Graphical Criteria for Efficient Total Effect Estimation via Adjustment in Causal Linear Models
arXiv:1907.02435 · doi:10.1111/rssb.12451
Abstract
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 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 reducing 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.
arXiv comment63 pages, 17 figures
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