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Validating Causal Inference Methods

Harsh Parikh, Carlos Varjao, Louise Xu, Eric Tchetgen Tchetgen

arXiv 9 Feb 2022 · Statistics — Methodology · 10 citations (OpenAlex)

arXiv:2202.04208 · PDF · DOI · OpenAlex · Extracted main text

Abstract

The fundamental challenge of drawing causal inference is that counterfactual outcomes are not fully observed for any unit. Furthermore, in observational studies, treatment assignment is likely to be confounded. Many statistical methods have emerged for causal inference under unconfoundedness conditions given pre-treatment covariates, including propensity score-based methods, prognostic score-based methods, and doubly robust methods. Unfortunately for applied researchers, there is no `one-size-fits-all' causal method that can perform optimally universally. In practice, causal methods are primarily evaluated quantitatively on handcrafted simulated data. Such data-generative procedures can be of limited value because they are typically stylized models of reality. They are simplified for tractability and lack the complexities of real-world data. For applied researchers, it is critical to understand how well a method performs for the data at hand. Our work introduces a deep generative model-based framework, Credence, to validate causal inference methods. The framework's novelty stems from its ability to generate synthetic data anchored at the empirical distribution for the observed sample, and therefore virtually indistinguishable from the latter. The approach allows the user to specify ground truth for the form and magnitude of causal effects and confounding bias as functions of covariates. Thus simulated data sets are used to evaluate the potential performance of various causal estimation methods when applied to data similar to the observed sample. We demonstrate Credence's ability to accurately assess the relative performance of causal estimation techniques in an extensive simulation study and two real-world data applications from Lalonde and Project STAR studies.

Citation extraction

8
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Most heavily cited references

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.

ReferenceIntensityMentionsSectionsMain text
1P. Langley (2000) Crafting Papers on Machine Learning0.73732100%
2A. L. Samuel (1959) Some Studies in Machine Learning Using the Game of Checkers0.64441100%
3(1983) Machine Learning: An Artificial Intelligence Approach, Vol. I0.51121100%
4M. J. Kearns (1989) Computational Complexity of Machine Learning0.51121100%
5T. M. Mitchell (1980) The Need for Biases in Learning Generalizations0.51121100%
6R. O. Duda and P. E. Hart and D. G. Stork (2000) Pattern Classification0.40511100%
7A. Newell and P. S. Rosenbloom (1981) Mechanisms of Skill Acquisition and the Law of Practice0.40511100%
8Author, N. N (2021) Suppressed for Anonymity0.40511100%

Showing the top 8 of 8 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Towards Optimal Estimators for Randomized Control Trials0.58531
2A Primer on Deep Learning for Causal Inference0.40511
3Variable Importance Matching for Causal Inference0.40511
4Deep Learning With DAGs0.40511
5Unveiling the Potential of Robustness in Selecting Conditional Average Treatment Effect Estimators0.40511
6In Search of Insights, Not Magic Bullets: Towards Demystification of the Model Selection Dilemma in Heterogeneous Treatment Effect Estimation0.00021