An Automated Approach to Causal Inference in Discrete Settings
- URL: http://arxiv.org/abs/2109.13471v1
- Date: Tue, 28 Sep 2021 03:55:32 GMT
- Title: An Automated Approach to Causal Inference in Discrete Settings
- Authors: Guilherme Duarte, Noam Finkelstein, Dean Knox, Jonathan Mummolo, Ilya
Shpitser
- Abstract summary: We show an algorithm to automatically bound causal effects using efficient dual relaxation and spatial branch-and-bound techniques.
The algorithm searches over admissible data-generating processes and outputs the most precise possible range consistent with available information.
It offers an additional guarantee we refer to as $epsilon$-sharpness, characterizing the incomplete bounds.
- Score: 8.242194776558895
- License: http://creativecommons.org/licenses/by-nc-sa/4.0/
- Abstract: When causal quantities cannot be point identified, researchers often pursue
partial identification to quantify the range of possible values. However, the
peculiarities of applied research conditions can make this analytically
intractable. We present a general and automated approach to causal inference in
discrete settings. We show causal questions with discrete data reduce to
polynomial programming problems, and we present an algorithm to automatically
bound causal effects using efficient dual relaxation and spatial
branch-and-bound techniques. The user declares an estimand, states assumptions,
and provides data (however incomplete or mismeasured). The algorithm then
searches over admissible data-generating processes and outputs the most precise
possible range consistent with available information -- i.e., sharp bounds --
including a point-identified solution if one exists. Because this search can be
computationally intensive, our procedure reports and continually refines
non-sharp ranges that are guaranteed to contain the truth at all times, even
when the algorithm is not run to completion. Moreover, it offers an additional
guarantee we refer to as $\epsilon$-sharpness, characterizing the worst-case
looseness of the incomplete bounds. Analytically validated simulations show the
algorithm accommodates classic obstacles, including confounding, selection,
measurement error, noncompliance, and nonresponse.
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