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Coarsening Bias from Variable Discretization in Causal Functionals
[Submitted on 25 Feb 2026 (v1), last revised 30 Jun 2026 (this v · 2026-02-26 · via cs.LG updates on arXiv.org

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Abstract:Causal identification functionals often require integration over conditional densities of continuous variables, such as those arising in nonparametric identification theory of total and mediated causal effects in DAGs with hidden variables. Estimating these densities and evaluating the resulting integrals can be statistically and computationally demanding. A common workaround is to discretize the continuous variable and replace integrals with finite sums. Although convenient, discretization alters the population-level functional and can induce non-negligible approximation bias, even when identification is correct. Under smoothness conditions, we show that the resulting coarsening error is first order in the bin width and arises at the level of the target functional, distinct from statistical estimation error. We propose a simple debiased coarsened functional that evaluates the outcome regression at within-bin conditional means, eliminating the leading coarsening error term and yielding a second-order approximation error. We derive plug-in and one-step estimators for this debiased coarsened functional. Simulations demonstrate substantial bias reduction and near-nominal confidence interval coverage, even under coarse binning. Our results provide a simple framework for controlling the impact of variable discretization on both parameter approximation and statistical estimation.

Submission history

From: Xiaxian Ou [view email]
[v1] Wed, 25 Feb 2026 16:32:04 UTC (6,903 KB)
[v2] Tue, 30 Jun 2026 17:53:17 UTC (9,372 KB)

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