Umeå University's logo

umu.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Contrasting identifying assumptions of average causal effects: robustness and semiparametric efficiency
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Statistics. (Stat4Reg)ORCID iD: 0000-0003-2135-9963
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Statistics. (Stat4Reg)ORCID iD: 0000-0003-3187-1987
Department of Statistics, Uppsala University, Uppsala, Sweden.ORCID iD: 0000-0002-4457-5311
Department of Mathematics and Statistics, University of Jyvaskyla, Jyväskylä, Finland.
2023 (English)In: Journal of machine learning research, ISSN 1532-4435, E-ISSN 1533-7928, Vol. 24, no 197, p. 1-65Article in journal (Refereed) Published
Abstract [en]

Semiparametric inference on average causal effects from observational data is based on assumptions yielding identification of the effects. In practice, several distinct identifying assumptions may be plausible; an analyst has to make a delicate choice between these models. In this paper, we study three identifying assumptions based on the potential outcome framework:  the back-door assumption, which uses pre-treatment covariates, the front-door assumption, which uses mediators, and the two-door assumption using pre-treatment covariates and mediators simultaneously. We provide the efficient influence functions and the corresponding semiparametric efficiency bounds that hold under these assumptions, and their combinations. We demonstrate that neither of the identification models provides uniformly the most efficient estimation and give conditions under which some bounds are lower than others. We show when semiparametric estimating equation estimators based on influence functions  attain the bounds, and study the robustness of the estimators to misspecification of the nuisance models. The theory is complemented with simulation experiments on the finite sample behavior of the estimators. The results obtained are relevant for an analyst facing a choice between several plausible identifying assumptions and corresponding estimators. Our results show that this choice implies a trade-off between efficiency and robustness to misspecification of the nuisance models. 

Place, publisher, year, edition, pages
Microtome Publishing , 2023. Vol. 24, no 197, p. 1-65
Keywords [en]
causal inference, efficiency bound, robustness, back-door, front-door
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:umu:diva-190082Scopus ID: 2-s2.0-85208059606OAI: oai:DiVA.org:umu-190082DiVA, id: diva2:1616773
Funder
Forte, Swedish Research Council for Health, Working Life and Welfare, 2018-00852Swedish Research Council, 2018-02670Swedish Research Council, 2016-00703Marianne and Marcus Wallenberg Foundation, 2015.0060Academy of Finland, 311877Available from: 2021-12-03 Created: 2021-12-03 Last updated: 2025-01-13Bibliographically approved

Open Access in DiVA

fulltext(710 kB)32 downloads
File information
File name FULLTEXT01.pdfFile size 710 kBChecksum SHA-512
ecb71205a8625ef7733036149dfddeb2ddfb81b6391e8a2b484fa7228641dceacb41846cee51e01de77c3d6d9f502c37f574b7e23d14276f1eadafeba45ce5bb
Type fulltextMimetype application/pdf

Other links

ScopusPublisher's full text

Authority records

Gorbach, Tetianade Luna, XavierWaernbaum, Ingeborg

Search in DiVA

By author/editor
Gorbach, Tetianade Luna, XavierWaernbaum, Ingeborg
By organisation
Statistics
In the same journal
Journal of machine learning research
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar
Total: 32 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

urn-nbn

Altmetric score

urn-nbn
Total: 272 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf