Skip to main content

All Questions

0 votes
0 answers
10 views

Why does dimensionality affect significance and effect size in a Full Conditional Independence (FullCI) test?

The 2018 Runge et al paper titled "Detecting causal associations in large non linear time series datasets" describes the PCMCI method. It compares the new PCMCI method with another method ...
quant's user avatar
  • 384
1 vote
1 answer
106 views

Conditional expectation function and causal inference

!For the question itself skip to the last paragraph! It is my understanding that iff we have a model of the form $$Y = m(X) + e$$ and $E[e|X] = 0$ we know that $m(X)$ is the conditional expectation ...
ArOk's user avatar
  • 265
3 votes
1 answer
45 views

Testing for conditional independence with nonlinear relationships

I am reading about the IC and IC* (Inductive Causation) algorithms for discovering DAGs from observations. The first step of the algorithm is for each pair of variables a and b, search for a set of ...
Marc Bacvanski's user avatar
1 vote
1 answer
137 views

Is treatment conditionally independent from outcome in Single Experiment Design?

I'm reading this slides. At slide 10 there is written that in "Single Experiment Design" we assume "Randomization of treatment", that is: $ \{ Y_i(t,m),M_i(t') \} \perp T_i \lvert ...
robertspierre's user avatar
0 votes
1 answer
35 views

Is A independent of B conditioned on B?

Does $A \perp\!\!\!\!\!\!\perp B | B$ always hold? Part of me is like yes: if we know the value of $B$, then more information about $B$ can't tell us anything about $A$, and vice versa. Consider this ...
Leo Ware's user avatar
2 votes
1 answer
207 views

What's the relationship between statement "Z causes both X and Y" and "X and Y are independent given Z"?

Suppose I have two statements: Statement 1: Random variable Z is the common cause for random variable X and Y (Z causes both X and Y) Statement 2: Random variable X and Y are (conditionally) ...
ExcitedSnail's user avatar
  • 2,966
0 votes
0 answers
41 views

Clarify, with example, completeness conjecture by Pearl and Paz

I was going through Probabilistic Reasoning In Intelligent Systems by Judea Pearl. A completeness conjecture (for which no complete proof is there as yet, but has been found to be true generally, as ...
Anirban Chakraborty's user avatar
1 vote
0 answers
435 views

AIPW and Cross-fitting (Stanford stat361)

I am reading lecture note (Stanford stat361: https://web.stanford.edu/~swager/stats361.pdf) written by Stefan Wager. At page 23-24 the author states dependent summands become independent after ...
Ivan.lee's user avatar
2 votes
1 answer
55 views

Causality: Models, Reasoning, and Inference: Notation Question Concerning Graphoids

$\newcommand{\ci}{\!\perp\!\!\!\perp\!}$On page 11 of the book in the title, Pearl introduces the Dawid notation for conditional independence: $(X\ci Y|Z)_P$ if and only if $P(x|y,z)=P(x|z)$ for all ...
Adrian Keister's user avatar
3 votes
1 answer
515 views

Expectation of potential outcomes formula

In Mostly Harmless Econometrics, the author uses the following identity to derive an estimator for the causal effect: $$E \left[ \frac{Y_i D_i} {p(X_i)} \right] = E \left[Y_{1i} \right]$$ where: $...
gsmafra's user avatar
  • 287