The Blessings of Multiple Causes
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Causal inference from observation data often assumes "strong ignorability," that all confounders are observed. This assumption is standard yet untestable. However, many scientific studies involve multiple causes, different variables whose effects are simultaneously of interest. We propose the deconfounder, an algorithm that combines unsupervised machine learning and predictive model checking to perform causal inference in multiple-cause settings. The deconfounder infers a latent variable as a substitute for unobserved confounders and then uses that substitute to perform causal inference. We develop theory for when the deconfounder leads to unbiased causal estimates, and show that it requires weaker assumptions than classical causal inference. We analyze its performance in three types of studies: semi-simulated data around smoking and lung cancer, semi-simulated data around genomewide association studies, and a real dataset about actors and movie revenue. The deconfounder provides a checkable approach to estimating close-to-truth causal effects.
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