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Causal inference via implied interventions
Carlos García Meixide, Mark J. van der Laan · 2025-06-27 · via math updates on arXiv.org

In the context of having an instrumental variable, the standard practice in causal inference begins by targeting an effect of interest and proceeds by formulating assumptions enabling its identification. We turn this around by adhering to the interventions the observational distribution allows to identify, rather than starting with a desired causal estimand and imposing untestable conditions. The randomization of an instrument and its exclusion restriction define a class of auxiliary stochastic interventions on the treatment that are implied by stochastic interventions on the instrument. This mapping characterizes the identifiable causal effects of the treatment on the outcome given the observable distribution. The identified effect is the impact of a stochastic encouragement by the instrument that propagates through the unaltered treatment selection mechanism, rather than the effect of a hypothetical intervention that overrides how treatment is naturally chosen. Alternatively, searching for an intervention on the instrument whose implied one best approximates a desired target naturally leads to a projection representing the closest identifiable treatment effect. The generality of this projection allows to select different norms and indexing functional sets that give rise to diverse estimation problems, some of which we address using Expectation-Maximization and the Highly Adaptive Lasso.