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Identifying Causal Effects With Proxy Variables of an Unmeasured Confounder

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arxiv 1609.08816 v4 pith:CH6L3QOI submitted 2016-09-28 stat.ME

classification stat.ME
keywords causalproxyconfoundereffectvariablesconditionerroridentification
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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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Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Policy Evaluation with Latent Confounders via Optimal Balance

    stat.ML 2019-08 conditional novelty 8.0 of 10

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

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