Fortified Proximal Causal Inference with Many Invalid Proxies

Fuente: arXiv
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Main Authors: Yu, Myeonghun, Shi, Xu, Tchetgen, Eric J. Tchetgen
Format: Preprint
Published: 2025
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author Yu, Myeonghun
Shi, Xu
Tchetgen, Eric J. Tchetgen
author_facet Yu, Myeonghun
Shi, Xu
Tchetgen, Eric J. Tchetgen
contents Causal inference from observational data often relies on the assumption of no unmeasured confounding, an assumption frequently violated in practice due to unobserved or poorly measured covariates. Proximal causal inference (PCI) offers a promising framework for addressing unmeasured confounding using a pair of outcome and treatment confounding proxies. However, existing PCI methods typically assume all specified proxies are valid, which may be unrealistic and is untestable without extra assumptions. In this paper, we develop a semiparametric approach for a many-proxy PCI setting that accommodates potentially invalid treatment confounding proxies. We introduce a new class of fortified confounding bridge functions and establish nonparametric identification of the population average treatment effect (ATE) under the assumption that at least $γ$ out of $K$ candidate treatment confounding proxies are valid, for any $γ\leq K$ set by the analyst without requiring knowledge of which proxies are valid. We establish a local semiparametric efficiency bound and develop a class of multiply robust, locally efficient estimators for the ATE. These estimators are thus simultaneously robust to invalid treatment confounding proxies and model misspecification of nuisance parameters. The proposed methods are evaluated through simulation and applied to assess the effect of right heart catheterization in critically ill patients.
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id arxiv_https___arxiv_org_abs_2506_13152
institution arXiv
publishDate 2025
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spellingShingle Fortified Proximal Causal Inference with Many Invalid Proxies
Yu, Myeonghun
Shi, Xu
Tchetgen, Eric J. Tchetgen
Methodology
Causal inference from observational data often relies on the assumption of no unmeasured confounding, an assumption frequently violated in practice due to unobserved or poorly measured covariates. Proximal causal inference (PCI) offers a promising framework for addressing unmeasured confounding using a pair of outcome and treatment confounding proxies. However, existing PCI methods typically assume all specified proxies are valid, which may be unrealistic and is untestable without extra assumptions. In this paper, we develop a semiparametric approach for a many-proxy PCI setting that accommodates potentially invalid treatment confounding proxies. We introduce a new class of fortified confounding bridge functions and establish nonparametric identification of the population average treatment effect (ATE) under the assumption that at least $γ$ out of $K$ candidate treatment confounding proxies are valid, for any $γ\leq K$ set by the analyst without requiring knowledge of which proxies are valid. We establish a local semiparametric efficiency bound and develop a class of multiply robust, locally efficient estimators for the ATE. These estimators are thus simultaneously robust to invalid treatment confounding proxies and model misspecification of nuisance parameters. The proposed methods are evaluated through simulation and applied to assess the effect of right heart catheterization in critically ill patients.
title Fortified Proximal Causal Inference with Many Invalid Proxies
topic Methodology
url https://arxiv.org/abs/2506.13152