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Mathematical Statistics and Learning
Article . 2024 . Peer-reviewed
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https://dx.doi.org/10.48550/ar...
Article . 2022
License: arXiv Non-Exclusive Distribution
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A consistent estimator for confounding strength

Authors: Luca Rendsburg; Leena Chennuru Vankadara; Debarghya Ghoshdastidar; Ulrike von Luxburg;

A consistent estimator for confounding strength

Abstract

Regression on observational data can fail to capture a causal relationship in the presence of unobserved confounding. Confounding strength measures this mismatch, but estimating it requires itself additional assumptions. A common assumption is the independence of causal mechanisms, which relies on concentration phenomena in high dimensions. While high dimensions enable the estimation of confounding strength, they also necessitate adapted estimators. In this paper, we derive the asymptotic behavior of the confounding strength estimator by Janzing and Schölkopf (2018) and show that it is generally not consistent. We then use tools from random matrix theory to derive an adapted, consistent estimator.

Keywords

FOS: Computer and information sciences, Computer Science - Machine Learning, Linear inference, regression, Statistics - Machine Learning, observational data, Machine Learning (stat.ML), random matrix theory, high-dimensional linear regression, Causal inference from observational studies, confounding, Machine Learning (cs.LG)

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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gold