Robust semiparametric causal inference

G. Bernard1
  • 1

    Mathematics Department, University of Luxembourg, Esch-sur-Alzette, Luxembourg [gaspard.bernard@uni.lu]

Keywords: Causal inference – Robust inference – Semiparametric inference – Estimation of a functional

1 Abstract

In this talk, we consider the problem of estimating the effect of a treatment, assuming that this treatment has not been randomly assigned to patients. More precisely, we consider the problem of estimating E⁢(Y) with Y a Bernoulli random variable, under the assumption that we observe i.i.d. copies of (R,R⁢Y,𝐙). Here, R is a masking random variable, following a Bernoulli distribution and independent of Y conditionally to some vector of covariates 𝐙. This problem has been studied in a frequentist framework in Robins et al. [2017] and in a bayesian framework in Ray and van der Vaart [2020], where some root-n consistent and asymptotically semiparametrically efficient estimators have been proposed. However, these estimators are not robust. In fact, these estimators rely on fairly strong assumptions about the distribution of (R,R⁢Y,𝐙) and their performances under contamination could be extremely bad. We therefore propose a new robust estimator and study both its nonasymptotic behaviour under contamination as well as its root-n consistency when the model is correctly specified.

References

  • Ray and van der Vaart [2020] K. Ray and A. W. van der Vaart. Bayesian causal inference. Annals of Statistics, 48(5):2999–3020, 2020.
  • Robins et al. [2017] J. M. Robins, L. Li, R. Mukherjee, E. Tchetgen, and A. W. van der Vaart. Minimax estimation of a functional on a structured high-dimensional model. Annals of Statistics, 45(5):1951–1987, 2017.