  Most work in causal inference considers deterministic interventions that set
each unit's treatment to some fixed value. However, under positivity violations
these interventions can lead to non-identification, inefficiency, and effects
with little practical relevance. Further, corresponding effects in longitudinal
studies are highly sensitive to the curse of dimensionality, resulting in
widespread use of unrealistic parametric models. We propose a novel solution to
these problems: incremental interventions that shift propensity score values
rather than set treatments to fixed values. Incremental interventions have
several crucial advantages. First, they avoid positivity assumptions entirely.
Second, they require no parametric assumptions and yet still admit a simple
characterization of longitudinal effects, independent of the number of
timepoints. For example, they allow longitudinal effects to be visualized with
a single curve instead of lists of coefficients. After characterizing these
incremental interventions and giving identifying conditions for corresponding
effects, we also develop general efficiency theory, propose efficient
nonparametric estimators that can attain fast convergence rates even when
incorporating flexible machine learning, and propose a bootstrap-based
confidence band and simultaneous test of no treatment effect. Finally we
explore finite-sample performance via simulation, and apply the methods to
study time-varying sociological effects of incarceration on entry into
marriage.
