Statistically Efficient Causal Inference
After causal discovery, the causal effect of a treatment \(X\) on an outcome \(Y\) can be estimated by adjusting for a set of covariates according to the estimated graph [1]. There may be multiple valid adjustment sets that all yield unbiased estimates of the causal effect, but differ in their statistical efficiency, i.e., the variance of the estimates. The valid adjustment set with the lowest asymptotic variance is called the optimal adjustment set [2, 3], and can be identified graphically as the parents of the outcome and the mediators minus the forbidden nodes: \[ \text{Oset}(X,Y) = \text{Pa}(\{Y\} \cup \text{Med}(X, Y)) \setminus \underbrace{\text{PossDe}(\{Y\} \cup \text{Med}(X, Y))}_{\text{forbidden nodes}}. \]
The parent and canonical adjustment sets are valid, but less efficient than the optimal adjustment set. No valid adjustment set may contain the forbidden nodes.
Inspired by [4], we show that after projecting out all possible descendats of the treatment, except the outcome, the optimal adjustment set can be identified as the parents of the outcome in the resulting graph. This makes it easier to find the optimal adjustment in large graphs with many paths from the treatment to the outcome. However, the possible descendants of the treatment still have to be determined first.
After projecting out the possible descendants of the treatment, the optimal adjustment set can be identified as the parents of the outcome in the resulting graph.
Finding the optimal adjustment set, even via the projected graph, traditionally requires learning the estimated causal graph over all variables first, which is computationally expensive and may be unnecessary. In this work, we show that the optimal adjustment set can be identified by learning only the local neighborhoods [5] around a few variables, which is both computationally efficient and statistically efficient.