Substitute adjustment via recovery of latent variables
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Abstract (arXiv)
The deconfounder was proposed as a method for estimating causal parameters in a context with multiple causes and unobserved confounding. It is based on recovery of a latent variable from the observed causes. We disentangle the causal interpretation from the statistical estimation problem and show that the deconfounder in general estimates adjusted regression target parameters. It does so by outcome regression adjusted for the recovered latent variable termed the substitute. We refer to the general algorithm, stripped of causal assumptions, as substitute adjustment. We give theoretical results to support that substitute adjustment estimates adjusted regression parameters when the regressors are conditionally independent given the latent variable. We also introduce a variant of our substitute adjustment algorithm that estimates an assumption-lean target parameter with minimal model assumptions. We then give finite sample bounds and asymptotic results supporting substitute adjustment estimation in the case where the latent variable takes values in a finite set. A simulation study illustrates finite sample properties of substitute adjustment. Our results support that when the latent variable model of the regressors hold, substitute adjustment is a viable method for adjusted regression.
Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 14 of its 38 references that are in the map. First posted on arXiv 1 Mar 2024.
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14 of 38 references.
References · 14
- 2017Causal Effect Inference with Deep Latent-Variable Modelscited by 408
- 2016Identifying Causal Effects With Proxy Variables of an Unmeasured Confoundercited by 138
- 2018The Blessings of Multiple Causescited by 103
- 2018Causal Inference with Noisy and Missing Covariates via Matrix Factorizationcited by 30
- 2020Identifying effects of multiple treatments in the presence of unmeasured confoundingcited by 16
- 2022The Projected Covariance Measure for assumption-lean variable significance testingcited by 16
- 2018Spectral Deconfounding via Perturbed Sparse Linear Modelscited by 12
- 2020Towards Clarifying the Theory of the Deconfoundercited by 9
- 2020Doubly Debiased Lasso: High-Dimensional Inference under Hidden Confoundingcited by 9
- 2020Assumption-lean inference for generalised linear model parameterscited by 9
- 2015Confounder Adjustment in Multiple Hypothesis Testingcited by 6
- 2020Counterexamples to "The Blessings of Multiple Causes" by Wang and Bleicited by 6
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