论文标题

有效的因果推断(某些)无效的仪器

Valid Causal Inference with (Some) Invalid Instruments

论文作者

Hartford, Jason, Veitch, Victor, Sridhar, Dhanya, Leyton-Brown, Kevin

论文摘要

仪器变量方法在存在未观察到的混杂的情况下提供了一种强大的方法来估计因果关系。但是,应用它们时的关键挑战是依赖不可测试的“排除”假设,这些假设排除了仪器变量与未由治疗介导的响应之间的任何关系。在本文中,尽管违反了排除假设,我们还展示了如何执行一致的IV估计。特别是,我们表明,当一个人拥有多种候选工具时,只有大多数这些候选人 - 或更一般而言,模态候选反应关系 - 需要有效以估计因果关系。我们的方法使用仪器变量估计器的集合的模态预测估计。该技术易于应用,并且在某种意义上是“黑框”,只要独立确定每个有效仪器的治疗效果,就可以与任何仪器变量估计器一起使用。因此,它与最近的基于机器学习的估计器兼容,该估计器允许对复杂的高维数据进行条件平均治疗效果(CATE)估算。在实验上,我们使用基于网络的深度估计器的合奏进行了准确的条件平均治疗效果,包括在有挑战性的模拟孟德尔随机问题上。

Instrumental variable methods provide a powerful approach to estimating causal effects in the presence of unobserved confounding. But a key challenge when applying them is the reliance on untestable "exclusion" assumptions that rule out any relationship between the instrument variable and the response that is not mediated by the treatment. In this paper, we show how to perform consistent IV estimation despite violations of the exclusion assumption. In particular, we show that when one has multiple candidate instruments, only a majority of these candidates---or, more generally, the modal candidate-response relationship---needs to be valid to estimate the causal effect. Our approach uses an estimate of the modal prediction from an ensemble of instrumental variable estimators. The technique is simple to apply and is "black-box" in the sense that it may be used with any instrumental variable estimator as long as the treatment effect is identified for each valid instrument independently. As such, it is compatible with recent machine-learning based estimators that allow for the estimation of conditional average treatment effects (CATE) on complex, high dimensional data. Experimentally, we achieve accurate estimates of conditional average treatment effects using an ensemble of deep network-based estimators, including on a challenging simulated Mendelian Randomization problem.

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