Generated outcomes as generated regressors: Equivalences in recursive causal estimation
生成结果与生成回归量:递归因果估计中的等价关系
Time-varying treatment effects, surrogate-identified treatment effects, and mediation effects can all be written as recursive regressions, in which each regression's predicted values become generated outcomes for the next regression. We study how standard causal estimators behave in this setting. Formally, we compare the recursive plug-in, recursive balancing weight, and recursive doubly robust estimators. When every stage is fitted by ordinary least squares (OLS), the three…