Fair comparisons of causal parameters with many treatments and positivity violations

Abstract: Comparing outcomes across treatments is essential in medicine and public policy. To do so, researchers typically estimate a set of parameters, possibly counterfactual, with each targeting a different treatment. Treatment-specific means (TSMs) are commonly used, but their identification requires a positivity assumption -- that every subject has a non-zero probability of receiving each treatment. This assumption is often implausible, especially when treatment can take many values. Causal parameters based on dynamic stochastic interventions can be robust to positivity violations. However, comparing these parameters may be unfair because they may depend on outcomes under non-target treatments. To address this, and clarify when fair comparisons are possible, we propose a fairness criterion: if the conditional TSM for one treatment is greater than that for another, then the corresponding causal parameter should also be greater. We derive two intuitive properties equivalent to this criterion and show that only a mild positivity assumption is needed to identify fair parameters. We then provide examples that satisfy this criterion and are identifiable under the milder positivity assumption. These parameters are non-smooth, making standard nonparametric efficiency theory inapplicable, so we propose smooth approximations of them. We then 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.