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Graphical criteria for efficient total effect estimation via adjustment in causal linear models

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  • Leonard Henckel
  • Emilija Perković
  • Marloes H. Maathuis

Abstract

Covariate adjustment is a commonly used method for total causal effect estimation. In recent years, graphical criteria have been developed to identify all valid adjustment sets, that is, all covariate sets that can be used for this purpose. Different valid adjustment sets typically provide total causal effect estimates of varying accuracies. Restricting ourselves to causal linear models, we introduce a graphical criterion to compare the asymptotic variances provided by certain valid adjustment sets. We employ this result to develop two further graphical tools. First, we introduce a simple variance decreasing pruning procedure for any given valid adjustment set. Second, we give a graphical characterization of a valid adjustment set that provides the optimal asymptotic variance among all valid adjustment sets. Our results depend only on the graphical structure and not on the specific error variances or edge coefficients of the underlying causal linear model. They can be applied to directed acyclic graphs (DAGs), completed partially directed acyclic graphs (CPDAGs) and maximally oriented partially directed acyclic graphs (maximal PDAGs). We present simulations and a real data example to support our results and show their practical applicability.

Suggested Citation

  • Leonard Henckel & Emilija Perković & Marloes H. Maathuis, 2022. "Graphical criteria for efficient total effect estimation via adjustment in causal linear models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(2), pages 579-599, April.
  • Handle: RePEc:bla:jorssb:v:84:y:2022:i:2:p:579-599
    DOI: 10.1111/rssb.12451
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    References listed on IDEAS

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    6. Kalisch, Markus & Mächler, Martin & Colombo, Diego & Maathuis, Marloes H. & Bühlmann, Peter, 2012. "Causal Inference Using Graphical Models with the R Package pcalg," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 47(i11).
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    Cited by:

    1. F Richard Guo & Emilija Perković & Andrea Rotnitzky, 2023. "Variable elimination, graph reduction and the efficient g-formula," Biometrika, Biometrika Trust, vol. 110(3), pages 739-761.

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