An importance-weighting estimator for offline policy evaluation that provably achieves root-n consistency using proxies for latent confounders, without fitting an outcome model.
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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Policy Evaluation with Latent Confounders via Optimal Balance
An importance-weighting estimator for offline policy evaluation that provably achieves root-n consistency using proxies for latent confounders, without fitting an outcome model.