Causal Inference: A Missing Data Perspective

TL;DR

This paper reviews causal inference through the lens of missing data, highlighting the analogy between the two fields and discussing methods like imputation and weighting under various inferential frameworks.

Contribution

It systematically connects causal inference methods with missing data techniques, emphasizing the shared structure and identifying open questions for future research.

Findings

Causal inference can be viewed as a missing data problem.

Methods like imputation and inverse probability weighting are applicable to causal inference.

The paper discusses inference under Frequentist, Bayesian, and Fisherian frameworks.

Abstract

Inferring causal effects of treatments is a central goal in many disciplines. The potential outcomes framework is a main statistical approach to causal inference, in which a causal effect is defined as a comparison of the potential outcomes of the same units under different treatment conditions. Because for each unit at most one of the potential outcomes is observed and the rest are missing, causal inference is inherently a missing data problem. Indeed, there is a close analogy in the terminology and the inferential framework between causal inference and missing data. Despite the intrinsic connection between the two subjects, statistical analyses of causal inference and missing data also have marked differences in aims, settings and methods. This article provides a systematic review of causal inference from the missing data perspective. Focusing on ignorable treatment assignment mechanisms, we discuss a wide range of causal inference methods that have analogues in missing data analysis, such as imputation, inverse probability weighting and doubly-robust methods. Under each of the three modes of inference--Frequentist, Bayesian, and Fisherian randomization--we present the general structure of inference for both finite-sample and super-population estimands, and illustrate via specific examples. We identify open questions to motivate more research to bridge the two fields.