Content area

Abstract

Evaluating observational estimators of causal effects demands information that is rarely available: unconfounded interventions and outcomes from the population of interest, created either by randomization or adjustment. As a result, it is customary to fall back on simulators when creating benchmark tasks. Simulators offer great control but are often too simplistic to make challenging tasks, either because they are hand-designed and lack the nuances of real-world data, or because they are fit to observational data without structural constraints. In this work, we propose a general, repeatable strategy for turning observational data into sequential structural causal models and challenging estimation tasks by following two simple principles: 1) fitting real-world data where possible, and 2) creating complexity by composing simple, hand-designed mechanisms. We implement these ideas in a highly configurable software package and apply it to the well-known Adult income data set to construct the IncomeSCM simulator. From this, we devise multiple estimation tasks and sample data sets to compare established estimators of causal effects. The tasks present a suitable challenge, with effect estimates varying greatly in quality between methods, despite similar performance in the modeling of factual outcomes, highlighting the need for dedicated causal estimators and model selection criteria.

Details

1009240
Identifier / keyword
Title
IncomeSCM: From tabular data set to time-series simulator and causal estimation benchmark
Publication title
arXiv.org; Ithaca
Publication year
2024
Publication date
Oct 28, 2024
Section
Computer Science; Statistics
Publisher
Cornell University Library, arXiv.org
Source
arXiv.org
Place of publication
Ithaca
Country of publication
United States
University/institution
Cornell University Library arXiv.org
e-ISSN
2331-8422
Source type
Working Paper
Language of publication
English
Document type
Working Paper
Publication history
 
 
Online publication date
2024-10-29
Milestone dates
2024-05-25 (Submission v1); 2024-05-31 (Submission v2); 2024-10-28 (Submission v3)
Publication history
 
 
   First posting date
29 Oct 2024
ProQuest document ID
3063930225
Document URL
https://www.proquest.com/working-papers/incomescm-tabular-data-set-time-series-simulator/docview/3063930225/se-2?accountid=208611
Full text outside of ProQuest
Copyright
© 2024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
Last updated
2024-10-30
Database
ProQuest One Academic