Review Articles

A confounding bridge approach for double negative control inference on causal effects

Wang Miao ,

Department of Probability and Statistics, Peking University, Beijing, People’s Republic of China

mwfy@pku.edu.cn

Xu Shi ,

Department of Biostatistics, University of Michigan, Ann Arbor, MI, USA;

Yilin Li ,

Department of Probability and Statistics, Peking University, Beijing, People’s Republic of China

Eric J. Tchetgen Tchetgen

Department of Statistics and Data Science, University of Pennsylvania, Philadelphia, PA, USA

Pages | Received 25 Oct. 2023, Accepted 31 Jul. 2024, Published online: 30 Aug. 2024,
  • Abstract
  • Full Article
  • References
  • Citations

Unmeasured confounding is a key challenge for causal inference. In this paper, we establish a framework for unmeasured confounding adjustment with negative control variables. A negative control outcome is associated with the confounder but not causally affected by the exposure in view, and a negative control exposure is correlated with the primary exposure or the confounder but does not causally affect the outcome of interest. We introduce an outcome confounding bridge function that depicts the relationship between the confounding effects on the primary outcome and the negative control outcome, and we incorporate a negative control exposure to identify the bridge function and the average causal effect. We also consider the extension to the positive control setting by allowing for the nonzero causal effect of the primary exposure on the control outcome. We illustrate our approach with simulations and apply it to a study about the short-term effect of air pollution on mortality. Although a standard analysis shows a significant acute effect of PM2.5 on mortality, our analysis indicates that this effect may be confounded, and after double negative control adjustment, the effect is attenuated toward zero.

