arXiv:2409.03962stat.MEcs.LG2024-09被引 3

提出新方法估计隐藏变量图中的因果效应,突破传统方法局限。

Average Causal Effect Estimation in DAGs with Hidden Variables: Beyond Back-Door and Front-Door Criteria

  • 用机器学习自适应估计干扰项,减少模型假设依赖
  • 新估计器在连续变量下仍保持双稳健与根号n收敛
  • 适合处理复杂隐藏变量结构的因果推断研究者

带有隐藏变量的有向无环图(DAG)中因果效应的识别理论已成熟,但对超出g-公式范畴的功能性量的估计与推断方法仍不完善。已有半参数估计器在广泛DAG类上表现良好,具备双稳健等统计性质,但存在显著计算挑战:连续变量下的密度估计与数值积分负担重,且估计值可能超出目标参数空间。此外,其渐近性质在结合灵活统计与机器学习模型时尚未充分探索。本文针对一类超越经典后门与前门准则的隐藏变量DAG(即文献中的治疗原始可修复性准则),提出新型一步校正插值与目标最小损失基估计器。这些估计器利用数据自适应机器学习算法,在降低建模假设的同时,保证双稳健、效率、参数空间有界性及在L²(P)率条件下渐近线性,从而实现根号n一致的因果效应估计。为便于实践应用,我们提供了R语言的flexCausal包。

原文摘要 · Abstract (English)

The identification theory for causal effects in directed acyclic graphs (DAGs) with hidden variables is well established, but methods for estimating and inferring functionals that extend beyond the g-formula remain underdeveloped. Previous studies have introduced semiparametric estimators for such functionals in a broad class of DAGs with hidden variables. While these estimators exhibit desirable statistical properties such as double robustness in certain cases, they also face significant limitations. Notably, they encounter substantial computational challenges, particularly involving density estimation and numerical integration for continuous variables, and their estimates may fall outside the parameter space of the target estimand. Additionally, the asymptotic properties of these estimators is underexplored, especially when integrating flexible statistical and machine learning models for nuisance functional estimations. This paper addresses these challenges by introducing novel one-step corrected plug-in and targeted minimum loss-based estimators of causal effects for a class of hidden variable DAGs that go beyond classical back-door and front-door criteria (known as the treatment primal fixability criterion in prior literature). These estimators leverage data-adaptive machine learning algorithms to minimize modeling assumptions while ensuring key statistical properties including double robustness, efficiency, boundedness within the target parameter space, and asymptotic linearity under $L^2(P)$-rate conditions for nuisance functional estimates that yield root-n consistent causal effect estimates. To ensure our estimation methods are accessible in practice, we provide the flexCausal package in R.

因果推断隐藏变量机器学习

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