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Causal Diagrams For Empirical Research
"... The primary aim of this paper is to show how graphical models can be used as a mathematical language for integrating statistical and subjectmatter information. In particular, the paper develops a principled, nonparametric framework for causal inference, in which diagrams are queried to determine if ..."
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Cited by 247 (37 self)
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The primary aim of this paper is to show how graphical models can be used as a mathematical language for integrating statistical and subjectmatter information. In particular, the paper develops a principled, nonparametric framework for causal inference, in which diagrams are queried to determine if the assumptions available are sufficient for identifying causal effects from nonexperimental data. If so the diagrams can be queried to produce mathematical expressions for causal effects in terms of observed distributions; otherwise, the diagrams can be queried to suggest additional observations or auxiliary experiments from which the desired inferences can be obtained. Key words: Causal inference, graph models, interventions treatment effect 1 Introduction The tools introduced in this paper are aimed at helping researchers communicate qualitative assumptions about causeeffect relationships, elucidate the ramifications of such assumptions, and derive causal inferences from a combination...
Direct and Indirect Effects
, 2005
"... The direct effect of one event on another can be defined and measured by holding constant all intermediate variables between the two. Indirect effects present conceptual and practical difficulties (in nonlinear models), because they cannot be isolated by holding certain variables constant. This pape ..."
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Cited by 139 (24 self)
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The direct effect of one event on another can be defined and measured by holding constant all intermediate variables between the two. Indirect effects present conceptual and practical difficulties (in nonlinear models), because they cannot be isolated by holding certain variables constant. This paper presents a new way of defining the effect transmitted through a restricted set of paths, without controlling variables on the remaining paths. This permits the assessment of a more natural type of direct and indirect effects, one that is applicable in both linear and nonlinear models and that has broader policyrelated interpretations. The paper establishes conditions under which such assessments can be estimated consistently from experimental and nonexperimental data, and thus extends pathanalytic techniques to nonlinear and nonparametric models.
Adjusting for nonignorable dropout using semiparametric nonresponse models (with discussion
 Journal of the American Statistical Association
, 1999
"... Consider a study whose design calls for the study subjects to be followed from enrollment (time t = 0) to time t = T,at which point a primary endpoint of interest Y is to be measured. The design of the study also calls for measurements on a vector V(t) of covariates to be made at one or more times t ..."
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Cited by 116 (14 self)
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Consider a study whose design calls for the study subjects to be followed from enrollment (time t = 0) to time t = T,at which point a primary endpoint of interest Y is to be measured. The design of the study also calls for measurements on a vector V(t) of covariates to be made at one or more times t during the interval [0,T). We are interested in making inferences about the marginal mean µ0 of Y when some subjects drop out of the study at random times Q prior to the common fixed end of followup time T. The purpose of this article is to show how to make inferences about µ0 when the continuous dropout time Q is modeled semiparametrically and no restrictions are placed on the joint distribution of the outcome and other measured variables. In particular, we consider two models for the conditional hazard of dropout given ( ¯ V(T), Y), where ¯ V(t) denotes the history of the process V(t) through time t, t ∈ [0,T). In the first model, we assume that λQ(t  ¯ V(T), Y) = λ0(t  ¯ V(t)) exp(α0Y), where α0 is a scalar parameter and λ0(t  ¯ V(t)) is an unrestricted positive function of t and the process ¯ V(t). When the process ¯ V(t) is high dimensional, estimation in this model is not feasible with moderate sample sizes, due to the curse of dimensionality. For such situations, we consider a second model that imposes the additional restriction that λ0(t  ¯ V(t)) = λ0(t) exp(γ ′ 0W(t)), where λ0(t) is an unspecified baseline hazard function, W(t) = w(t, ¯ V(t)), w(·, ·) is a known function that maps (t, ¯ V(t)) to Rq, and γ0 is a q × 1 unknown parameter vector. When α0 � = 0, then dropout is nonignorable. On account of identifiability problems, joint estimation of the mean µ0 of Y and the selection bias parameter α0 may be difficult or impossible. Therefore, we propose regarding the selection bias parameter α0 as known, rather than estimating it from the data. We then perform a sensitivity analysis to see how inference about µ0 changes as we vary α0 over a plausible range of values. We apply our approach to the analysis of ACTG 175, an AIDS clinical trial. KEY WORDS: Augmented inverse probability of censoring weighted estimators; Cox proportional hazards model; Identification;
Optimal Dynamic Treatment Regimes
 JOURNAL OF THE ROYAL STATISTICAL SOCIETY, SERIES B (WITH
, 2002
"... ... this paper is to use experimental or observational data to estimate decision regimes that result in a maximal mean response. To explicate our objective and state assumptions, we use the potential outcomes model. The proposed method makes smooth, parametric assumptions only on quantities directly ..."
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Cited by 89 (13 self)
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... this paper is to use experimental or observational data to estimate decision regimes that result in a maximal mean response. To explicate our objective and state assumptions, we use the potential outcomes model. The proposed method makes smooth, parametric assumptions only on quantities directly relevant to the goal of estimating the optimal rules. We illustrate the proposed methodology via a small simulation.
