MEAIMar 15, 2012

Confounding Equivalence in Causal Inference

arXiv:1203.3505v143 citations
Originality Synthesis-oriented
AI Analysis

This work addresses covariate selection and model testing in causal inference, offering a practical tool for researchers, but it is incremental as it builds on existing back-door criterion and Markov boundary concepts.

The paper tackles the problem of determining whether two sets of variables are equally effective at reducing bias in causal inference, providing a simple test based on causal diagrams that requires either both sets to be admissible or have identical Markov boundaries around manipulated variables.

The paper provides a simple test for deciding, from a given causal diagram, whether two sets of variables have the same bias-reducing potential under adjustment. The test requires that one of the following two conditions holds: either (1) both sets are admissible (i.e., satisfy the back-door criterion) or (2) the Markov boundaries surrounding the manipulated variable(s) are identical in both sets. Applications to covariate selection and model testing are discussed.

Foundations

The foundational work for this paper's niche, ranked by how specifically the neighbourhood builds on it — not by global fame.

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