Learning Causal Models from Conditional Moment Restrictions by Importance Weighting
通过重要性加权从条件矩限制学习因果模型
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 high-dimensional settings. 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. Using this…