关于使用补充变量估计因果效应的准确性

On the Estimation Accuracy of Causal Effects using Supplementary Variables

Scandinavian Journal of Statistics · 2015
被引 5
ABS 3

中文导读

研究了在线性和离散模型中,利用补充变量集更准确地估计因果效应的方法,并提出了基于估计精度的补充变量选择标准。

Abstract

Abstract This paper focuses on a situation in which a set of treatments is associated with a response through a set of supplementary variables in linear models as well as discrete models. Under the situation, we demonstrate that the causal effect can be estimated more accurately from the set of supplementary variables. In addition, we show that the set of supplementary variables can include selection variables and proxy variables as well. Furthermore, we propose selection criteria for supplementary variables based on the estimation accuracy of causal effects. From graph structures based on our results, we can judge certain situations under which the causal effect can be estimated more accurately by supplementary variables and reliably evaluate the causal effects from observed data.

因果推断计量经济学统计模型变量选择