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Main Authors: Pöllänen, Antti, Marttinen, Pekka
Format: Preprint
Published: 2023
Subjects:
Online Access:https://arxiv.org/abs/2306.10614
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author Pöllänen, Antti
Marttinen, Pekka
author_facet Pöllänen, Antti
Marttinen, Pekka
contents In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates. Previous research has not studied methods that address this issue from a causal viewpoint while allowing for complex nonlinear dependencies and without assuming access to side information. For such a scenario, this study proposes a model that assumes a continuous treatment variable that is inaccurately measured. Building on existing results for measurement error models, we prove that our model's causal effect estimates are identifiable, even without side information and knowledge of the measurement error variance. Our method relies on a deep latent variable model in which Gaussian conditionals are parameterized by neural networks, and we develop an amortized importance-weighted variational objective for training the model. Empirical results demonstrate the method's good performance with unknown measurement error. More broadly, our work extends the range of applications in which reliable causal inference can be conducted.
format Preprint
id arxiv_https___arxiv_org_abs_2306_10614
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Identifiable causal inference with noisy treatment and no side information
Pöllänen, Antti
Marttinen, Pekka
Machine Learning
Methodology
68T37
In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates. Previous research has not studied methods that address this issue from a causal viewpoint while allowing for complex nonlinear dependencies and without assuming access to side information. For such a scenario, this study proposes a model that assumes a continuous treatment variable that is inaccurately measured. Building on existing results for measurement error models, we prove that our model's causal effect estimates are identifiable, even without side information and knowledge of the measurement error variance. Our method relies on a deep latent variable model in which Gaussian conditionals are parameterized by neural networks, and we develop an amortized importance-weighted variational objective for training the model. Empirical results demonstrate the method's good performance with unknown measurement error. More broadly, our work extends the range of applications in which reliable causal inference can be conducted.
title Identifiable causal inference with noisy treatment and no side information
topic Machine Learning
Methodology
68T37
url https://arxiv.org/abs/2306.10614