Transferring Causal Effects using Proxies

Fuente: arXiv
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Main Authors: Iglesias-Alonso, Manuel, Schur, Felix, von Kügelgen, Julius, Peters, Jonas
Format: Preprint
Published: 2025
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author Iglesias-Alonso, Manuel
Schur, Felix
von Kügelgen, Julius
Peters, Jonas
author_facet Iglesias-Alonso, Manuel
Schur, Felix
von Kügelgen, Julius
Peters, Jonas
contents We consider the problem of estimating a causal effect in a multi-domain setting. The causal effect of interest is confounded by an unobserved confounder and can change between the different domains. We assume that we have access to a proxy of the hidden confounder and that all variables are discrete or categorical. We propose methodology to estimate the causal effect in the target domain, where we assume to observe only the proxy variable. Under these conditions, we prove identifiability (even when treatment and response variables are continuous). We introduce two estimation techniques, prove consistency, and derive confidence intervals. The theoretical results are supported by simulation studies and a real-world example studying the causal effect of website rankings on consumer choices.
format Preprint
id arxiv_https___arxiv_org_abs_2510_25924
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Transferring Causal Effects using Proxies
Iglesias-Alonso, Manuel
Schur, Felix
von Kügelgen, Julius
Peters, Jonas
Machine Learning
Artificial Intelligence
Methodology
We consider the problem of estimating a causal effect in a multi-domain setting. The causal effect of interest is confounded by an unobserved confounder and can change between the different domains. We assume that we have access to a proxy of the hidden confounder and that all variables are discrete or categorical. We propose methodology to estimate the causal effect in the target domain, where we assume to observe only the proxy variable. Under these conditions, we prove identifiability (even when treatment and response variables are continuous). We introduce two estimation techniques, prove consistency, and derive confidence intervals. The theoretical results are supported by simulation studies and a real-world example studying the causal effect of website rankings on consumer choices.
title Transferring Causal Effects using Proxies
topic Machine Learning
Artificial Intelligence
Methodology
url https://arxiv.org/abs/2510.25924