Causal Effect Identification with a Single Agnostic Proxy

Latent confounding poses a significant obstacle to identifying the causal effect of a treatment on an outcome. To address this, many existing studies leverage proxies of the latent confounder to indirectly adjust for the confounding bias. However, they impose specific structural constraints on the proxies and typically require multiple proxies. In this paper, focusing on the latent variable linear non-Gaussian acyclic model (lvLiNGAM), we propose a causal effect identification procedure requiring only a single agnostic proxy. Crucially, the term "agnostic" means that the causal connections between the proxy and the treatment-outcome pair can be arbitrary and are not required to be known a priori. This structural complexity precludes identifying the causal effect via a simple closed-form formula. Consequently, our identification procedure is designed to first derive candidate solutions from cumulants and then isolate the valid solution by examining certain independence relationships. We present a series of new theoretical results, which collectively establish the soundness of our identification procedure: given the observational population distribution, it correctly identifies the true causal effect when identifiable, and correctly reports unidentifiability otherwise. Finally, we empirically validate our theoretical results.