Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments

Negative control is a strategy for learning the causal relationship between treatment and outcome in the presence of unmeasured confounding. The treatment effect can nonetheless be identified if two auxiliary variables are available: a negative control treatment (which has no effect on the actual outcome), and a negative control outcome (which is not affected by the actual treatment). These auxiliary variables can also be viewed as proxies for a traditional set of control variables, and they bear resemblance to instrumental variables. I propose a new family of non-parametric algorithms for learning treatment effects with negative controls. I consider treatment effects of the population, of sub-populations, and of alternative populations. I allow for data that may be discrete or continuous, and low-, high-, or infinite-dimensional. I impose the additional structure of the reproducing kernel Hilbert space (RKHS), a popular non-parametric setting in machine learning. I prove uniform consistency and provide finite sample rates of convergence. I evaluate the estimators in simulations.