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A Proxy Variable View of Shared Confounding

Yixin Wang · David Blei

Abstract:

Causal inference from observational data can be biased by unobserved confounders. Confounders—the variables that affect both the treatments and the outcome—induce spurious non-causal correlations between the two. Without additional conditions, unobserved confounders generally make causal quantities hard to identify. In this paper, we focus on the setting where there are many treatments with shared confounding, and we study under what conditions is causal identification possible. The key observation is that we can view subsets of treatments as proxies of the unobserved confounder and identify the intervention distributions of the rest. Moreover, while existing identification formulas for proxy variables involve solving integral equations, we show that one can circumvent the need for such solutions by directly modeling the data. Finally, we extend these results to an expanded class of causal graphs, those with other confounders and selection variables.

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