References

  • Andrews, D. W. K. (1991). Heteroskedasticity and autocorrelation consistent covariance matrix estimation. Econometrica59(3), 817–858. https://doi.org/10.2307/2938229
  • Andrews, D. W. K. (2017). Examples of L2-complete and boundedly-complete distributions. Journal of Econometrics199(2), 213–220. https://doi.org/10.1016/j.jeconom.2017.05.011
  • Angrist, J. D., Imbens, G. W., & Rubin, D. B. (1996). Identification of causal effects using instrumental variables. Journal of the American Statistical Association91(434), 444–455. https://doi.org/10.1080/01621459.1996.10476902
  • Baker, S. G., & Lindeman, K. S. (1994). The paired availability design: A proposal for evaluating epidural analgesia during labor. Statistics in Medicine13(21), 2269–2278. https://doi.org/10.1002/sim.v13:21
  • Bang, H., & Robins, J. M. (2005). Doubly robust estimation in missing data and causal inference models. Biometrics61(4), 962–973. https://doi.org/10.1111/biom.2005.61.issue-4
  • Bennett, A., & Kallus, N. (2021). Proximal reinforcement learning: Efficient off-policy evaluation in partially observed Markov decision processes. Operations Research72(3), 1071–1086. https://doi.org/10.1287/opre.2021.0781
  • Cornfield, J., Haenszel, W., Hammond, E. C., Lilienfeld, A. M., Shimkin, M. B., & Wynder, E. L. (1959). Smoking and lung cancer: Recent evidence and a discussion of some questions. Journal of the National Cancer Institute22(1), 173–203.
  • Cui, Y., Pu, H., Shi, X., Miao, W., & Tchetgen Tchetgen, E. (2023). Semiparametric proximal causal inference. Journal of the American Statistical Association119(546), 1348–1359. https://doi.org/10.1080/01621459.2023.2191817
  • Darolles, S., Fan, Y., Florens, J. P., & Renault, E. (2011). Nonparametric instrumental regression. Econometrica79(5), 1541–1565. https://doi.org/10.3982/ECTA6539
  • Davey Smith, G. (2008). Assessing intrauterine influences on offspring health outcomes: Can epidemiological studies yield robust findings? Basic & Clinical Pharmacology & Toxicology102(2), 245–256. https://doi.org/10.1111/pto.2008.102.issue-2
  • Davey Smith, G. (2012). Negative control exposures in epidemiologic studies. Epidemiology23(2), 350–351. https://doi.org/10.1097/EDE.0b013e318245912c
  • D'Haultfœuille, X. (2011). On the completeness condition in nonparametric instrumental problems. Econometric Theory27(3), 460–471. https://doi.org/10.1017/S0266466610000368
  • Dukes, O., Shpitser, I., & Tchetgen Tchetgen, E. (2021). Proximal mediation analysis. arXiv preprint arXiv:2109.11904.
  • Flanders, W. D., Strickland, M. J., & Klein, M. (2017). A new method for partial correction of residual confounding in time-series and other observational studies. American Journal of Epidemiology185(10), 941–949. https://doi.org/10.1093/aje/kwx013
  • Freeman, M. F., & Tukey, J. W. (1950). Transformations related to the angular and the square root. The Annals of Mathematical Statistics21(4), 607–611. https://doi.org/10.1214/aoms/1177729756
  • Gagnon-Bartsch, J., Jacob, L., & Speed, T. P. (2013). Removing unwanted variation from high dimensional data with negative controls (Technical Report 820). Dept. Statistics, Univ. California.
  • Goldberger, A. S. (1972). Structural equation methods in the social sciences. Econometrica40(6), 979–1001. https://doi.org/10.2307/1913851
  • Hall, A. R. (2005). Generalized method of moments. Oxford University Press.
  • Hamilton, J. D. (1994). Time series analysis. Princeton University Press.
  • Hansen, L. P. (1982). Large sample properties of generalized method of moments estimators. Econometrica50(4), 1029–1054. https://doi.org/10.2307/1912775
  • Hill, A. B. (1965). The environment and disease: Association or causation?. Proceedings of the Royal Society of Medicine58(5), 295–300. https://doi.org/10.1177/003591576505800503
  • Hu, Y., & Shiu, J.-L. (2018). Nonparametric identification using instrumental variables: Sufficient conditions for completeness. Econometric Theory34(3), 659–693. https://doi.org/10.1017/S0266466617000251
  • Kallus, N., Mao, X., & Uehara, M. (2021). Causal inference under unmeasured confounding with negative controls: A minimax learning approach. arXiv:2103.14029.
  • Kuroki, M., & Pearl, J. (2014). Measurement bias and effect restoration in causal inference. Biometrika101(2), 423–437. https://doi.org/10.1093/biomet/ast066
  • Li, K. Q., Shi, X., Miao, W., & Tchetgen Tchetgen, E. (2022). Doubly robust proximal causal inference under confounded outcome-dependent sampling. arXiv:2208.01237.
  • Lipsitch, M., Tchetgen Tchetgen, E., & Cohen, T. (2010). Negative controls: A tool for detecting confounding and bias in observational studies. Epidemiology21(3), 383–388. https://doi.org/10.1097/EDE.0b013e3181d61eeb
