PCM Selector: Penalized Covariate-Mediator Selection Operator for Evaluating Linear Causal Effects
Hisayoshi Nanmo, Manabu Kuroki
摘要
For a data-generating process for random variables that can be described with a linear structural equation model, we consider a situation in which (i) a set of covariates satisfying the back-door criterion cannot be observed or (ii) such a set can be observed, but standard statistical estimation methods cannot be applied to estimate causal effects because of multicollinearity/high-dimensional data problems. We propose a novel two-stage penalized regression approach, the penalized covariate-mediator selection operator (PCM Selector), to estimate the causal effects in such scenarios. Unlike existing penalized regression analyses, when a set of intermediate variables is available, PCM Selector provides a consistent or less biased estimator of the causal effect. In addition, PCM Selector provides a variable selection procedure for intermediate variables to obtain better estimation accuracy of the causal effects than does the back-door criterion.
问问这篇 Paper
智能体会读完全文。
Lune 把这篇 Paper 索引到了每一个公式,引用它的顶会 Paper 也一样。你提问,回答直接引用原文。
相关 Paper
- Bounds on Causal Effects and Application to High Dimensional DataAng Li, Judea PearlAAAI 2022 · 被引用 25 次
- Automating the Selection of Proxy Variables of Unmeasured ConfoundersFeng Xie, Zhengming Chen, Shanshan Luo, Wang Miao 等ICML 2024 · 被引用 5 次
- Estimating Causal Effects Using Weighting-Based EstimatorsYonghan Jung, Jin Tian, Elias BareinboimAAAI 2020 · 被引用 37 次
- A Neural Mean Embedding Approach for Back-door and Front-door AdjustmentLiyuan Xu, Arthur GrettonICLR 2023
- Proximal Causal Learning with Kernels: Two-Stage Estimation and Moment RestrictionAfsaneh Mastouri, Yuchen Zhu, Limor Gultchin, Anna Korba 等ICML 2021 · 被引用 78 次
