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:我们考虑在存在未被测量的混淆情况下,使用近端因果推断(Miao等人[2018],Tchetgen Tchetgen等人[2020])工具来确定和推断反事实结果均值。近端因果推断需要至少一个方程的解的存在。我们通过展示,假设某个积分方程存在解,其线性的函数(例如其均值)的$\sqrt{n}$可估计性需要另一积分方程的解的存在来证明从近端因果推断中积分方程的解的存在。积分方程的解可能不是唯一的,这使得估计和推断变得复杂。 我们为积分方程中的一个解集构建了一致估计量,然后将极值估计量理论调整为从所估计的集合中查找一致估计的唯一定义解的估计量。在附加的正则条件下,反事实平均值的去偏估计被证明是具有根$n$一致性、正则性和渐近半参数局部效率的。