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Identifying Causal Effects With Proxy Variables of an Unmeasured Confounder

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abstract

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.

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stat.ML 1

years

2019 1

verdicts

CONDITIONAL 1

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  • Policy Evaluation with Latent Confounders via Optimal Balance stat.ML · 2019-08-06 · conditional · none · ref 31 · internal anchor

    An importance-weighting estimator for offline policy evaluation that provably achieves root-n consistency using proxies for latent confounders, without fitting an outcome model.