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General Control Functions for Causal Effect Estimation from IVs

NeurIPS 2020 · Probabilistic and scientific modeling › Treatment effects · approach: Instrumental variable estimation · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
replace CFN's additive-outcome assumption with general control function (GCFN)CFN · Multiplicative outcome & additive treatmentRMSE: 0.58 ± 0.01 -> 0.09 ± 0.06Helped
GCFN vs DeepIV with multiplicative treatment processDeepIV · Multiplicative treatment & additive outcomeRMSE: 0.58 ± 0.01 -> 0.13 ± 0.08Helped
GCFN vs 2SLS on multiplicative outcome simulation2SLS · Multiplicative outcome & additive treatmentRMSE: 0.55 ± 0.58 -> 0.09 ± 0.06Helped
add confounder observed on a subset (semi-supervised GCFN) vs supervised regression baselineSupervised regression baseline · Partial confounder observationRMSE of causal effectHelped
GCFN vs DeepIV on high-dimensional covariates, 10,000 samplesDeepIV · DeepIV simulation, 10,000 sampleseffect MSE range: 0.30 -0.50 -> 0.30 -0.42Helped
GCFN vs DeepIV, 20,000 samplesDeepIV · DeepIV simulation, 20,000 sampleseffect MSE: 0.32 -> 0.305Helped
vary mutual-information coefficient kappa (0.1, 0.2, 0.3) (ablation)GCFN · DeepIV simulationeffect MSENo clear effect
GCFN vs DeepGMM on high-dimensional IVDeepGMM · MNIST IVeffect MSE: 0.07 ± 0.02 -> 0.077 ± 0.022No clear effect
GCFN vs DeepIV on high-dimensional IVDeepIV · MNIST IVeffect MSE: 0.11 ± 0.00 -> 0.077 ± 0.022Helped
vary kappa in {0.2, 0.4} vs 0.3 (ablation)GCFN · MNIST IVeffect MSENo clear effect
increase outcome network width beyond 10 hidden units (ablation)GCFN · Slave export on trustoverfittingHurt
GCFN vs published linear IV estimateNunn and Wantchekon linear IV · Slave export on trustestimate of beta: -0.27 ± 0.10 -> -0.21 ± 0.04Mixed

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