Substitute adjustment via recovery of latent variables
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
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2024
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| _version_ | 1866909124100358144 |
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| author | Adams, Jeffrey Hansen, Niels Richard |
| author_facet | Adams, Jeffrey Hansen, Niels Richard |
| contents | The deconfounder was proposed as a method for estimating causal parameters in a context with multiple causes and unobserved confounding. It is based on recovery of a latent variable from the observed causes. We disentangle the causal interpretation from the statistical estimation problem and show that the deconfounder in general estimates adjusted regression target parameters. It does so by outcome regression adjusted for the recovered latent variable termed the substitute. We refer to the general algorithm, stripped of causal assumptions, as substitute adjustment. We give theoretical results to support that substitute adjustment estimates adjusted regression parameters when the regressors are conditionally independent given the latent variable. We also introduce a variant of our substitute adjustment algorithm that estimates an assumption-lean target parameter with minimal model assumptions. We then give finite sample bounds and asymptotic results supporting substitute adjustment estimation in the case where the latent variable takes values in a finite set. A simulation study illustrates finite sample properties of substitute adjustment. Our results support that when the latent variable model of the regressors hold, substitute adjustment is a viable method for adjusted regression. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2403_00202 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Substitute adjustment via recovery of latent variables Adams, Jeffrey Hansen, Niels Richard Statistics Theory Machine Learning The deconfounder was proposed as a method for estimating causal parameters in a context with multiple causes and unobserved confounding. It is based on recovery of a latent variable from the observed causes. We disentangle the causal interpretation from the statistical estimation problem and show that the deconfounder in general estimates adjusted regression target parameters. It does so by outcome regression adjusted for the recovered latent variable termed the substitute. We refer to the general algorithm, stripped of causal assumptions, as substitute adjustment. We give theoretical results to support that substitute adjustment estimates adjusted regression parameters when the regressors are conditionally independent given the latent variable. We also introduce a variant of our substitute adjustment algorithm that estimates an assumption-lean target parameter with minimal model assumptions. We then give finite sample bounds and asymptotic results supporting substitute adjustment estimation in the case where the latent variable takes values in a finite set. A simulation study illustrates finite sample properties of substitute adjustment. Our results support that when the latent variable model of the regressors hold, substitute adjustment is a viable method for adjusted regression. |
| title | Substitute adjustment via recovery of latent variables |
| topic | Statistics Theory Machine Learning |
| url | https://arxiv.org/abs/2403.00202 |