Causal Bias Quantification for Continuous Treatment
- URL: http://arxiv.org/abs/2106.09762v1
- Date: Thu, 17 Jun 2021 18:44:48 GMT
- Title: Causal Bias Quantification for Continuous Treatment
- Authors: Gianluca Detommaso, Michael Br\"uckner, Philip Schulz, Victor
Chernozhukov
- Abstract summary: We develop a novel characterization of marginal causal effect and causal bias in continuous treatment setting.
We show they can be expressed as an expectation with respect to a conditional probability distribution.
All terms in the expectations can be computed via automatic differentiation, also for highly non-linear models.
- Score: 5.6968018940343885
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: In this work we develop a novel characterization of marginal causal effect
and causal bias in the continuous treatment setting. We show they can be
expressed as an expectation with respect to a conditional probability
distribution, which can be estimated via standard statistical and probabilistic
methods. All terms in the expectations can be computed via automatic
differentiation, also for highly non-linear models. We further develop a new
complete criterion for identifiability of causal effects via covariate
adjustment, showing the bias equals zero if the criterion is met. We study the
effectiveness of our framework in three different scenarios: linear models
under confounding, overcontrol and endogenous selection bias; a non-linear
model where full identifiability cannot be achieved because of missing data; a
simulated medical study of statins and atherosclerotic cardiovascular disease.
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