Questions tagged [causality]
The relationship between cause and effect.
1,863
questions
0
votes
0
answers
6
views
On assumptions of local projection method
It is well known that Jorda(2005) proposed the following model called local projection:
$$y_{t+h} - y_{t-1} = \beta_h shock_{t} + \gamma_h ctr_{t-1} + \epsilon_{t,h}, h = 0,1,2,\dots,H.$$
I am trying ...
- 125
0
votes
0
answers
31
views
How would I do sensitivity analysis for other models? (logistic regression, random forest, Cox proportional hazard) [closed]
I wanted to know how to conduct sensitivity analysis for causal inference on my models. Right now I've used logistic regression, a random forest model, and in another study I have used a Cox ...
1
vote
0
answers
18
views
Understanding Ignorability and Confounding Variables
I am reading Data Analysis Using Regression and Hierarchical Models and am confused by the concept of ignorability. The description in the book seems to say different things.
Said another way,
we ...
- 111
3
votes
2
answers
291
views
Sandwich variance estimator or bootstrap-based variance for stabilized inverse probability weighting (IPW)
Multiple published papers describe IPW as akin to having population with multiply copies of the same individuals. Hence, the correlation should be accounted and corrected using sandwich variance ...
- 885
2
votes
2
answers
45
views
How to deal with data edge cases when applying Pearl intervention formula for estimation?
Given the causal graph $(Z\to X$, $Z\to Y$, $X\to Y)$, according to Pearl’s intervention, the effect of intervening $X$ on $Y$ can be estimated as
$$P(Y=y|\operatorname{do}(X=x)) = \sum_z P(Y=y|X=x,Z=...
- 21
0
votes
0
answers
10
views
Moderated Mediation in a "Two-Step" Structural Equation Model
Can someone please help me figure out how to include a moderator in the structural equation model (SEM) below?
It's a "two-step" model in the sense that there are two causal linkages, one ...
0
votes
0
answers
14
views
Causal mediation analysis via g-computation - why randomly permute the simulated mediator?
I have been reading about causal mediation analysis in settings where there is time-varying confounding of the mediator-outcome relationship. The estimands in question are the randomized analogues of ...
- 523
2
votes
1
answer
33
views
When the direction of causation can plausiblely run in either direction, is there a good stat approach to distinguishing relative strength?
I am interested in an instance where it is plausible that ideology influences economic outcome, and also that economic outcomes influence ideology. Assuming that I have good and relavent measures of ...
- 3,157
1
vote
0
answers
36
views
Rather Than Framing Causal Inference as "How Much X Causes Y to Change", Can You Frame Causal Inference As "X Explains _% of the Variation in Y"
Most causal research designs seek to estimate a causal effect and interpret that causal effect as a marginal effect (a 1-unit shift in X leads to a _ amount of change in Y).
However, as I've spent ...
- 843
0
votes
0
answers
12
views
Meta-learner trained on matched data [closed]
I am trying to estimate the average treatment on the treated.
I have used propensity score matching first, to create the control and treatment groups.
I end up having quite small group sizes (1500 ...
- 11
1
vote
0
answers
19
views
Grid-level spatial fixed effects (with time and seasonality)
I have panel data with reported human-wildlife conflicts with a date and grid cell location:
I'm trying to isolate the impact that extreme precipitation and temperature have on conflict rates. I am ...
- 11
0
votes
0
answers
16
views
Can I interpret the size of my regression coefficient when I only control for confounders and not non-confounding covariates?
I am very confused at the moment, for my bachelor's thesis I am performing a Panel Individual Fixed Effects analysis and have only controlled for confounders.
I was under the assumption that when I ...
3
votes
1
answer
96
views
What is the math rationale behind the inverse probability weighting?
Papers say IPTW (inverse probability weighting) is superior to PSM (propensity score matching) because it does not necessarily drop observations, whereas PSM drops those observation not paired.
IPTW ...
- 41
4
votes
1
answer
57
views
Experiment design to determine effect of ads on etsy shop performance
I am looking to design an experiment to determine the impact of turning on etsy ads for my shop. I opened a shop for plant pots and have made 27 sales in the 4 months I have been open. I am ...
- 41
4
votes
1
answer
65
views
Causal variables and causal independence of the noise variables
In causality, my understanding is that, if we have causal variables $S_i$, we must have / assume that the (exogenous?) noise variables associated with each $S_i$ are causally independent of each other....
- 2,096