Heterogeneous Effects of Continuous Treatments via Conditional Modified Treatment Policies

Abstract

For continuous treatments such as drug dose or ventilator intensity, a key clinically actionable question is whether a modest, patient-specific adjustment to the current dose would help or harm, rather than whether to treat at all. Standard estimands such as average or conditional dose-response functions require positivity across a wide range of doses, an assumption that routinely fails in observational clinical data where protocols tie dosing to patient characteristics. We develop a framework for characterizing heterogeneity in the effects of small shifts (``nudges'') of a continuous treatment. We study two estimands: the conditional nudge effect, the expected outcome change if an individual at dose $a$ with covariates $\bx$ had their dose shifted by $δ$, and the conditional modified treatment policy (CMTP) effect, which averages the nudge over the observed dose distribution given covariates. Both are identified under weak, shift-specific local positivity and exchangeability conditions. Recasting the $δ$-shift as a two-arm comparison through a duplicated-data construction, we develop weighting and A-learning estimators based on squared-error and negative log-likelihood losses, introduce augmented versions that reduce variance without changing the target, and establish asymptotic normality of proposed estimators. Simulations support the theory, and an analysis of mechanical ventilation data from MIMIC-III identifies patient profiles predicted to benefit from a modest reduction in mechanical power.