{"title":"线性回归中的潜在权重和隐含因果设计","authors":"Jiafeng Chen","doi":"arxiv-2407.21119","DOIUrl":null,"url":null,"abstract":"When do linear regressions estimate causal effects in quasi-experiments? This\npaper provides a generic diagnostic that assesses whether a given linear\nregression specification on a given dataset admits a design-based\ninterpretation. To do so, we define a notion of potential weights, which encode\ncounterfactual decisions a given regression makes to unobserved potential\noutcomes. If the specification does admit such an interpretation, this\ndiagnostic can find a vector of unit-level treatment assignment probabilities\n-- which we call an implicit design -- under which the regression estimates a\ncausal effect. This diagnostic also finds the implicit causal effect estimand.\nKnowing the implicit design and estimand adds transparency, leads to further\nsanity checks, and opens the door to design-based statistical inference. When\napplied to regression specifications studied in the causal inference\nliterature, our framework recovers and extends existing theoretical results.\nWhen applied to widely-used specifications not covered by existing causal\ninference literature, our framework generates new theoretical insights.","PeriodicalId":501293,"journal":{"name":"arXiv - ECON - Econometrics","volume":"24 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Potential weights and implicit causal designs in linear regression\",\"authors\":\"Jiafeng Chen\",\"doi\":\"arxiv-2407.21119\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"When do linear regressions estimate causal effects in quasi-experiments? This\\npaper provides a generic diagnostic that assesses whether a given linear\\nregression specification on a given dataset admits a design-based\\ninterpretation. To do so, we define a notion of potential weights, which encode\\ncounterfactual decisions a given regression makes to unobserved potential\\noutcomes. If the specification does admit such an interpretation, this\\ndiagnostic can find a vector of unit-level treatment assignment probabilities\\n-- which we call an implicit design -- under which the regression estimates a\\ncausal effect. This diagnostic also finds the implicit causal effect estimand.\\nKnowing the implicit design and estimand adds transparency, leads to further\\nsanity checks, and opens the door to design-based statistical inference. When\\napplied to regression specifications studied in the causal inference\\nliterature, our framework recovers and extends existing theoretical results.\\nWhen applied to widely-used specifications not covered by existing causal\\ninference literature, our framework generates new theoretical insights.\",\"PeriodicalId\":501293,\"journal\":{\"name\":\"arXiv - ECON - Econometrics\",\"volume\":\"24 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-07-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv - ECON - Econometrics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/arxiv-2407.21119\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - ECON - Econometrics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2407.21119","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Potential weights and implicit causal designs in linear regression
When do linear regressions estimate causal effects in quasi-experiments? This
paper provides a generic diagnostic that assesses whether a given linear
regression specification on a given dataset admits a design-based
interpretation. To do so, we define a notion of potential weights, which encode
counterfactual decisions a given regression makes to unobserved potential
outcomes. If the specification does admit such an interpretation, this
diagnostic can find a vector of unit-level treatment assignment probabilities
-- which we call an implicit design -- under which the regression estimates a
causal effect. This diagnostic also finds the implicit causal effect estimand.
Knowing the implicit design and estimand adds transparency, leads to further
sanity checks, and opens the door to design-based statistical inference. When
applied to regression specifications studied in the causal inference
literature, our framework recovers and extends existing theoretical results.
When applied to widely-used specifications not covered by existing causal
inference literature, our framework generates new theoretical insights.