Proximal Causal Inference for Complex Longitudinal Studies
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Abstract (arXiv)
A standard assumption for causal inference about the joint effects of time-varying treatment is that one has measured sufficient covariates to ensure that within covariate strata, subjects are exchangeable across observed treatment values, also known as "sequential randomization assumption (SRA)". SRA is often criticized as it requires one to accurately measure all confounders. Realistically, measured covariates can rarely capture all confounders with certainty. Often covariate measurements are at best proxies of confounders, thus invalidating inferences under SRA. In this paper, we extend the proximal causal inference (PCI) framework of Miao et al. (2018) to the longitudinal setting under a semiparametric marginal structural mean model (MSMM). PCI offers an opportunity to learn about joint causal effects in settings where SRA based on measured time-varying covariates fails, by formally accounting for the covariate measurements as imperfect proxies of underlying confounding mechanisms. We establish nonparametric identification with a pair of time-varying proxies and provide a corresponding characterization of regular and asymptotically linear estimators of the parameter indexing the MSMM, including a rich class of doubly robust estimators, and establish the corresponding semiparametric efficiency bound for the MSMM. Extensive simulation studies and a data application illustrate the finite sample behavior of proposed methods.
Key facts. Cited by 16 papers in the map (data through 7 Oct 2026). First posted on arXiv 15 Sep 2021.
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Citing papers per year: 2021: 2; 2022: 5; 2023: 4; 2024: 0; 2025: 1; 2026: 4.
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- 2021Proximal Reinforcement Learning: Efficient Off-Policy Evaluation in Partially Observed Markov Decision Processescited by 40
- 2021A Minimax Learning Approach to Off-Policy Evaluation in Confounded Partially Observable Markov Decision Processescited by 34
- 2022Long-term Causal Inference Under Persistent Confounding via Data Combinationcited by 27
- 2022Off-Policy Evaluation for Episodic Partially Observable Markov Decision Processes under Non-Parametric Modelscited by 18
- 2022Partial Identification with Noisy Covariates: A Robust Optimization Approachcited by 10
- 2023Proximal Causal Learning of Conditional Average Treatment Effectscited by 7
- 2023Partial Identification of Causal Effects Using Proxy Variablescited by 7
- 2022Optimal Treatment Regimes for Proximal Causal Learningcited by 5
- 2023Doubly Robust Proximal Causal Learning for Continuous Treatmentscited by 4
- 2022Blessing from Human-AI Interaction: Super Reinforcement Learning in Confounded Environmentscited by 3
- 2023A Unified Framework of Policy Learning for Contextual Bandit with Confounding Bias and Missing Observationscited by 2
- 2026Proximal Path-Specific Inferencecited by 1
4 more
- 2026Proximal Mediation Analysis with Hidden Recanting Witnesses16 Jun 2026
- 2026Decision-Aware Proximal Bridge Learning for Optimal Treatment Selection16 May 2026
- 2026Proximal Path-Specific Inference10 May 2026
- 2026Causal Imitation Learning Under Measurement Error and Distribution Shift29 Jan 2026
- 2025Transferring Causal Effects using Proxies29 Oct 2025
- 2023Doubly Robust Proximal Causal Learning for Continuous Treatments22 Sep 2023
- 2023Partial Identification of Causal Effects Using Proxy Variables10 Apr 2023
- 2023A Unified Framework of Policy Learning for Contextual Bandit with Confounding Bias and Missing Observations20 Mar 2023
- 2023Proximal Causal Learning of Conditional Average Treatment Effects26 Jan 2023
- 2022Optimal Treatment Regimes for Proximal Causal Learning19 Dec 2022
- 2022Blessing from Human-AI Interaction: Super Reinforcement Learning in Confounded Environments29 Sep 2022
- 2022Off-Policy Evaluation for Episodic Partially Observable Markov Decision Processes under Non-Parametric Models21 Sep 2022
4 more
- 2022Partial Identification with Noisy Covariates: A Robust Optimization Approach22 Feb 2022
- 2022Long-term Causal Inference Under Persistent Confounding via Data Combination15 Feb 2022
- 2021A Minimax Learning Approach to Off-Policy Evaluation in Confounded Partially Observable Markov Decision Processes12 Nov 2021
- 2021Proximal Reinforcement Learning: Efficient Off-Policy Evaluation in Partially Observed Markov Decision Processes28 Oct 2021
- 2021A Minimax Learning Approach to Off-Policy Evaluation in Confounded Partially Observable Markov Decision Processescited by 34
- 2022Long-term Causal Inference Under Persistent Confounding via Data Combinationcited by 27
- 2022Off-Policy Evaluation for Episodic Partially Observable Markov Decision Processes under Non-Parametric Modelscited by 18
- 2022Partial Identification with Noisy Covariates: A Robust Optimization Approachcited by 10
- 2023Proximal Causal Learning of Conditional Average Treatment Effectscited by 7
- 2023Partial Identification of Causal Effects Using Proxy Variablescited by 7
- 2022Optimal Treatment Regimes for Proximal Causal Learningcited by 5
- 2023Doubly Robust Proximal Causal Learning for Continuous Treatmentscited by 4
- 2022Blessing from Human-AI Interaction: Super Reinforcement Learning in Confounded Environmentscited by 3
- 2023A Unified Framework of Policy Learning for Contextual Bandit with Confounding Bias and Missing Observationscited by 2
- 2026Proximal Path-Specific Inferencecited by 1
- 2025Transferring Causal Effects using Proxiescited by 0
12 most cited of 14 All 14 (JSON)
- 2026Proximal Mediation Analysis with Hidden Recanting Witnesses16 Jun 2026
- 2026Decision-Aware Proximal Bridge Learning for Optimal Treatment Selection16 May 2026
- 2026Proximal Path-Specific Inference10 May 2026
- 2025Transferring Causal Effects using Proxies29 Oct 2025
- 2023Doubly Robust Proximal Causal Learning for Continuous Treatments22 Sep 2023
- 2023Partial Identification of Causal Effects Using Proxy Variables10 Apr 2023
- 2023A Unified Framework of Policy Learning for Contextual Bandit with Confounding Bias and Missing Observations20 Mar 2023
- 2023Proximal Causal Learning of Conditional Average Treatment Effects26 Jan 2023
- 2022Optimal Treatment Regimes for Proximal Causal Learning19 Dec 2022
- 2022Blessing from Human-AI Interaction: Super Reinforcement Learning in Confounded Environments29 Sep 2022
- 2022Off-Policy Evaluation for Episodic Partially Observable Markov Decision Processes under Non-Parametric Models21 Sep 2022
- 2022Partial Identification with Noisy Covariates: A Robust Optimization Approach22 Feb 2022
12 newest of 14 All 14 (JSON)