论文标题

使用辅助变量鉴定主要地层内因果关系

Identification of Causal Effects Within Principal Strata Using Auxiliary Variables

论文作者

Jiang, Zhichao, Ding, Peng

论文摘要

在因果推论中,主要分层是处理治疗和结果之间处理后中间变量的框架,其中主要地层是由中间变量的关节电位值定义的。由于主要地层无法完全观察到,因此,如果没有其他假设,它们内部的因果效应,也称为主要因果效应。先前的几项经验研究利用辅助变量来改善主要因果效应的推论。我们建立了一个通用理论,用于鉴定和估计辅助变量的主要因果效应,这为统计推断提供了坚实的基础,并为实证研究中的模型建立提供了更多见解。特别是,我们考虑了主要分层问题的两种常用策略:主要的无知性,以及辅助变量和给定的结果分层和协变量之间的有条件独立性。对于这两种策略,我们给出了非参数和半参数识别结果,而没有对结果进行建模假设。当对两种策略的假设都是合理的时,我们提出了一类大量的灵活参数和半参数模型来识别主要因果效应。我们的理论不仅建立了以前经验研究中已使用的几种模型的形式识别结果,而且还概括了它们以允许不同类型的结果和中间变量。

In causal inference, principal stratification is a framework for dealing with a posttreatment intermediate variable between a treatment and an outcome, in which the principal strata are defined by the joint potential values of the intermediate variable. Because the principal strata are not fully observable, the causal effects within them, also known as the principal causal effects, are not identifiable without additional assumptions. Several previous empirical studies leveraged auxiliary variables to improve the inference of principal causal effects. We establish a general theory for identification and estimation of the principal causal effects with auxiliary variables, which provides a solid foundation for statistical inference and more insights for model building in empirical research. In particular, we consider two commonly-used strategies for principal stratification problems: principal ignorability, and the conditional independence between the auxiliary variable and the outcome given principal strata and covariates. For these two strategies, we give non-parametric and semi-parametric identification results without modeling assumptions on the outcome. When the assumptions for neither strategies are plausible, we propose a large class of flexible parametric and semi-parametric models for identifying principal causal effects. Our theory not only establishes formal identification results of several models that have been used in previous empirical studies but also generalizes them to allow for different types of outcomes and intermediate variables.

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