Nonlinear Regression with Residuals: Causal Estimation with Time-varying Treatments and Covariates
残差非线性回归:时变处理与协变量下的因果估计
Standard regression adjustment gives inconsistent estimates of causal effects when there are time-varying treatment effects and time-varying covariates. Loosely speaking, the issue is that some covariates are post-treatment variables because they may be affected by prior treatment status, and regressing out post-treatment variables causes bias. More precisely, the bias is due to certain non-confounding latent variables that create colliders in the causal graph. These latent…