论文标题

在因果图中有效调整

On efficient adjustment in causal graphs

论文作者

Witte, Janine, Henckel, Leonard, Maathuis, Marloes H., Didelez, Vanessa

论文摘要

我们考虑通过协变量调整对观察数据的总因果效应的估计。理想情况下,根据给定的因果图选择调整集,反映了对基本因果结构的知识。但是,有效的调整集并非唯一。最近的研究引入了“最佳”有效调整集(O-SET)的图形标准。对于给定的图,与某些参数和非参数模型中的其他调整集相比,O-set的调整可产生最小的渐近方差。在本文中,我们在O-stet上提供了三个新结果。首先,我们给出一个新颖,更直观的图形表征:我们表明O-set是合适的潜在投影图中结果节点的母集,我们称之为禁止投影。一个重要的属性是,禁止投影通过协变量调整保留了与总因果效应估计相关的所有信息,这本身就是有用的方法学工具。其次,我们将现有的IDA算法扩展到使用O-stet,并认为该算法仍然是半本地的。这是在R包PCALG中实现的。第三,我们提出的假设可以将O-SET视为流行的非发电变量选择算法的目标集,例如逐步向后选择。

We consider estimation of a total causal effect from observational data via covariate adjustment. Ideally, adjustment sets are selected based on a given causal graph, reflecting knowledge of the underlying causal structure. Valid adjustment sets are, however, not unique. Recent research has introduced a graphical criterion for an 'optimal' valid adjustment set (O-set). For a given graph, adjustment by the O-set yields the smallest asymptotic variance compared to other adjustment sets in certain parametric and non-parametric models. In this paper, we provide three new results on the O-set. First, we give a novel, more intuitive graphical characterisation: We show that the O-set is the parent set of the outcome node(s) in a suitable latent projection graph, which we call the forbidden projection. An important property is that the forbidden projection preserves all information relevant to total causal effect estimation via covariate adjustment, making it a useful methodological tool in its own right. Second, we extend the existing IDA algorithm to use the O-set, and argue that the algorithm remains semi-local. This is implemented in the R-package pcalg. Third, we present assumptions under which the O-set can be viewed as the target set of popular non-graphical variable selection algorithms such as stepwise backward selection.

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