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Contribution to Book
Semiparametric theory and empirical processes in causal inference
Statistical Causal Inferences and Their Applications in Public Health Research (2015)
  • Edward H. Kennedy, University of Pennsylvania
Abstract

In this paper we review important aspects of semiparametric theory and empirical processes that arise in causal inference problems. We begin with a brief introduction to the general problem of causal inference, and go on to discuss estimation and inference for causal effects under semiparametric models, which allow parts of the data-generating process to be unrestricted if they are not of particular interest (i.e., nuisance functions). These models are very useful in causal problems because the outcome process is often complex and difficult to model, and there may only be information available about the treatment process (at best). Semiparametric theory gives a framework for benchmarking efficiency and constructing estimators in such settings. In the second part of the paper we discuss empirical process theory, which provides powerful tools for understanding the asymptotic behavior of semiparametric estimators that depend on flexible nonparametric estimators of nuisance functions. These tools are crucial for incorporating machine learning and other modern methods into causal inference analyses. We conclude by examining related extensions and future directions for work in semiparametric causal inference.

Publication Date
2015
Citation Information
Edward H. Kennedy. "Semiparametric theory and empirical processes in causal inference" Statistical Causal Inferences and Their Applications in Public Health Research (2015)
Available at: http://works.bepress.com/ehkennedy/12/