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.

Does this do it? find out. causal impact. Based on BGKR15.

The CausalImpact R package implements an approach to estimating the causal effect of a designed intervention on a time series. For example, how many additional daily clicks were generated by an advertising campaign? Answering a question like this can be difficult when a randomized experiment is not available. The package aims to address this difficulty using a structural Bayesian time-series model to estimate how the response metric might have evolved after the intervention if the intervention had not occurred.

## Questions

How does Granger causality relate?

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