Toward a Semiparametric Efficiency Theory under Equality Constraints in Nested Markov Models
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Abstract (arXiv)
Probabilistic models of Directed Acyclic Graphs (DAGs) with latent variables impose equality constraints on the observed data distribution beyond ordinary conditional independencies. These so-called Verma constraints arise in nested Markov models associated with Acyclic Directed Mixed Graphs, the latent projection of latent-variable DAGs. While nested Markov models have been extensively studied from the perspectives of graphical representation and causal identification, their implications for semiparametric efficiency theory remain less understood. We develop results toward establishing a semiparametric framework for statistical models defined by Verma constraints. Our key observation is that nested Markov constraints admit weighted conditional-moment representations under post-fixing distributions induced by graphical fixing operations. We show that fixing induces weighted orthogonality relations in L2(P), thereby converting Verma constraints into explicit tangent-space restrictions. Building on this representation, we characterize the tangent-space orthocomplement for models defined by a single nested Markov constraint through residualized weighted moment functions. This geometric formulation yields Hilbert-space characterizations of semiparametric efficient influence functions and efficiency bounds via orthogonal projection and equivalent minimum-variance formulations. We further discuss extensions to models involving multiple nested Markov constraints, for which we characterize a subspace of the orthocomplement as sums of the corresponding weighted orthogonality relations, while leaving the complete tangent-space characterization open. More broadly, our results connect nested graphical structure with semiparametric Hilbert-space geometry and provide a foundation for a general efficiency theory for nested Markov models. We illustrate the framework through several latent-variable DAGs.
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References · 5
- 2025Causal Inference with the Napkin Graphcited by 5
- 2023Flexible Nonparametric Inference for Causal Effects under the Front-Door Modelcited by 4
- 2024Average Causal Effect Estimation in DAGs with Hidden Variables: Beyond Back-Door and Front-Door Criteriacited by 4
- 2025Average Treatment Effect Estimation with Non-binary Instrumental Variablescited by 1
- 2026The Debiased Score Test: Hunt-and-test for Semiparametric Hypothesescited by 1
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