Causal inference in partially linear structural equation models

DOI10.1214/17-AOS1643zbMATH Open1408.62077arXiv1607.05980OpenAlexW2776650329WikidataQ130494025 ScholiaQ130494025MaRDI QIDQ1991682FDOQ1991682

Authors: Dominik Rothenhäusler, Jan Ernest, Peter Bühlmann 

Publication date: 30 October 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: We consider identifiability of partially linear additive structural equation models with Gaussian noise (PLSEMs) and estimation of distributionally equivalent models to a given PLSEM. Thereby, we also include robustness results for errors in the neighborhood of Gaussian distributions. Existing identifiability results in the framework of additive SEMs with Gaussian noise are limited to linear and nonlinear SEMs, which can be considered as special cases of PLSEMs with vanishing nonparametric or parametric part, respectively. We close the wide gap between these two special cases by providing a comprehensive theory of the identifiability of PLSEMs by means of (A) a graphical, (B) a transformational, (C) a functional and (D) a causal ordering characterization of PLSEMs that generate a given distribution P. In particular, the characterizations (C) and (D) answer the fundamental question to which extent nonlinear functions in additive SEMs with Gaussian noise restrict the set of potential causal models and hence influence the identifiability. On the basis of the transformational characterization (B) we provide a score-based estimation procedure that outputs the graphical representation (A) of the distribution equivalence class of a given PLSEM. We derive its (high-dimensional) consistency and demonstrate its performance on simulated datasets.

Full work available at URL: https://arxiv.org/abs/1607.05980

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zbMATH Keywords

causal inferencerobustnessgraphical modeldistribution equivalence classhigh-dimensional consistencypartially linear structural equation model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12)

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Cited In (12)

• Title not available (Why is that?)
• Identifiability of Gaussian structural equation models with equal error variances
• Max-linear models on directed acyclic graphs
• Is regression adjustment supported by the Neyman model for causal inference?
• Regression-based causal analysis from the potential outcomes perspective
• Population intervention models in causal inference
• CAM: causal additive models, high-dimensional order search and penalized regression
• Fast causal orientation learning in directed acyclic graphs
• Identification of causal effects on binary outcomes using structural mean models
• Efficient learning of nonparametric directed acyclic graph with statistical guarantee
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Graphical Criteria for Efficient Total Effect Estimation Via Adjustment in Causal Linear Models

Uses Software

• pcalg
• gamair
• TETRAD

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