可识别性
混淆
结果(博弈论)
因果推理
计量经济学
数学
观察研究
潜变量
普罗比特
推论
Probit模型
因果模型
统计
工具变量
计算机科学
人工智能
数理经济学
作者
Dehan Kong,Shu Yang,Linbo Wang
出处
期刊:Biometrika
[Oxford University Press]
日期:2021-03-10
卷期号:109 (1): 265-272
被引量:6
标识
DOI:10.1093/biomet/asab016
摘要
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.
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