commonly used, but their identification requires a positivity assumption: every subject has a nonzero probability of receiving each treatment. This assumption is often implausible, especially when treatment can take many values. Causal parameters based on dynamic stochastic interventions offer robustness to positivity violations. However, comparing these parameters may fail to reflect the effects of the underlying target treatments because the parameters can depend on outcomes under nontarget treatments. To clarify when two parameters targeting different treatments yield a useful comparison of treatment efficacy, we propose a comparability criterion: if the conditional treatment-specific mean for one treatment is greater than that for another, then the corresponding causal parameter should also be greater. Many standard parameters fail to satisfy this criterion, but we show that only a mild positivity assumption is needed to identify parameters that yield useful comparisons. We then provide two simple examples that satisfy this criterion and are identifiable under the milder positivity assumption: trimmed and smooth-trimmed treatment-specific means with multivalued treatments. For smooth-trimmed treatment-specific means, we develop doubly robust-style estimators that attain parametric convergence rates under nonparametric conditions. We illustrate our methods with an analysis of dialysis providers in New York State.