Discussion of "Data-driven confounder selection via Markov and Bayesian networks" by Jenny Häggström
arXiv:1710.11566
Abstract
In this discussion we consider why it is important to estimate causal effect parameters well even they are not identified, propose a partially identified approach for causal inference in the presence of colliders, point out an under-appreciated advantage of double robustness, discuss the relative difficulty of independence testing versus regression, and finally commend Häggström for her exploration of causal inference with high-dimensional confounding, while making a call for further research in this same vein.