Marginal integration for nonparametric causal inference
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Publication:908271
DOI10.1214/15-EJS1075zbMATH Open1330.62171arXiv1405.1868OpenAlexW3098582821WikidataQ130494038 ScholiaQ130494038MaRDI QIDQ908271FDOQ908271
Authors: Jan Ernest, Peter Bühlmann 
Publication date: 4 February 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Abstract: We consider the problem of inferring the total causal effect of a single variable intervention on a (response) variable of interest. We propose a certain marginal integration regression technique for a very general class of potentially nonlinear structural equation models (SEMs) with known structure, or at least known superset of adjustment variables: we call the procedure S-mint regression. We easily derive that it achieves the convergence rate as for nonparametric regression: for example, single variable intervention effects can be estimated with convergence rate assuming smoothness with twice differentiable functions. Our result can also be seen as a major robustness property with respect to model misspecification which goes much beyond the notion of double robustness. Furthermore, when the structure of the SEM is not known, we can estimate (the equivalence class of) the directed acyclic graph corresponding to the SEM, and then proceed by using S-mint based on these estimates. We empirically compare the S-mint regression method with more classical approaches and argue that the former is indeed more robust, more reliable and substantially simpler.
Full work available at URL: https://arxiv.org/abs/1405.1868
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causal inferencestructural equation modelmodel misspecificationrobustnessnonparametric inferencemarginal integrationintervention calculusbackdoor adjustment
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