Primary Submission Category: Heterogeneous Treatment Effects
Toward Fair and Robust Estimation of Optimal Treatment Regimes
Authors: Kwangho Kim, Jose Zubizarreta,
Presenting Author: Kwangho Kim*
We propose a simple and general framework for nonparametric estimation of optimal treatment regimes under fairness constraints. Under standard regularity conditions, we show that the resulting estimators possess the double robustness property. We go on to use this framework to characterize the trade-off between fairness and the maximum welfare achievable by the optimal treatment policy. We evaluate the methods in a simulation study and illustrate them in a real-world case study.