Discovering Ancestral Instrumental Variables for Causal Inference From Observational Data.

Instrumental variable (IV) is a powerful approach to inferring the causal effect of a treatment on an outcome of interest from observational data even when there exist latent confounders between the treatment and the outcome. However, existing IV methods require that an IV is selected and justified with domain knowledge. An invalid IV may lead to biased estimates. Hence, discovering a valid IV is critical to the applications of IV methods. In this article, we study and design a data-driven algorithm to discover valid IVs from data under mild assumptions. We develop the theory based on partial ancestral graphs (PAGs) to support the search for a set of candidate ancestral IVs (AIVs), and for each possible AIV, the identification of its conditioning set. Based on the theory, we propose a data-driven algorithm to discover a pair of IVs from data. The experiments on synthetic and real-world datasets show that the developed IV discovery algorithm estimates accurate estimates of causal effects in comparison with the state-of-the-art IV-based causal effect estimators.

Toward Unique and Unbiased Causal Effect Estimation From Data With Hidden Variables.

Causal effect estimation from observational data is a crucial but challenging task. Currently, only a limited number of data-driven causal effect estimation methods are available. These methods either provide only a bound estimation of causal effects of treatment on the outcome or generate a unique estimation of the causal effect but making strong assumptions on data and having low efficiency. In this article, we identify a problem setting with the Cause Or Spouse of the treatment Only (COSO) variable assumption and propose an approach to achieving a unique and unbiased estimation of causal effects from data with hidden variables. For the approach, we have developed the theorems to support the discovery of the proper covariate sets for confounding adjustment (adjustment sets). Based on the theorems, two algorithms are proposed for finding the proper adjustment sets from data with hidden variables to obtain unbiased and unique causal effect estimation. Experiments with synthetic datasets generated using five benchmark Bayesian networks and four real-world datasets have demonstrated the efficiency and effectiveness of the proposed algorithms, indicating the practicability of the identified problem setting and the potential of the proposed approach in real-world applications.