Derives sharp nested CDF envelopes for transported quantile treatment effects under marginal sensitivity bounds on confounding and transportability, with semiparametric estimators, uniform inference, and breakdown frontiers.
Efficient Transported Distributional and Quantile Treatment Effects with Surrogate-Assisted Missing Primary Outcomes
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abstract
We study target-population distributional and quantile treatment effects when a source study observes treatment and post-treatment surrogates for all source units but observes a long-run primary outcome only for a validation subset, while the target population contributes only baseline covariates. The target estimands are transported counterfactual distribution functions $\psi_a(y)=P(Y^a\le y\mid R=0)$, their quantiles $q_a(\tau)$, and the quantile treatment effect $\Delta(\tau)=q_1(\tau)-q_0(\tau)$. The surrogate is not treated as a replacement endpoint and no Prentice-type surrogacy condition is imposed. Instead, the surrogate is used only to improve efficiency under missing-at-random primary-outcome sampling. We derive the nonparametric efficient influence function, which has three orthogonal components corresponding to target covariate sampling, the source surrogate process, and missing primary outcomes. This yields a closed-form cross-fitted one-step estimator after nuisance estimation. We establish identification, the canonical gradient, exact drift identities, ratio-level robustness, pointwise and uniform asymptotic linearity for transported CDFs, Bahadur representations for quantiles under explicit local inverse-map conditions, high-level multiplier-bootstrap simultaneous bands under explicit estimated-process and density conditions, and quantile-specific efficiency gains from observing surrogates. We also give lower-level nuisance-rate verification for a deliberately restricted class of analyzable bounded finite-dimensional or finite-rank implementations based on sieve ridge regression, ridge logistic regression, calibrated density-ratio estimation, finite-rank kernel ridge regression, and isotonic projection under explicit grid, eigenvalue, source, and entropy conditions.
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stat.ME 1years
2026 1verdicts
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Nested Sensitivity Envelopes for Transported Quantile Treatment Effects
Derives sharp nested CDF envelopes for transported quantile treatment effects under marginal sensitivity bounds on confounding and transportability, with semiparametric estimators, uniform inference, and breakdown frontiers.