Bhattacharya, Rohit
Network Causal Effect Estimation In Graphical Models Of Contagion And Latent Confounding
Wu, Yufeng, Bhattacharya, Rohit
A key question in many network studies is whether the observed correlations between units are primarily due to contagion or latent confounding. Here, we study this question using a segregated graph (Shpitser, 2015) representation of these mechanisms, and examine how uncertainty about the true underlying mechanism impacts downstream computation of network causal effects, particularly under full interference -- settings where we only have a single realization of a network and each unit may depend on any other unit in the network. Under certain assumptions about asymptotic growth of the network, we derive likelihood ratio tests that can be used to identify whether different sets of variables -- confounders, treatments, and outcomes -- across units exhibit dependence due to contagion or latent confounding. We then propose network causal effect estimation strategies that provide unbiased and consistent estimates if the dependence mechanisms are either known or correctly inferred using our proposed tests. Together, the proposed methods allow network effect estimation in a wider range of full interference scenarios that have not been considered in prior work. We evaluate the effectiveness of our methods with synthetic data and the validity of our assumptions using real-world networks.
RCT Rejection Sampling for Causal Estimation Evaluation
Keith, Katherine A., Feldman, Sergey, Jurgens, David, Bragg, Jonathan, Bhattacharya, Rohit
Confounding is a significant obstacle to unbiased estimation of causal effects from observational data. For settings with high-dimensional covariates -- such as text data, genomics, or the behavioral social sciences -- researchers have proposed methods to adjust for confounding by adapting machine learning methods to the goal of causal estimation. However, empirical evaluation of these adjustment methods has been challenging and limited. In this work, we build on a promising empirical evaluation strategy that simplifies evaluation design and uses real data: subsampling randomized controlled trials (RCTs) to create confounded observational datasets while using the average causal effects from the RCTs as ground-truth. We contribute a new sampling algorithm, which we call RCT rejection sampling, and provide theoretical guarantees that causal identification holds in the observational data to allow for valid comparisons to the ground-truth RCT. Using synthetic data, we show our algorithm indeed results in low bias when oracle estimators are evaluated on the confounded samples, which is not always the case for a previously proposed algorithm. In addition to this identification result, we highlight several finite data considerations for evaluation designers who plan to use RCT rejection sampling on their own datasets. As a proof of concept, we implement an example evaluation pipeline and walk through these finite data considerations with a novel, real-world RCT -- which we release publicly -- consisting of approximately 70k observations and text data as high-dimensional covariates. Together, these contributions build towards a broader agenda of improved empirical evaluation for causal estimation.
Proximal Causal Inference With Text Data
Chen, Jacob M., Bhattacharya, Rohit, Keith, Katherine A.
Recent text-based causal methods attempt to mitigate confounding bias by including unstructured text data as proxies of confounding variables that are partially or imperfectly measured. These approaches assume analysts have supervised labels of the confounders given text for a subset of instances, a constraint that is not always feasible due to data privacy or cost. Here, we address settings in which an important confounding variable is completely unobserved. We propose a new causal inference method that splits pre-treatment text data, infers two proxies from two zero-shot models on the separate splits, and applies these proxies in the proximal g-formula. We prove that our text-based proxy method satisfies identification conditions required by the proximal g-formula while other seemingly reasonable proposals do not. We evaluate our method in synthetic and semi-synthetic settings and find that it produces estimates with low bias. This combination of proximal causal inference and zero-shot classifiers is novel (to our knowledge) and expands the set of text-specific causal methods available to practitioners.
On Testability and Goodness of Fit Tests in Missing Data Models
Nabi, Razieh, Bhattacharya, Rohit
Significant progress has been made in developing identification and estimation techniques for missing data problems where modeling assumptions can be described via a directed acyclic graph. The validity of results using such techniques rely on the assumptions encoded by the graph holding true; however, verification of these assumptions has not received sufficient attention in prior work. In this paper, we provide new insights on the testable implications of three broad classes of missing data graphical models, and design goodness-of-fit tests for them. The classes of models explored are: sequential missing-at-random and missing-not-at-random models which can be used for modeling longitudinal studies with dropout/censoring, and a no self-censoring model which can be applied to cross-sectional studies and surveys.
Differentiable Causal Discovery Under Unmeasured Confounding
Bhattacharya, Rohit, Nagarajan, Tushar, Malinsky, Daniel, Shpitser, Ilya
The data drawn from biological, economic, and social systems are often confounded due to the presence of unmeasured variables. Prior work in causal discovery has focused on discrete search procedures for selecting acyclic directed mixed graphs (ADMGs), specifically ancestral ADMGs, that encode ordinary conditional independence constraints among the observed variables of the system. However, confounded systems also exhibit more general equality restrictions that cannot be represented via these graphs, placing a limit on the kinds of structures that can be learned using ancestral ADMGs. In this work, we derive differentiable algebraic constraints that fully characterize the space of ancestral ADMGs, as well as more general classes of ADMGs, arid ADMGs and bow-free ADMGs, that capture all equality restrictions on the observed variables. We use these constraints to cast causal discovery as a continuous optimization problem and design differentiable procedures to find the best fitting ADMG when the data comes from a confounded linear system of equations with correlated errors. We demonstrate the efficacy of our method through simulations and application to a protein expression dataset.
Causal Inference Under Interference And Network Uncertainty
Bhattacharya, Rohit, Malinsky, Daniel, Shpitser, Ilya
Classical causal and statistical inference methods typically assume the observed data consists of independent realizations. However, in many applications this assumption is inappropriate due to a network of dependences between units in the data. Methods for estimating causal effects have been developed in the setting where the structure of dependence between units is known exactly, but in practice there is often substantial uncertainty about the precise network structure. This is true, for example, in trial data drawn from vulnerable communities where social ties are difficult to query directly. In this paper we combine techniques from the structure learning and interference literatures in causal inference, proposing a general method for estimating causal effects under data dependence when the structure of this dependence is not known a priori. We demonstrate the utility of our method on synthetic datasets which exhibit network dependence.
Identification In Missing Data Models Represented By Directed Acyclic Graphs
Bhattacharya, Rohit, Nabi, Razieh, Shpitser, Ilya, Robins, James M.
Missing data is a pervasive problem in data analyses, resulting in datasets that contain censored realizations of a target distribution. Many approaches to inference on the target distribution using censored observed data, rely on missing data models represented as a factorization with respect to a directed acyclic graph. In this paper we consider the identifiability of the target distribution within this class of models, and show that the most general identification strategies proposed so far retain a significant gap in that they fail to identify a wide class of identifiable distributions. To address this gap, we propose a new algorithm that significantly generalizes the types of manipulations used in the ID algorithm, developed in the context of causal inference, in order to obtain identification.