Identification of casual effects in linear models: beyond Instrumental Variables Abstract: The Instrumental Variable (IV) formula has become widely used to address the issue of identi?cation of a causal e?ect in linear systems with an unobserved variable that acts as direct confounder. We here propose two alternative formulations to achieve identi?cation when the assumptions underlying the use of IV are violated. Parallel to the IV, the proposed formulas exploit the conditional independence structure of a Directed Acyclic Graph and can be obtained via a series of univariate regressions, a feature that renders the results particularly attractive and easy to implement
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Bibliographic InfoPaper provided by Università di Perugia, Dipartimento Economia, Finanza e Statistica in its series Quaderni del Dipartimento di Economia, Finanza e Statistica with number 117/2013.
Length: 28 pages
Date of creation: 02 May 2013
Date of revision:
Causal E?ect; Confounder; Directed Acyclic Graph; Latent Variable; Regression Graph; Structural Equation Model; Identi?cation; Structural Equation Model;
Find related papers by JEL classification:
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Judea Pearl, 2003. "Statistics and causal inference: A review," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 12(2), pages 281-345, December.
- Nanny Wermuth & D. R. Cox, 2008. "Distortion of effects caused by indirect confounding," Biometrika, Biometrika Trust, vol. 95(1), pages 17-33.
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