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I have read the paper " Adapting Neural Networks for the Estimation of Treatment Effects", which suggests a neural network architecture called Dragonnet for the estimation of treatment effects. https://papers.nips.cc/paper/2019/file/8fb5f8be2aa9d6c64a04e3ab9f63feee-Paper.pdf

Dragonnet is based on the theorem of sufficiency of propensity scores. I understand what the theorem is about, it says conditioning on propensity score is sufficient to block all the back door paths. When I think about dragonnet structure, it totally makes sense. However, I was thinking that conditional average treatment effect(CATE) is not only about the heterogeneous subgroups in a confounding variable set but also there might be other variables which are not confounding but somehow different values of that variable may create different treatment effects.

Let's assume that we have a variable 'sex', which is not a confounding variable. Let us also assume that female and male people have different treatment effects. Therefore, if I want to calculate CATE, then wouldn't it make sense to condition also on the variable 'sex' beside the confounding variables? I don't think that this is the case with dragonnet. Therefore I get a bit confused because dragonnet claims that variables which don't affect the treatment assignment are not relevant for treatment effect estimation.

What I would like to ask is that, if I only condition on propensity score to predict CATE, wouldn't I ignore the effect modification which is created by variables which are not confounding?

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  • I would advise to post this question, which is about stats theory and not related to coding, to Cross Validated (https://stats.stackexchange.com/). However, conditioning on the propensity score only does not allow you to estimate CATEs, for the reason you explained in your post. You'll note that the paper you quoted also never mentions CATEs (having just briefly glanced at it), only ATEs. – MaximeKan Jan 27 '21 at 20:40

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