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Poster
in
Workshop: Machine Learning Meets Econometrics (MLECON)

Learning Causal Relationships from Conditional Moment Restrictions by Importance Weighting

Shota Yasui


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, especially in complex, high-dimensional settings. To address this issue, we propose a method that transforms conditional moment restrictions to unconditional moment restrictions through importance weighting using the 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. In experiments, we confirm the soundness of our proposed method.