The Living Thing / Notebooks : Causal graphical models

when graphs are handy

Reproduced from James F Fixx’s puzzle book, found in a recycling bin (Fixx77)

Directed graphical models with the additional assumption that \(A\rightarrow B\) may be read as “A causes B”.

Observational studies, confounding, adjustment criteria, d-separation, confounding, identifiability, interventions…

When can I use my crappy observational data, collected without a good experimental design for whatever reason, to do interventional inference? There is a lot of research in this. I should summarise the salient bits for myself. In fact I did; I just did a reading group on this.

Tutorials online

Tutorial: David Sontag and Uri Shalit, Causal inference from observational studies.

Felix Elwert’s summary is punchy. (Elwe13)

Chapter 3 of (some edition of) Pearl’s book is availalbe as an author’s preprint: Parts 1, 2, 3, 4, 5, 6.

Counterfactuals

Propensity scores

RuWa06 comes recommended by Shalizi as:

A good description of Rubin et al.’s methods for causal inference, adapted to the meanest understanding. […] Rubin and Waterman do a very good job of explaining, in a clear and concrete problem, just how and why the newer techniques of causal inference are valuable, with just enough technical detail that it doesn’t seem like magic.

Causal Graph inference from data

Uh oh. You don’t know what causes what? Or specifically, you can’t eliminate a whole bunch of potential causal arrows a priori? Much more work.

Causal time series DAGS

As with other time series methods, has its own issues.

Questions

How does Granger causality relate?

Refs

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