Keywords: causal inference, causal estimation, hidden confounders, sensitivity analysis, dose response, continuous treatment, omitted variable bias
TL;DR: We bound the estimated causal effects of continuous-valued treatments when they might be biased by hidden confounders.
Abstract: Inferring causal effects of continuous-valued treatments from observational data is a crucial task promising to better inform policy- and decision-makers. A critical assumption needed to identify these effects is that all confounding variables---causal parents of both the treatment and the outcome---are included as covariates. Unfortunately, given observational data alone, we cannot know with certainty that this criterion is satisfied. Sensitivity analyses provide principled ways to give bounds on causal estimates when confounding variables are hidden. While much attention is focused on sensitivity analyses for discrete-valued treatments, much less is paid to continuous-valued treatments. We present novel methodology to bound both average and conditional average continuous-valued treatment-effect estimates when they cannot be point identified due to hidden confounding. A semi-synthetic benchmark on multiple datasets shows our method giving tighter coverage of the true dose-response curve than a recently proposed continuous sensitivity model and baselines. Finally, we apply our method to a real-world observational case study to demonstrate the value of identifying dose-dependent causal effects.
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