Doubly robust identification of treatment effects from multiple environments
This addresses the challenge of valid causal inference in fields like medicine and social sciences where observational data is common but prone to biases, offering a robust solution without needing full causal knowledge.
The paper tackles the problem of confounding in observational causal inference by proposing RAMEN, an algorithm that leverages multiple data sources to produce unbiased treatment effect estimates without requiring knowledge of the causal graph, and it outperforms existing methods in empirical evaluations.
Practical and ethical constraints often require the use of observational data for causal inference, particularly in medicine and social sciences. Yet, observational datasets are prone to confounding, potentially compromising the validity of causal conclusions. While it is possible to correct for biases if the underlying causal graph is known, this is rarely a feasible ask in practical scenarios. A common strategy is to adjust for all available covariates, yet this approach can yield biased treatment effect estimates, especially when post-treatment or unobserved variables are present. We propose RAMEN, an algorithm that produces unbiased treatment effect estimates by leveraging the heterogeneity of multiple data sources without the need to know or learn the underlying causal graph. Notably, RAMEN achieves doubly robust identification: it can identify the treatment effect whenever the causal parents of the treatment or those of the outcome are observed, and the node whose parents are observed satisfies an invariance assumption. Empirical evaluations on synthetic and real-world datasets show that our approach outperforms existing methods.