IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this paper

Identification of casual effects in linear models: beyond Instrumental Variables

Listed author(s):
  • Elena Stanghellini
  • Eduwin Pakpahan

The Instrumental Variable (IV) formula has become widely used to address the issue of identification of a causal effect in linear systems with an unobserved variable that acts as direct confounder. We here propose two alternative formulations to achieve identification 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.

If 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.

File URL:
Download Restriction: no

Paper provided by Università di Perugia, Dipartimento Economia in its series Quaderni del Dipartimento di Economia, Finanza e Statistica with number 117/2013.

in new window

Length: 28 pages
Date of creation: 02 May 2013
Handle: RePEc:pia:wpaper:117/2013
Contact details of provider: Postal:
via Pascoli, 20 - 06123 Perugia

Phone: +39 075 5855279
Fax: +39 075 5855299
Web page:

More information through EDIRC

References listed on IDEAS
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.:

in new window

  1. Nanny Wermuth & D. R. Cox, 2008. "Distortion of effects caused by indirect confounding," Biometrika, Biometrika Trust, vol. 95(1), pages 17-33.
  2. Bowden, Roger J, 1973. "The Theory of Parametric Identification," Econometrica, Econometric Society, vol. 41(6), pages 1069-1074, November.
  3. Elena Stanghellini & Nanny Wermuth, 2005. "On the identification of path analysis models with one hidden variable," Biometrika, Biometrika Trust, vol. 92(2), pages 337-350, June.
  4. Rothenberg, Thomas J, 1971. "Identification in Parametric Models," Econometrica, Econometric Society, vol. 39(3), pages 577-591, May.
  5. Judea Pearl, 2003. "Statistics and causal inference: A review," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 12(2), pages 281-345, December.
  6. Manabu Kuroki & Judea Pearl, 2014. "Measurement bias and effect restoration in causal inference," Biometrika, Biometrika Trust, vol. 101(2), pages 423-437.
  7. Manabu Kuroki, 2007. "Graphical identifiability criteria for causal effects in studies with an unobserved treatment/response variable," Biometrika, Biometrika Trust, vol. 94(1), pages 37-47.
Full references (including those not matched with items on IDEAS)

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:pia:wpaper:117/2013. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Davide Castellani)

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.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.