EconBase
← All papers

Optimal Recovery for Causal Inference

Ibtihal Ferwana, Lav R. Varshney

arXiv 13 Aug 2022 · Statistics — Methodology

arXiv:2208.06729 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Problems in causal inference can be fruitfully addressed using signal processing techniques. As an example, it is crucial to successfully quantify the causal effects of an intervention to determine whether the intervention achieved desired outcomes. We present a new geometric signal processing approach to classical synthetic control called ellipsoidal optimal recovery (EOpR), for estimating the unobservable outcome of a treatment unit. EOpR provides policy evaluators with both worst-case and typical outcomes to help in decision making. It is an approximation-theoretic technique that relates to the theory of principal components, which recovers unknown observations given a learned signal class and a set of known observations. We show EOpR can improve pre-treatment fit and mitigate bias of the post-treatment estimate relative to other methods in causal inference. Beyond recovery of the unit of interest, an advantage of EOpR is that it produces worst-case limits over the estimates produced. We assess our approach on artificially-generated data, on datasets commonly used in the econometrics literature, and in the context of the COVID-19 pandemic, showing better performance than baseline techniques

Citation extraction

25
references
63
in-text mentions
25
distinct cited
1
self-citations
6,776
main-text words

appendix boundary found by none_found · 100% of the source is main text. Read the extracted text to check this.

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
1A. Abadie, A. Diamond, and J. Hainmueller, “Synthetic control method… (2010) Synthetic control methods for comparative case studies: Estimating the effect of California’s tobacco control program1.000133100%
2M. Amjad, D. Shah, and D. Shen, “Robust synthetic control,” Journal… (2018) Robust synthetic control1.00053100%
3A. Abadie, “Using synthetic controls: Feasibility, data requirements… (2021) Using synthetic controls: Feasibility, data requirements, and methodological aspects1.00053100%
4S. Athey, M. Bayati, N. Doudchenko, G. Imbens, and K. Khosravi, “Mat… (2021) Matrix completion methods for causal panel data models0.92843100%
5D. D. Muresan and T. W. Parks, “Adaptively quadratic (AQua) image in… (2004) Adaptively quadratic (AQua) image interpolation0.92843100%
6M. Amjad, V. Misra, D. Shah, and D. Shen, “MRSC: Multi-dimensional r… (2019) MRSC: Multi-dimensional robust synthetic control0.73732100%
7A. Abadie and J. Gardeazabal, “The economic costs of conflict: A cas… (2003) The economic costs of conflict: A case study of the Basque Country0.73732100%
8D. B. Rubin, “Estimating causal effects of treatments in randomized… (1974) Estimating causal effects of treatments in randomized and nonrandomized studies0.73732100%
9S. Boyd and L. Vandenberghe, Convex Optimization. 1em plus 0.5em min… (2004)0.64441100%
10B. Ferman and C. Pinto, “Synthetic controls with imperfect pretreatm… (2021) Synthetic controls with imperfect pretreatment fit0.64422100%

Showing the top 10 of 25 scored citations.