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The Variance of Causal Effect Estimators for Binary V-structures

Kuipers, Jack and Moffa, Giusi. (2021) The Variance of Causal Effect Estimators for Binary V-structures.

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Official URL: https://edoc.unibas.ch/84870/

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Abstract

Adjusting for covariates is a well established method to estimate the total causal effect of an exposure variable on an outcome of interest. Depending on the causal structure of the mechanism under study there may be different adjustment sets, equally valid from a theoretical perspective, leading to identical causal effects. However, in practice, with finite data, estimators built on different sets may display different precision. To investigate the extent of this variability we consider the simplest non-trivial non-linear model of a v-structure on three nodes for binary data. We explicitly compute and compare the variance of the two possible different causal estimators. Further, by going beyond leading order asymptotics we show that there are parameter regimes where the set with the asymptotically optimal variance does depend on the edge coefficients, a result which is not captured by the recent leading order developments for general causal models. As a practical consequence, the adjustment set selection needs to account for the relative magnitude of the relationships between variables with respect to the sample size, and cannot rely on purely graphical criteria.
Faculties and Departments:05 Faculty of Science > Departement Mathematik und Informatik > Mathematik > Statistik (Moffa)
UniBasel Contributors:Moffa, Giusi
Item Type:Working Paper
Publisher:arXiv
Number of Pages:15
Note:Publication type according to Uni Basel Research Database: Discussion paper / Internet publication
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Last Modified:01 Nov 2021 10:41
Deposited On:01 Nov 2021 10:41

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