Masahiro Kato, Masaaki Imaizumi, Kenichiro McAlinn, Haruo Kakehi, Shota Yasui
arXiv 3 Aug 2021 · Econometrics
arXiv:2108.01312 · PDF · DOI · OpenAlex · Extracted main text
We consider learning causal relationships under conditional moment restrictions. Unlike causal inference under unconditional moment restrictions, conditional moment restrictions pose serious challenges for causal inference, especially in high-dimensional settings. To address this issue, we propose a method that transforms conditional moment restrictions to unconditional moment restrictions through importance weighting, using a conditional density ratio estimator. Using this transformation, we successfully estimate nonparametric functions defined under conditional moment restrictions. Our proposed framework is general and can be applied to a wide range of methods, including neural networks. We analyze the estimation error, providing theoretical support for our proposed method. In experiments, we confirm the soundness of our proposed method.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Jason Hartford, Greg Lewis, Kevin Leyton-Brown, and Matt Taddy (2017) Deep IV: A flexible approach for counterfactual prediction | 0.961 | 9 | 5 | 89% |
| 2 | Nishanth Dikkala, Greg Lewis, Lester Mackey, and Vasilis Syrgkanis (2020) Minimax estimation of conditional moment models | 0.920 | 9 | 4 | 78% |
| 3 | Liyuan Xu, Yutian Chen, Siddarth Srinivasan, Nando de Freitas, Arnau… (2021) Learning deep features in instrumental variable regression | 0.874 | 6 | 4 | 67% |
| 4 | Chunrong Ai and Xiaohong Chen (2003) Efficient estimation of models with conditional moment restrictions containing unknown functions | 0.857 | 27 | 7 | 63% |
| 5 | Taisuke Otsu (2011) Empirical likelihood estimation of conditional moment restriction models with unknown functions | 0.843 | 3 | 3 | 100% |
| 6 | Andrew Bennett, Nathan Kallus, and Tobias Schnabel (2019) Deep generalized method of moments for instrumental variable analysis | 0.737 | 3 | 3 | 67% |
| 7 | Rahul Singh, Maneesh Sahani, and Arthur Gretton (2019) Kernel instrumental variable regression | 0.737 | 3 | 3 | 67% |
| 8 | Whitney K. Newey and James L. Powell (2003) Instrumental variable estimation of nonparametric models | 0.724 | 29 | 5 | 38% |
| 9 | Xiaohong Chen and Demian Pouzo (2012) Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals | 0.693 | 6 | 2 | 50% |
| 10 | Arthur Lewbel (2007) A local generalized method of moments estimator | 0.644 | 2 | 2 | 100% |
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arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.