We consider identification and inference about a counterfactual outcome mean when there is unmeasured confounding using tools from proximal causal inference (Miao et al. [2018], Tchetgen Tchetgen et al. [2020]). Proximal causal inference requires existence of solutions to at least one of two integral equations. We motivate the existence of solutions to the integral equations from proximal causal inference by demonstrating that, assuming the existence of a solution to one of the integral equations, $\sqrt{n}$-estimability of a linear functional (such as its mean) of that solution requires the existence of a solution to the other integral equation. Solutions to the integral equations may not be unique, which complicates estimation and inference. We construct a consistent estimator for the solution set for one of the integral equations and then adapt the theory of extremum estimators to find from the estimated set a consistent estimator for a uniquely defined solution. A debiased estimator for the counterfactual mean is shown to be root-$n$ consistent, regular, and asymptotically semiparametrically locally efficient under additional regularity conditions.
翻译:无需唯一性假设的近端因果推断
我们考虑在存在未被测量的混淆变量情况下,采用近端因果推断工具(Miao等人[2018],Tchetgen Tchetgen等人[2020])来识别和推断反事实结果均值。近端因果推断需要至少一个积分方程的解的存在。我们通过证明,假设积分方程的一个解存在,那么对该解的线性泛函(例如其均值)进行$\sqrt{n}$-可估性需要另一个积分方程的解的存在。积分方程的解可能不唯一,这给估计和推断带来了复杂性。我们构建了一个一致的解集估计器来估计其中的一个积分方程的解集,然后调整极值估计器的理论,从估计的集合中找到一个一致的解的估计器。在额外的正则条件下,修正偏差的反事实均值的估计器被证明具有根-$n$一致性,正则性和渐近半参数局部效率。