Doubly Robust Proximal Causal Learning for Continuous Treatments

Yong Wu, Yanwei Fu, Shouyan Wang, Xinwei Sun

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Keywords: causal effect, continuous treatment, kernel function, doubly robust

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TL;DR: We propose a kernel-based estimator that can well handle continuous treatments for proximal causal learning.

Abstract: Proximal causal learning is a powerful framework for identifying the causal effect under the existence of unmeasured confounders. Within this framework, the doubly robust (DR) estimator was derived and has shown its effectiveness in estimation, especially when the model assumption is violated. However, the current form of the DR estimator is restricted to binary treatments, while the treatments can be continuous in many real-world applications. The primary obstacle to continuous treatments resides in the delta function present in the original DR estimator, making it infeasible in causal effect estimation and introducing a heavy computational burden in nuisance function estimation. To address these challenges, we propose a kernel-based DR estimator that can well handle continuous treatments for proximal causal learning. Equipped with its smoothness, we show that its oracle form is a consistent approximation of the influence function. Further, we propose a new approach to efficiently solve the nuisance functions. We then provide a comprehensive convergence analysis in terms of the mean square error. We demonstrate the utility of our estimator on synthetic datasets and real-world applications.

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Primary Area: causal reasoning

Submission Number: 4616