[2510.15555] Doubly Robust Estimation of Causal Effects in Strategic Equilibrium Systems

Computer Science > Machine Learning arXiv:2510.15555 (cs) This paper has been withdrawn by Sibo Xiao [Submitted on 17 Oct 2025 (v1), last revised 2 Apr 2026 (this version, v4)] Title:Doubly Robust Estimation of Causal Effects in Strategic Equilibrium Systems Authors:Sibo Xiao View a PDF of the paper titled Doubly Robust Estimation of Causal Effects in Strategic Equilibrium Systems, by Sibo Xiao No PDF available, click to view other formats Abstract:We introduce the Strategic Doubly Robust (SDR) estimator, a novel framework that integrates strategic equilibrium modeling with doubly robust estimation for causal inference in strategic environments. SDR addresses endogenous treatment assignment arising from strategic agent behavior, maintaining double robustness while incorporating strategic considerations. Theoretical analysis confirms SDR's consistency and asymptotic normality under strategic unconfoundedness. Empirical evaluations demonstrate SDR's superior performance over baseline methods, achieving 7.6\%-29.3\% bias reduction across varying strategic strengths and maintaining robust scalability with agent populations. The framework provides a principled approach for reliable causal inference when agents respond strategically to interventions. Comments: Subjects: Machine Learning (cs.LG) Cite as: arXiv:2510.15555 [cs.LG]   (or arXiv:2510.15555v4 [cs.LG] for this version)   https://doi.org/10.48550/arXiv.2510.15555 Focus to learn more arXiv-issued DOI via DataCite Submissi...