We study identification of a structural group effect when the group indicator $G\in\{0,1\}$ is unobserved but the analyst observes a calibrated probability score $p$ satisfying $E[G\mid p,X]=p$. Under a constant-coefficient structural mean model, the latent-group coefficient $τ$ is point-identified by a closed-form ratio of observable moments whose denominator is the residual score variance $V^{*}=E[(p-E[p\mid X])^2]$. Identification fails exactly when the score is a deterministic function of $X$; we construct an explicit continuum of observationally equivalent models showing the failure is genuine. The marginal latent mean gap decomposes as $τ$ plus a compositional term that is itself identified in closed form, and we characterise when the two coincide. The oracle estimator is $\sqrt{n}$-consistent and asymptotically normal with a closed-form sandwich variance. Under calibration error bounded by $δ$, the bias obeys a sharp bound proportional to $δ/V^{*}$, and hard-threshold classification attenuates the estimated gap. Monte Carlo experiments confirm the theory, including the variance-weighted estimand under heterogeneous effects.

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