An Empirical Study of Adaptive Kernel Density Estimation in Detecting Distributional Overlap

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Abstract

Given data from an observational study or a randomized experiment, the positivity assumption must hold in order to draw causal relations between the treatment and outcome. However, there is shortage of automatic tools that verify compliance with the positivity assumption. We present tools that uses adaptive and standard kernel density estimation (KDE) methods for validating the assumption. Our empirical analysis of the methods offers insight into when a KDE method can and can not reliably be applied to verify positivity in datasets.