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

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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.

Original languageEnglish
JournalJournal of the Royal Statistical Society. Series B: Statistical Methodology
Volume84
Issue number2
Pages (from-to)579-599
Number of pages21
ISSN1369-7412
DOIs
Publication statusPublished - 2022

Bibliographical note

Publisher Copyright:
© 2022 The Authors. Journal of the Royal Statistical Society: Series B (StatisticalMethodology) published by John Wiley & Sons Ltd on behalf of Royal Statistical Society.

    Research areas

  • causal inference, covariate adjustment, efficiency, graphical models

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