  • Mamun, A. A., Lawlor, D. A., Alati, R., O'callaghan, M. J., Williams, G. M., & Najman, J. M. (2006). Does maternal smoking during pregnancy have a direct effect on future offspring obesity? Evidence from a prospective birth cohort study. American Journal of Epidemiology164(4), 317–325. https://doi.org/10.1093/aje/kwj209
  • Miao, W., Geng, Z., & Tchetgen Tchetgen, E. (2018). Identifying causal effects with proxy variables of an unmeasured confounder. Biometrika105(4), 987–993. https://doi.org/10.1093/biomet/asy038
  • Miao, W., Shi, X., & Tchetgen Tchetgen, E. (2018). A confounding bridge approach for double negative control inference on causal effects. arXiv: 1808.04945.
  • Newey, W. K., & Powell, J. L. (2003). Instrumental variable estimation of nonparametric models. Econometrica71(5), 1565–1578. https://doi.org/10.1111/ecta.2003.71.issue-5
  • Newey, W. K., & West, K. D. (1987). A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica55(3), 703–708. https://doi.org/10.2307/1913610
  • Qi, Z., Miao, R., & Zhang, X. (2022). Proximal learning for individualized treatment regimes under unmeasured confounding. Journal of the American Statistical Association119(546), 915–928. https://doi.org/10.1080/01621459.2022.2147841
  • Robins, J. M. (1994). Correcting for non-compliance in randomized trials using structural nested mean models. Communications in Statistics-Theory and Methods23(8), 2379–2412. https://doi.org/10.1080/03610929408831393
  • Rosenbaum, P. R., & Rubin, D. B. (1983a). Assessing sensitivity to an unobserved binary covariate in an observational study with binary outcome. Journal of the Royal Statistical Society: Series B45(2), 212–218. https://doi.org/10.1111/j.2517-6161.1983.tb01242.x
  • Rosenbaum, P. R., & Rubin, D. B. (1983b). The central role of the propensity score in observational studies for causal effects. Biometrika70(1), 41–55. https://doi.org/10.1093/biomet/70.1.41
  • Shi, X., Miao, W., Hu, M., & Tchetgen Tchetgen, E. (2021). Theory for identification and inference with synthetic controls: A proximal causal inference framework. arXiv:2108.13935.
  • Shi, X., Miao, W., Nelson, J. C., & Tchetgen Tchetgen, E. (2020). Multiply robust causal inference with double negative control adjustment for categorical unmeasured confounding. Journal of the Royal Statistical Society: Series B82(2), 521–540. https://doi.org/10.1111/rssb.12361
  • Sofer, T., Richardson, D. B., Colicino, E., Schwartz, J., & E. J. Tchetgen Tchetgen (2016). On negative outcome control of unobserved confounding as a generalization of difference-in-differences. Statistical Science31(3), 348–361. https://doi.org/10.1214/16-STS558
  • Stuart, E. A. (2010). Matching methods for causal inference: A review and a look forward. Statistical Science25(1), 1–21. https://doi.org/10.1214/09-STS313
  • Sverdrup, E., & Cui, Y. (2023). Proximal causal learning of heterogeneous treatment effects. arXiv:2301.10913.
  • Tchetgen Tchetgen, E. (2014). The control outcome calibration approach for causal inference with unobserved confounding. American Journal of Epidemiology179(5), 633–640. https://doi.org/10.1093/aje/kwt303
  • Tchetgen Tchetgen, E. J., Ying, A., Cui, Y., Shi, X., & Miao, W. (2020). An introduction to proximal causal learning. arXiv:2009.10982.
  • Trichopoulos, D., Zavitsanos, X., Katsouyanni, K., Tzonou, A., & Dalla-Vorgia, P. (1983). Psychological stress and fatal heart attack: The athens (1981) earthquake natural experiment. The Lancet321(8322), 441–444. https://doi.org/10.1016/S0140-6736(83)91439-3
  • Wang, J., Zhao, Q., Hastie, T., & Owen, A. B. (2017). Confounder adjustment in multiple hypothesis testing. The Annals of Statistics45(5), 1863–1894. https://doi.org/10.1214/16-AOS1511
  • Wright, P. G. (1928). Tariff on animal and vegetable oils. Macmillan.
  • Ying, A., Cui, Y., & Tchetgen Tchetgen, E. (2022). Proximal causal inference for marginal counterfactual survival curves. arXiv:2204.13144.
  • Ying, A., Miao, W., Shi, X., & Tchetgen Tchetgen, E. J. (2023). Proximal causal inference for complex longitudinal studies. Journal of the Royal Statistical Society Series B: Statistical Methodology85(3), 684–704. https://doi.org/10.1093/jrsssb/qkad020
  • Zhang, J., Li, W., Miao, W., & Tchetgen Tchetgen, E. (2023). Proximal causal inference without uniqueness assumptions. Statistics & Probability Letters198, Article 109836. https://doi.org/10.1016/j.spl.2023.109836
  •  

To cite this article: Wang Miao, Xu Shi, Yilin Li & Eric J. Tchetgen Tchetgen (2024) A confounding bridge approach for double negative control inference on causal effects, Statistical Theory and Related Fields, 8:4, 262-273, DOI: 10.1080/24754269.2024.2390748

To link to this article: https://doi.org/10.1080/24754269.2024.2390748