Causal Effect Identification in Heterogeneous Environments from Higher-Order Moments
This work addresses causal inference challenges for researchers in fields like epidemiology or economics, but it is incremental as it builds on existing multi-environment methods with specific identifiability conditions.
The paper tackles the problem of estimating causal effects in the presence of latent confounders using data from multiple environments, showing identifiability under conditions of invariant causal effects and proposing a moment-based algorithm for estimation when only one parameter varies across environments, with experiments on synthetic data demonstrating performance.
We investigate the estimation of the causal effect of a treatment variable on an outcome in the presence of a latent confounder. We first show that the causal effect is identifiable under certain conditions when data is available from multiple environments, provided that the target causal effect remains invariant across these environments. Secondly, we propose a moment-based algorithm for estimating the causal effect as long as only a single parameter of the data-generating mechanism varies across environments -- whether it be the exogenous noise distribution or the causal relationship between two variables. Conversely, we prove that identifiability is lost if both exogenous noise distributions of both the latent and treatment variables vary across environments. Finally, we propose a procedure to identify which parameter of the data-generating mechanism has varied across the environments and evaluate the performance of our proposed methods through experiments on synthetic data.