Identifying Causal Effects With Proxy Variables of an Unmeasured Confounder
About
We consider a causal effect that is confounded by an unobserved variable, but with observed proxy variables of the confounder. We show that, with at least two independent proxy variables satisfying a certain rank condition, the causal effect is nonparametrically identified, even if the measurement error mechanism, i.e., the conditional distribution of the proxies given the con- founder, may not be identified. Our result generalizes the identification strategy of Kuroki & Pearl (2014) that rests on identification of the measurement error mechanism. When only one proxy for the confounder is available, or the required rank condition is not met, we develop a strategy to test the null hypothesis of no causal effect.
Wang Miao, Zhi Geng, Eric Tchetgen Tchetgen• 2016
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Causal Inference | Demand (test) | c-MSE (Median)82.01 | 34 |
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