Observational Methods — Causal Inference Without an Experiment
Often you can't run an experiment — it's unethical, infeasible, or too slow — but you still need to know whether something causes something. Observational causal inference is the set of techniques for extracting causal conclusions from data you didn't control, by reconstructing the comparable groups that randomization would have given you for free. This post covers the main tools (adjustment, matching, propensity scores) and the uncomfortable assumption they all depend on.
When you can't experiment, observational methods reconstruct the comparable groups randomization gives for free — adjustment, matching, propensity scores. All share one goal (remove confounders' influence) and one unprovable Achilles' heel: the 'no unmeasured confounding' assumption. How to use them honestly.