Identifying causal effects with proxy variables of an unmeasured confounder

被引:139
|
作者
Miao, Wang [1 ]
Geng, Zhi [2 ]
Tchetgen, Eric J. Tchetgen [3 ]
机构
[1] Peking Univ, Guanghua Sch Management, 5 Summer Palace Rd, Beijing 100871, Peoples R China
[2] Peking Univ, Sch Math Sci, 5 Summer Palace Rd, Beijing 100871, Peoples R China
[3] Harvard Univ, Dept Biostat, 677 Huntington Ave, Boston, MA 02115 USA
基金
美国国家卫生研究院;
关键词
Confounder; Identification; Measurement error; Negative control; Proxy; BIAS ATTENUATION; IDENTIFICATION;
D O I
10.1093/biomet/asy038
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
We consider a causal effect that is confounded by an unobserved variable, but for which observed proxy variables of the confounder are available. We show that with at least two independent proxy variables satisfying a certain rank condition, the causal effect can be nonparametrically identified, even if the measurement error mechanism, i.e., the conditional distribution of the proxies given the confounder, may not be identified. Our result generalizes the identification strategy of Kuroki & Pearl (2014), which rests on identification of the measurement error mechanism. When only one proxy for the confounder is available, or when the required rank condition is not met, we develop a strategy for testing the null hypothesis of no causal effect.
引用
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页码:987 / 993
页数:7
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