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| Main Authors: | , , , , |
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| Format: | Preprint |
| Published: |
2023
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2304.14895 |
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| _version_ | 1866912986955776000 |
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| author | Shuai, Kang Luo, Shanshan Zhang, Yue Xie, Feng He, Yangbo |
| author_facet | Shuai, Kang Luo, Shanshan Zhang, Yue Xie, Feng He, Yangbo |
| contents | Assessing causal effects in the presence of unmeasured confounding is challenging. Although auxiliary variables, such as instrumental variables, are commonly used to identify causal effects, they are often unavailable in practice due to stringent and untestable conditions. To address this issue, previous researches have utilized linear structural equation models to show that the causal effect is identifiable when noise variables of the treatment and outcome are both non-Gaussian. In this paper, we investigate the problem of identifying the causal effect using the auxiliary covariate and non-Gaussianity from the treatment. Our key idea is to characterize the impact of unmeasured confounders using an observed covariate, assuming they are all Gaussian. We demonstrate that the causal effect can be identified using a measured covariate, and then extend the identification results to the multi-treatment setting. We further develop a simple estimation procedure for estimating causal effects and derive a $\sqrt{n}$-consistent estimator. Finally, we evaluate the performance of our estimator through simulation studies and apply our method to investigate the effect of the trade on income. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2304_14895 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Identifiability of causal effects with non-Gaussianity and auxiliary covariates Shuai, Kang Luo, Shanshan Zhang, Yue Xie, Feng He, Yangbo Methodology Statistics Theory Assessing causal effects in the presence of unmeasured confounding is challenging. Although auxiliary variables, such as instrumental variables, are commonly used to identify causal effects, they are often unavailable in practice due to stringent and untestable conditions. To address this issue, previous researches have utilized linear structural equation models to show that the causal effect is identifiable when noise variables of the treatment and outcome are both non-Gaussian. In this paper, we investigate the problem of identifying the causal effect using the auxiliary covariate and non-Gaussianity from the treatment. Our key idea is to characterize the impact of unmeasured confounders using an observed covariate, assuming they are all Gaussian. We demonstrate that the causal effect can be identified using a measured covariate, and then extend the identification results to the multi-treatment setting. We further develop a simple estimation procedure for estimating causal effects and derive a $\sqrt{n}$-consistent estimator. Finally, we evaluate the performance of our estimator through simulation studies and apply our method to investigate the effect of the trade on income. |
| title | Identifiability of causal effects with non-Gaussianity and auxiliary covariates |
| topic | Methodology Statistics Theory |
| url | https://arxiv.org/abs/2304.14895 |