Past exam of the mathematics course of the University of Cambridge 2021 iii Paper 221 2 c Solution 2026-09-28
If Assumption 1 holds, put . Then , so conditional instrument independence givesConsequently both population estimating equations vanish at for any probability limit of .
If Assumption 2 holds, choose the linear-projection coefficientThen , whileThe first term is zero by conditional instrument independence and the second by the definition of . Thus solves the population equations. Under the nonsingularity condition from part b, the root is unique, so standard estimating equation consistency proveswhenever either Assumption 1 or Assumption 2 holds. This is double robustness.
A sufficient causal condition is conditional exchangeabilitytogether with consistency of potential outcomes and positivity in causal inference. For the ordinary-least-squares coefficient itself to equal one common causal effect, also require the correctly specified additive conditional-mean modelThen is the homogeneous treatment effect, and the adjusted coefficient consistently estimates both conditional effects and the average treatment effect in the analyzed population.