论文标题
与潜在变量的仪器变量回归的混杂关系平衡
Confounder Balancing for Instrumental Variable Regression with Latent Variable
论文作者
论文摘要
本文研究了未衡量的混杂因素的混杂作用以及IV回归中观察到的混杂因素的不平衡,并旨在实现无偏的因果效应估计。最近,提出了非线性IV估计量以在两个阶段允许非线性模型。但是,观察到的混杂因素可能在第2阶段不平衡,在某些情况下,这仍然可能导致治疗效果的偏见。为此,我们提出了一种混杂的平衡IV回归(CB-IV)算法,以共同从未衡量的混杂因子中消除偏见和观察到的混杂因素的不平衡。从理论上讲,通过重新定义和解决潜在结果函数的逆问题,我们表明我们的CB-IV算法可以公开估计治疗效果并实现较低的方差。 IV方法具有主要的缺点,因为当前几乎没有任何先验或理论可以预先定义现实世界中有效的IV。因此,我们研究了两个没有预先定义的有效IV的又有挑战性的环境:(1)观察值中隐含地存在的静脉注射,即可混合可变的挑战,以及(2)潜在的IV不会出现在观察结果中,即潜在可变性的挑战。为了应对这两个挑战,我们通过一个潜在变量模块(即CB-IV-L算法)扩展了CB-IV。广泛的实验表明,我们的CB-IV(-L)优于现有方法。
This paper studies the confounding effects from the unmeasured confounders and the imbalance of observed confounders in IV regression and aims at unbiased causal effect estimation. Recently, nonlinear IV estimators were proposed to allow for nonlinear model in both stages. However, the observed confounders may be imbalanced in stage 2, which could still lead to biased treatment effect estimation in certain cases. To this end, we propose a Confounder Balanced IV Regression (CB-IV) algorithm to jointly remove the bias from the unmeasured confounders and the imbalance of observed confounders. Theoretically, by redefining and solving an inverse problem for potential outcome function, we show that our CB-IV algorithm can unbiasedly estimate treatment effects and achieve lower variance. The IV methods have a major disadvantage in that little prior or theory is currently available to pre-define a valid IV in real-world scenarios. Thus, we study two more challenging settings without pre-defined valid IVs: (1) indistinguishable IVs implicitly present in observations, i.e., mixed-variable challenge, and (2) latent IVs don't appear in observations, i.e., latent-variable challenge. To address these two challenges, we extend our CB-IV by a latent-variable module, namely CB-IV-L algorithm. Extensive experiments demonstrate that our CB-IV(-L) outperforms the existing approaches.