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Kernel Single Proxy Control for Deterministic Confounding

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We consider the problem of causal effect estimation with an unobserved confounder, where we observe a single proxy variable that is associated with the confounder. Although it has been shown that the recovery of an average causal effect is impossible in general from a single proxy variable, we show that causal recovery is possible if the outcome is generated deterministically. This generalizes existing work on causal methods with a single proxy variable to the continuous treatment setting. We propose two kernel-based methods for this setting: the first based on the two-stage regression approach, and the second based on a maximum moment restriction approach. We prove that both approaches can consistently estimate the causal effect, and we empirically demonstrate that we can successfully recover the causal effect on challenging synthetic benchmarks.

Liyuan Xu, Arthur Gretton• 2023

Related benchmarks

TaskDatasetResultRank
Causal function estimationSimulated Dataset D High-dimensional (test)
MSE0.358
8
Causal function estimationSimulated Dataset B Binary (test)
MSE0.021
8
Causal function estimationSimulated Dataset A Gaussian (test)
MSE0.267
8
Causal function estimationSimulated Dataset C Exponential (test)
MSE12.903
8
Causal function estimationLight Tunnel Low noise Mk2 (test)
MSE1.88e+4
7
Causal function estimationLight Tunnel Noisy Mk2 (test)
MSE1.65e+4
7
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