Anchor regression with causal regularisation improves robustness against distribution shifts, benefiting various multivariate analysis algorithms. The study focuses on enhancing replicability and reliability in climate science problems. The research introduces anchor-compatible losses to ensure robustness in out-of-distribution settings. Estimators for selected algorithms showcase consistency and efficacy in both synthetic and real-world climate science problems. The extended AR framework advances causal inference methodologies by addressing the need for reliable OOD generalisation. Various MVA algorithms are redefined within the anchor framework, showcasing their compatibility and robustness against distribution shifts caused by interventions on anchor variables.
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