Causal Inference from Graphical Models
, 2001
"... Introduction The introduction of Bayesian networks (Pearl 1986b) and associated local computation algorithms (Lauritzen and Spiegelhalter 1988, Shenoy and Shafer 1990, Jensen, Lauritzen and Olesen 1990) has initiated a renewed interest for understanding causal concepts in connection with modelling ..."
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Cited by 80 (6 self)
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Introduction The introduction of Bayesian networks (Pearl 1986b) and associated local computation algorithms (Lauritzen and Spiegelhalter 1988, Shenoy and Shafer 1990, Jensen, Lauritzen and Olesen 1990) has initiated a renewed interest for understanding causal concepts in connection with modelling complex stochastic systems. It has become clear that graphical models, in particular those based upon directed acyclic graphs, have natural causal interpretations and thus form a base for a language in which causal concepts can be discussed and analysed in precise terms. As a consequence there has been an explosion of writings, not primarily within mainstream statistical literature, concerned with the exploitation of this language to clarify and extend causal concepts. Among these we mention in particular books by Spirtes, Glymour and Scheines (1993), Shafer (1996), and Pearl (2000) as well as the collection of papers in Glymour and Cooper (1999). Very briefly, but fundamentally,
Causal inference in statistics: An Overview
, 2009
"... This review presents empirical researcherswith recent advances in causal inference, and stresses the paradigmatic shifts that must be undertaken in moving from traditional statistical analysis to causal analysis of multivariate data. Special emphasis is placed on the assumptions that underly all ca ..."
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Cited by 68 (11 self)
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This review presents empirical researcherswith recent advances in causal inference, and stresses the paradigmatic shifts that must be undertaken in moving from traditional statistical analysis to causal analysis of multivariate data. Special emphasis is placed on the assumptions that underly all causal inferences, the languages used in formulating those assumptions, the conditional nature of all causal and counterfactual claims, and the methods that have been developed for the assessment of such claims. These advances are illustrated using a general theory of causation based on the Structural Causal Model (SCM) described in Pearl (2000a), which subsumes and unifies other approaches to causation, and provides a coherent mathematical foundation for the analysis of causes and counterfactuals. In particular, the paper surveys the development of mathematical tools for inferring (from a combination of data and assumptions) answers to three types of causal queries: (1) queries about the effects of potential interventions, (also called “causal effects ” or “policy evaluation”) (2) queries about probabilities of counterfactuals, (including assessment of “regret, ” “attribution” or “causes of effects”) and (3) queries about direct and indirect effects (also known as “mediation”). Finally, the paper defines the formal and conceptual relationships between the structural and potentialoutcome frameworks and presents tools for a symbiotic analysis that uses the strong features of both.
Chain Graph Models and their Causal Interpretations
 B
, 2001
"... Chain graphs are a natural generalization of directed acyclic graphs (DAGs) and undirected graphs. However, the apparent simplicity of chain graphs belies the subtlety of the conditional independence hypotheses that they represent. There are a number of simple and apparently plausible, but ultim ..."
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Cited by 68 (7 self)
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Chain graphs are a natural generalization of directed acyclic graphs (DAGs) and undirected graphs. However, the apparent simplicity of chain graphs belies the subtlety of the conditional independence hypotheses that they represent. There are a number of simple and apparently plausible, but ultimately fallacious interpretations of chain graphs that are often invoked, implicitly or explicitly. These interpretations also lead to awed methods for applying background knowledge to model selection. We present a valid interpretation by showing how the distribution corresponding to a chain graph may be generated as the equilibrium distribution of dynamic models with feedback. These dynamic interpretations lead to a simple theory of intervention, extending the theory developed for DAGs. Finally, we contrast chain graph models under this interpretation with simultaneous equation models which have traditionally been used to model feedback in econometrics. Keywords: Causal model; cha...
An Axiomatic Characterization of Causal Counterfactuals
, 1998
"... This paper studies the causal interpretation of counterfactual sentences using a modifiable structural equation model. It is shown that two properties of counterfactuals, namely, composition and effectiveness, are sound and complete relative to this interpretation, when recursive (i.e., feedback ..."
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Cited by 66 (22 self)
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This paper studies the causal interpretation of counterfactual sentences using a modifiable structural equation model. It is shown that two properties of counterfactuals, namely, composition and effectiveness, are sound and complete relative to this interpretation, when recursive (i.e., feedbackless) models are considered. Composition and effectiveness also hold in Lewis's closestworld semantics, which implies that for recursive models the causal interpretation imposes no restrictions beyond those embodied in Lewis's framework. A third property, called reversibility, holds in nonrecursive causal models but not in Lewis's closestworld semantics, which implies that Lewis's axioms do not capture some properties of systems with feedback. Causal inferences based on counterfactual analysis are exemplified and compared to those based on graphical models.
Graphs, Causality, And Structural Equation Models
, 1998
"... Structural equation modeling (SEM) has dominated causal analysis in the social and behavioral sciences since the 1960s. Currently, many SEM practitioners are having difficulty articulating the causal content of SEM and are seeking foundational answers. ..."
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Cited by 64 (14 self)
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Structural equation modeling (SEM) has dominated causal analysis in the social and behavioral sciences since the 1960s. Currently, many SEM practitioners are having difficulty articulating the causal content of SEM and are seeking foundational answers.