Haruo KAKEHI
Haruo KAKEHI
Current Position:
Ph.D. student at the University of Wisconsin-Madison
Research Interest: Applied Econometrics, Causal Inference
E-mail: haruo.kakehi[at]wisc.edu
Current Position:
Ph.D. student at the University of Wisconsin-Madison
Research Interest: Applied Econometrics, Causal Inference
E-mail: haruo.kakehi[at]wisc.edu
Learning Causal Relationships from Conditional Moment Restrictions by Importance Weighting
with Masahiro Kato, Masaaki Imaizumi, Kenichiro McAlinn, and Shota Yasui
International Conference on Learning Representations (ICLR) 2022 [arxiv] [OpenReview]
[Abstract] We consider learning causal relationships under conditional moment restrictions. Unlike causal inference under unconditional moment restrictions, conditional moment restrictions pose serious challenges for causal inference. To address this issue, we propose a method that transforms conditional moment restrictions to unconditional moment restrictions through importance weighting using a conditional density ratio estimator. Then, using this transformation, we propose a method that successfully estimate a parametric or nonparametric functions defined under the conditional moment restrictions. We analyze the estimation error and provide a bound on the structural function, providing theoretical support for our proposed method. In experiments, we confirm the soundness of our proposed method.