arXiv:2503.20546stat.MLcs.LG2025-03中稿 · publication after …

用代理变量同时纠正选择偏差和混杂,提升因果效应估计准确率

Regression-Based Estimation of Causal Effects in the Presence of Selection Bias and Confounding

  • 提出两步回归法(TSR),利用外部代理变量修正偏差
  • 在有选择偏差和混杂时,估计误差更低且具一致性
  • 适合存在观测缺失或混杂的医学、社会科学实证研究

本文研究在存在选择偏差和混杂条件下,对目标变量 $Y$ 进行干预后期望因果效应 $E[Y|do(X)]$ 的估计问题。当无选择偏差或混杂时,$E[Y|do(X)] = E[Y|X]$ 可通过标准回归估计。但若存在系统性缺失或混杂,传统回归失效。若存在不受选择过程影响的代理变量,在特定约束下可纠正选择偏差,恢复 $E[Y|X]$,进而获得 $E[Y|do(X)]$。当数据同时受混杂影响时,需代理变量同时校正混杂与选择机制。假设可获取来自外部无偏观测数据的代理变量,本文推导了因果效应可识别与可恢复的理论条件,并提出线性两步回归估计器(TSR),可通过添加非线性基函数扩展。仿真结果验证了在含选择偏差与混杂的场景中,TSR 的正确性与优越性,其在无混杂时与已有估计器一致,但方差更低。

原文摘要 · Abstract (English)

We consider the problem of estimating the expected causal effect $E[Y|do(X)]$ for a target variable $Y$ when treatment $X$ is set by intervention, focusing on continuous random variables. In settings without selection bias or confounding, $E[Y|do(X)] = E[Y|X]$, which can be estimated using standard regression methods. However, regression fails when systematic missingness induced by selection bias, or confounding distorts the data. Proxy variables unaffected by the selection process can, under certain constraints, be used to correct for selection bias to recover $E[Y|X]$, and hence $E[Y|do(X)]$, reliably. When data is additionally affected by confounding, recovering the causal effect from selection-biased data is more challenging and requires access to proxies to both correct for confounding and for the selection mechanism. Assuming access to such proxies from external unbiased observational data, we derive theoretical conditions ensuring identifiability and recoverability of causal effects. We further introduce a linear two-step regression estimator (TSR), which can be extended through adding non-linear basis functions, capable of exploiting proxy variables to adjust for selection bias while accounting for confounding. We show that TSR is consistent with previous estimators when confounding is absent, but achieves a lower variance. Extensive simulation studies validate TSR's correctness for scenarios that include both selection bias and confounding with proxy variables.

因果推断代理变量选择偏差两步回归

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