Kong Dehan, Yang Shu, Wang Linbo
Department of Statistical Sciences, University of Toronto,700 University Avenue, Toronto, Ontario M5G 1X6, Canada.
Department of Statistics, North Carolina State University, 2311 Stinson Drive, Raleigh, North Carolina 27695, U.S.A.
Biometrika. 2022 Mar;109(1):265-272. doi: 10.1093/biomet/asab016. Epub 2021 Mar 12.
Unobserved confounding presents a major threat to causal inference in observational studies. Recently, several authors have suggested that this problem could be overcome in a shared confounding setting where multiple treatments are independent given a common latent confounder. It has been shown that under a linear Gaussian model for the treatments,the causal effect is not identifiable without parametric assumptions on the outcome model. In this note, we show that the causal effect is indeed identifiable if we assume a general binary choice model for the outcome with a non-probit link. Our identification approach is based on the incongruence between Gaussianity of the treatments and latent confounder and non-Gaussianity of a latent outcome variable. We further develop a two-step likelihood-based estimation procedure.
未观察到的混杂因素对观察性研究中的因果推断构成了重大威胁。最近,几位作者提出,在一种共享混杂因素的情况下,这个问题可以得到解决,即给定一个共同的潜在混杂因素时,多种治疗方法是相互独立的。研究表明,在治疗方法的线性高斯模型下,如果不对结果模型做参数假设,因果效应是无法识别的。在本注释中,我们表明,如果我们假设结果为一般二元选择模型且具有非概率链接,那么因果效应确实是可识别的。我们的识别方法基于治疗方法和潜在混杂因素的高斯性与潜在结果变量的非高斯性之间的不一致。我们进一步开发了一种基于似然的两步估计程序。