A general dynamical statistical model with causal interpretation
AbstractWe develop a general dynamical model as a framework for causal interpretation. We first state a criterion of local independence in terms of measurability of processes that are involved in the Doob-Meyer decomposition of stochastic processes; then we define direct and indirect influence. We propose a definition of causal influence using the concepts of a 'physical system'. This framework makes it possible to link descriptive and explicative statistical models, and encompasses quantitative processes and events. One of the features of the paper is the clear distinction between the model for the system and the model for the observation. We give a dynamical representation of a conventional joint model for human immunodeficiency virus load and CD4 cell counts. We show its inadequacy to capture causal influences whereas in contrast known mechanisms of infection by the human immunodeficiency virus can be expressed directly through a system of differential equations. Copyright (c) 2009 Royal Statistical Society.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Royal Statistical Society in its journal Journal of the Royal Statistical Society: Series B (Statistical Methodology).
Volume (Year): 71 (2009)
Issue (Month): 3 ()
Contact details of provider:
Postal: 12 Errol Street, London EC1Y 8LX, United Kingdom
Web page: http://www.blackwellpublishing.com/journal.asp?ref=1369-7412
More information through EDIRC
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Petrović, Ljiljana & Dimitrijević, Sladjana, 2012. "Causality with finite horizon of the past in continuous time," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1219-1223.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.