Self-Normalizing Denominators in Rational Causal Estimation
- Published
- Source
- arXiv
- Paper number
- 966
- Field
- Research
- arXiv ID
- 2608.20223
Key points
- It defined a 'self-normalizing' class of causal-estimation denominators whose standardized values are constant across samples, and proved that such denominators cannot have weak-identification first-order limits.
- It showed that products of powers of nested covariance minors have this property in every dimension and permit exact Wishart pivots.
- The converse classification is complete in dimension 2, and in dimension 3 it proposed a factor-rank criterion covering instrumental-variable, front-door, and proxy formulas.
- It proved that Wald inference for front-door adjustment remains asymptotically valid even when the residual variance of the mediating variable vanishes.
- An audit of real medical data (right-heart catheterization) showed that 'naive diagnostics' and 'denominator-related diagnostics' lead to different conclusions.
Paper links
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