A generalized back-door criterion
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Publication:2352735
DOI10.1214/14-AOS1295zbMATH Open1320.62157arXiv1307.5636WikidataQ57707403 ScholiaQ57707403MaRDI QIDQ2352735FDOQ2352735
Diego Colombo, Marloes H. Maathuis
Publication date: 6 July 2015
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: We generalize Pearl's back-door criterion for directed acyclic graphs (DAGs) to more general types of graphs that describe Markov equivalence classes of DAGs and/or allow for arbitrarily many hidden variables. We also give easily checkable necessary and sufficient graphical criteria for the existence of a set of variables that satisfies our generalized back-door criterion, when considering a single intervention and a single outcome variable. Moreover, if such a set exists, we provide an explicit set that fulfills the criterion. We illustrate the results in several examples. R-code is available in the R-package pcalg.
Full work available at URL: https://arxiv.org/abs/1307.5636
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Cited In (11)
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- The estimated causal effect on the variance based on the front-door criterion in Gaussian linear structural equation models: an unbiased estimator with the exact variance
- Estimating bounds on causal effects in high-dimensional and possibly confounded systems
- A local method for identifying causal relations under Markov equivalence
- An unbiased estimator of the causal effect on the variance based on the back-door criterion in Gaussian linear structural equation models
- Complete Graphical Characterization and Construction of Adjustment Sets in Markov Equivalence Classes of Ancestral Graphs
- Sufficient dimension reduction for average causal effect estimation
- Characterization of causal ancestral graphs for time series with latent confounders
- Separators and adjustment sets in causal graphs: complete criteria and an algorithmic framework
- Exact variance formula for the estimated mean outcome with external intervention based on the front-door criterion in Gaussian linear structural equation models
- Variance formulas for estimated mean response and predicted response with external intervention based on the back-door criterion in linear structural equation models
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