Bounds on the conditional and average treatment effect with unobserved confounding factors
Steve Yadlowsky, Hongseok Namkoong, Sanjay Basu, John C. Duchi, Lü Tian
Abstract
rate. We complement our methodology with optimality results showing that our proposed bounds are tight in certain cases. We demonstrate our method on simulated and real data examples, and show accurate coverage of our confidence intervals in practical finite sample regimes with rich covariate information.
Topics & Concepts
MathematicsConfoundingEconometricsStatisticsConditional probability distributionConditional expectationAdvanced Causal Inference TechniquesStatistical Methods and InferenceStatistical Methods and Bayesian Inference