Identifying causal effects with proxy variables of an unmeasured confounder

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Publication:4562744

DOI10.1093/BIOMET/ASY038zbMATH Open1506.62451arXiv1609.08816OpenAlexW2962685611WikidataQ104507139 ScholiaQ104507139MaRDI QIDQ4562744FDOQ4562744


Authors: Wang Miao, Zhi Geng, Eric J. Tchetgen Tchetgen Edit this on Wikidata


Publication date: 18 December 2018

Published in: Biometrika (Search for Journal in Brave)

Abstract: We consider a causal effect that is confounded by an unobserved variable, but with observed proxy variables of the confounder. We show that, with at least two independent proxy variables satisfying a certain rank condition, the causal effect is nonparametrically identified, even if the measurement error mechanism, i.e., the conditional distribution of the proxies given the con- founder, may not be identified. Our result generalizes the identification strategy of Kuroki & Pearl (2014) that rests on identification of the measurement error mechanism. When only one proxy for the confounder is available, or the required rank condition is not met, we develop a strategy to test the null hypothesis of no causal effect.


Full work available at URL: https://arxiv.org/abs/1609.08816




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