线性回归中的潜在权重和隐含因果设计

Jiafeng Chen
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引用次数: 0

摘要

线性回归何时能估计准实验中的因果效应?本文提供了一种通用诊断方法,用于评估特定数据集上的特定线性回归规范是否允许基于设计的解释。为此,我们定义了一个潜在权重的概念,它包含了给定回归对未观察到的潜在结果所做的反事实决定。如果规范确实允许这样的解释,那么该诊断就能找到单位水平的治疗分配概率向量--我们称之为隐含设计--在此向量下,回归估计出了因果效应。知道了隐含设计和估计值,就增加了透明度,可以进一步进行疯狂检查,并为基于设计的统计推断打开了大门。当应用于因果推断文献中研究的回归规范时,我们的框架恢复并扩展了现有的理论结果。当应用于现有因果推断文献中未涉及的广泛使用的规范时,我们的框架产生了新的理论见解。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Potential weights and implicit causal designs in linear regression
When do linear regressions estimate causal effects in quasi-experiments? This paper provides a generic diagnostic that assesses whether a given linear regression specification on a given dataset admits a design-based interpretation. To do so, we define a notion of potential weights, which encode counterfactual decisions a given regression makes to unobserved potential outcomes. If the specification does admit such an interpretation, this diagnostic can find a vector of unit-level treatment assignment probabilities -- which we call an implicit design -- under which the regression estimates a causal effect. This diagnostic also finds the implicit causal effect estimand. Knowing the implicit design and estimand adds transparency, leads to further sanity checks, and opens the door to design-based statistical inference. When applied to regression specifications studied in the causal inference literature, our framework recovers and extends existing theoretical results. When applied to widely-used specifications not covered by existing causal inference literature, our framework generates new theoretical insights.
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