arXiv:2603.01119stat.MEcs.AI2026-03中稿 · the 42nd Conferenc…被引 1

用多模型验证法提升因果推断在不确定下的可靠性

Robust Weighted Triangulation of Causal Effects Under Model Uncertainty

  • 融合因果发现与半参数推断,构建数据驱动的多模型加权三角法
  • 给出估计值与真实因果效应距离的上界,条件满足时可逼近零
  • 无需选模型或事后推断,适合处理多个不一致假设的场景

观测数据中的因果推断面临模型设定不确定的挑战。当存在模型不确定性时,研究者常借助多个候选模型(基于不同且可能部分重叠的识别假设)进行因果效应的三角验证。然而,系统化的三角方法仍不成熟。本文提出一种结合因果发现中的可检验性方法与半参数统计推断理论的因果效应三角框架,避免了显式模型选择和事后推断问题。我们设计了一个三角函数,将各模型中可识别的函数以数据驱动的方式加权组合,并给出了该函数与真实因果效应距离的上界,以及在特定条件下该距离可趋近于零的充分条件。最后,我们为该函数建立了有效的统计推断方法。该框架在不强制模型间一致或指定单一模型的前提下,形式化了因果多元主义下的稳健性。通过模拟和实证应用验证了其性能。

原文摘要 · Abstract (English)

A fundamental challenge in causal inference with observational data is correct specification of a causal model. When there is model uncertainty, analysts may seek to use estimates from multiple candidate models that rely on distinct, and possibly partially overlapping, sets of identifying assumptions to infer the causal effect, a process known as triangulation. Principled methods for triangulation, however, remain underdeveloped. Here, we develop a framework for causal effect triangulation that combines model testability methods from causal discovery with statistical inference methods from semiparametric theory, while avoiding explicit model selection and post-selection inference problems. We propose a triangulation functional that combines identified functionals from each model with data-driven measures of model validity. We provide a bound on the distance of the functional from the true causal effect along with conditions under which this distance can be taken to zero. Finally, we derive valid statistical inference for this functional. Our framework formalizes robustness under causal pluralism without requiring agreement across models or commitment to a single specification. We demonstrate its performance through simulations and an empirical application.

因果推断模型不确定三角验证稳健性

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