RCT Rejection Sampling for Causal Estimation Evaluation
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Abstract (arXiv)
Confounding is a significant obstacle to unbiased estimation of causal effects from observational data. For settings with high-dimensional covariates -- such as text data, genomics, or the behavioral social sciences -- researchers have proposed methods to adjust for confounding by adapting machine learning methods to the goal of causal estimation. However, empirical evaluation of these adjustment methods has been challenging and limited. In this work, we build on a promising empirical evaluation strategy that simplifies evaluation design and uses real data: subsampling randomized controlled trials (RCTs) to create confounded observational datasets while using the average causal effects from the RCTs as ground-truth. We contribute a new sampling algorithm, which we call RCT rejection sampling, and provide theoretical guarantees that causal identification holds in the observational data to allow for valid comparisons to the ground-truth RCT. Using synthetic data, we show our algorithm indeed results in low bias when oracle estimators are evaluated on the confounded samples, which is not always the case for a previously proposed algorithm. In addition to this identification result, we highlight several finite data considerations for evaluation designers who plan to use RCT rejection sampling on their own datasets. As a proof of concept, we implement an example evaluation pipeline and walk through these finite data considerations with a novel, real-world RCT -- which we release publicly -- consisting of approximately 70k observations and text data as high-dimensional covariates. Together, these contributions build towards a broader agenda of improved empirical evaluation for causal estimation.
Key facts. Cited by 7 papers in the map (data through 14 Oct 2026). Builds on 26 of its 67 references that are in the map. First posted on arXiv 27 Jul 2023.
Builds on
26 of 67 references.
References · 26
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14 more
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Citing papers per year: 2023: 1; 2024: 3; 2025: 1; 2026: 2.
7 papers.
- 2024End-To-End Causal Effect Estimation from Unstructured Natural Language Datacited by 18
- 2023Hidden yet quantifiable: A lower bound for confounding strength using randomized trialscited by 8
- 2024Proximal Causal Inference With Text Datacited by 7
- 2025Position: Causal Machine Learning Requires Rigorous Synthetic Experiments for Broader Adoptioncited by 6
- 2026Using Text-Based Causal Inference to Disentangle Factors Influencing Online Review Ratingscited by 1
- 2024Network Causal Effect Estimation In Graphical Models Of Contagion And Latent Confoundingcited by 0
- 2026Exploring Sparse Autoencoders in Text-Based Causal Confounding Adjustmentcited by 0
- 2026Exploring Sparse Autoencoders in Text-Based Causal Confounding Adjustment1 Sep 2026
- 2026Using Text-Based Causal Inference to Disentangle Factors Influencing Online Review Ratings2 Jun 2026
- 2025Position: Causal Machine Learning Requires Rigorous Synthetic Experiments for Broader Adoption12 Aug 2025
- 2024Network Causal Effect Estimation In Graphical Models Of Contagion And Latent Confounding2 Nov 2024
- 2024End-To-End Causal Effect Estimation from Unstructured Natural Language Data9 Jul 2024
- 2024Proximal Causal Inference With Text Data12 Jan 2024
- 2023Hidden yet quantifiable: A lower bound for confounding strength using randomized trials6 Dec 2023