A causal bootstrap

DOI10.1214/20-AOS2009zbMATH Open1475.62091arXiv1807.02737OpenAlexW3191736470WikidataQ108879991 ScholiaQ108879991MaRDI QIDQ820808FDOQ820808

Guido W. Imbens, Konrad Menzel

Publication date: 28 September 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: The bootstrap, introduced by Efron (1982), has become a very popular method for estimating variances and constructing confidence intervals. A key insight is that one can approximate the properties of estimators by using the empirical distribution function of the sample as an approximation for the true distribution function. This approach views the uncertainty in the estimator as coming exclusively from sampling uncertainty. We argue that for causal estimands the uncertainty arises entirely, or partially, from a different source, corresponding to the stochastic nature of the treatment received. We develop a bootstrap procedure that accounts for this uncertainty, and compare its properties to that of the classical bootstrap.

Full work available at URL: https://arxiv.org/abs/1807.02737

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zbMATH Keywords

bootstrapcausal inferencepartial identification

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Nonparametric statistical resampling methods (62G09) Causal inference from observational studies (62D20)

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Cited In (3)

• A bootstrap causality test for covariance stationary processes
• A fast bootstrap algorithm for causal inference with large data
• Generalizing treatment effects with incomplete covariates: identifying assumptions and multiple imputation algorithms

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