Umeå University's logo

umu.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • 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
Valid causal inference with unobserved confounding in high-dimensional settings
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Statistics.ORCID iD: 0000-0001-5442-9708
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Statistics.ORCID iD: 0000-0003-2135-9963
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Statistics.ORCID iD: 0000-0003-3187-1987
2025 (English)In: Journal of Causal Inference, ISSN 2193-3677, E-ISSN 2193-3685, Vol. 13, no 1, article id 20230069Article in journal (Refereed) Published
Abstract [en]

Various methods have recently been proposed to estimate causal effects with confidence intervals that are uniformly valid over a set of data-generating processes when high-dimensional nuisance models are estimated by post-model-selection or machine learning estimators. These methods typically require that all the confounders are observed to ensure identification of the effects. We contribute by showing how valid semiparametric inference can be obtained in the presence of unobserved confounders and high-dimensional nuisance models. We propose uncertainty intervals that allow for unobserved confounding, and show that the resulting inference is valid when the amount of unobserved confounding is not arbitrarily large; the latter is formalized in terms of convergence rates. Simulation experiments illustrate the finite sample properties of the proposed intervals. Finally, a case study on the effect of smoking during pregnancy on birth weight is used to illustrate the use of the methods introduced to perform an informed sensitivity analysis to the presence of unobserved confounding.

Place, publisher, year, edition, pages
Walter de Gruyter, 2025. Vol. 13, no 1, article id 20230069
Keywords [en]
average causal effect, double robust estimator, inverse probability weighting, sensitivity analysis
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:umu:diva-244120DOI: 10.1515/jci-2023-0069ISI: 001573911500001Scopus ID: 2-s2.0-105020479193OAI: oai:DiVA.org:umu-244120DiVA, id: diva2:1997594
Funder
Marianne and Marcus Wallenberg FoundationForte, Swedish Research Council for Health, Working Life and WelfareAvailable from: 2025-09-12 Created: 2025-09-12 Last updated: 2025-11-21Bibliographically approved

Open Access in DiVA

fulltext(3577 kB)146 downloads
File information
File name FULLTEXT01.pdfFile size 3577 kBChecksum SHA-512
986b4257a56e4784dd15e2d048b99580163c398173f94df036d6074b93b3f4795c081e5de92e343033e877047c7754c57a9832592108a60786d48f1fe0dc501d
Type fulltextMimetype application/pdf

Other links

Publisher's full textScopus

Authority records

Moosavi, NiloofarGorbach, Tetianade Luna, Xavier

Search in DiVA

By author/editor
Moosavi, NiloofarGorbach, Tetianade Luna, Xavier
By organisation
Statistics
In the same journal
Journal of Causal Inference
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar
Total: 146 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

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 616 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • 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