Causal inference tries to quantify the effect of a change in $X$ on $Y$ whilst holding constant or eliminating all other relevant factors which might influence this relationship.

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Causality studies on observational data: DID with 2SLS to compliment Rubin causal model

A study with observational data has treatment and control group but the assignment is not randomised: some chose to be in the treament, some otherwise. But the choice had been made before the ...
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11 views

How to incorporate characteristics of the object of outcome variables as predictors in model

I'm working with survey data for a social science research topic. The particulars aren't super important, so I'll use a simplified version to make it easier to understand what I'm trying to do. I say ...
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6 views

Using spike-slab to fit log-link GLM Gamma

I am attempting to model the causal impact (using CausalImpact package in R) of a know discrete event on the change in medical expenditures. I have 12 pre and 6 post period observations and upwards of ...
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8 views

Variables with low coefficients/high p-values in multiple linear regression highly correlated to significant predictors

This is possibly a very naive question: I am watching Hastie and Tibshiranie's class ("Introduction to Statistical Learning"), and at the end of this lecture, Tibshirani gives example of a multiple ...
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27 views

CausalImpact - Is pre-processing of covariates required?

I'm using the CausalImpact to evaluate the effect of a programme. My covariates are seasonal and I wonder whether I need to deseasonalise/ detrend the regressors before using the R package? Hal ...
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34 views

customized bsts model CausalImpact

I'm using the CausalImpact & bsts package to evaluate the effect of a programme. My problem is that in a model with regressor component the command ...
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54 views

Representing interaction effects in directed acyclic graphs

Directed acyclic graphs (DAGs; e.g. Greenland, et al, 1999) are a part of a formalism of causal inference from the contrafactual interpretation of causality camp. In these graphs the presence of an ...
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66 views

CausalImpact on single time series

Today I have tried to play a little with CausalImpact R-package https://google.github.io/CausalImpact/CausalImpact.html (Brodersen et al. 2015) to explore the impact of some decissions in a sales data ...
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26 views

How can I analyze / compare point-of-sales data between stores with different product offerings?

Let's say I have two stores, A and B, and let's say I have two products in the same department: product 1 and product 2. Let store B have product 2 which store A doesn't have, both stores have product ...
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12 views

Modeling complex mechanism with regression (or similar method)

There are six variables A, A', B, C, D, and D' and they are related as shown in the figure below. I want to know the effect of A on C through B. I firstly thought to use 2SLS, but since A and C are ...
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72 views

Questions about the paper of “inferring causal impact using bayesian structural time series models”

I am simulating this model in the paper Brodersen et al. (2015) and found I have difficulties on figuring out how to choose the starting point of Bayesian inference. To be explicitly, to my ...
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31 views

How to test whether it is valid causal inference

definition of average causal effect $$ ACE = E(C_1) - E(C_0) $$ $$ ACE = E(Y|X=1) - E(Y|X=0) $$ given the condition that $$ X \bot (Y(0), Y(1)) $$ So if I have a regression ...
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39 views

Regression discontinuity design with multiple cutoffs

When we have an RD with multiple cutoffs, and we pool all observations and estimate the treatment effect across cutoffs, what does the pooled estimate identify? I have found one paper using a RDD ...
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99 views

What is the best way to visualize difference-in-differences (multi-period) regression?

What's the best way to visualize difference-in-differences for both binary and continuous treatment? Do I regress the outcome variable on the set of controls but exclude the treatment variable and ...
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148 views

How do I interpret a “difference-in-differences” model with continuous treatment?

How do I interpret the ATE coefficient (i.e., the post-treatment indicator interacted with the continuous variable)? Does it make sense? Should I break it down into subgroups and just run a fixed ...
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34 views

Who conjectured that every correlation is caused by causal mechanisms?

I remember reading about this conjecture in Causality (Pearl, 2000). It states that every dependency between random variables can be explained (or originates from) a purely causal model. Of course ...
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17 views

How to show influence of a treatment group?

Instrumental variables regression is often used in economics to infer causal relationships. For instance, if we are interested in the effect of remittances (X) from abroad on home consumption (Y), we ...
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19 views

How can I compute cross-correlation and auto-correlation in R using pooled data?

I'm trying to perform a lagged linear regression on time series data sourced from ~10,000 hospital patients, for the purpose of estimating causal relationships between administration of a drug and a ...
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2answers
95 views

Causal inference from Cross sectional study

As far I know that, causal inference can make for longitudinal study. Is their anyway way to make causal inference from cross sectional study design? If yes, how can I do this? Please share if any ...
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19 views

Dealing with constraints in probabilistic graphical models

Suppose I have a graphical model with i.i.d. $\Lambda_i \sim exp(\lambda),\ \ i = 1,...,n$, and $\bf{\Lambda} = \sum_{i=1}^{n}\Lambda_i$. Imagine that that these $n$ lambda and this capital ...
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23 views

How to identify the underlying mechnism in regression (to preserve the causality)?

everyone,I recently encounter a problem when doing some empirical work. Say, with a cross section dataset,I'm studying the effect from A to Y, including a branch of control variables X,of which A is a ...
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32 views

How to do regression if one is not sure of dependent variable?

I have data on age, gender, height and weight of subjects, and also levels of 2 chemicals in blood of these subjects (chem1 and chem2). It is not clear whether chem1 affects chem2 or chem2 affects ...
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11 views

Isolating influence of sampling from actual change

Say I want to evaluate teams' batting coaches in a hypothetical baseball league. It's an unusual league in that there is no control over (and large fluctuation within) the number of at-bats each ...
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186 views

What are the main differences between Granger's and Pearl's causality frameworks?

Recently, I ran across several papers and online resources that mention Granger causality. Brief browsing through the corresponding Wikipedia article left me with the impression that this term refers ...
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56 views

Should I use the t-test or the Wilcoxon rank sum test given these qqplots and Shapiro-Wilk stats [duplicate]

I have 4 groups and I want to test if the pairwise difference in means are significantly different. There are 6 pairwise differences. The QQnorm plots of the 4 groups look like this: The ...
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28 views

Establishing causality under conditions of certainty

I'm currently reading "Causality: Models, Reasoning, and Inference" by Judea Pearl. Early on, he states that the development assumes that there are no certain entailments, no 1 or 0 probabilities -- ...
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37 views

Names for some canonical directed causal graphs/illustrations of some canonical causal relationships?

Certain names are used for structures or node relationships that appear in acyclic, directed graphs (DAGs). Often these DAGs are interpreted causally. Here's a partial list for relationships that ...
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23 views

What are the best empirical studies comparing causal inference with experimental, quasi-experimental, and non-experimental techniques?

The Issue: People attempt to draw causal inferences using many different statistical techniques (e.g. regression, propensity score matching, regression discontinuity, instrumental variables, etc.). ...
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36 views

Necessary conditions for causality

E. Tufte writes: 'Probably the shortest true statement that can be made about causality and correlation is "Empirically observed covariation is a necessary but not sufficient condition for ...
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11 views

Need a statistic for comparing “strength” of Markov blankets in a Bayesian network

Working with Bayesian networks. I take a given network structure and fit its parameters on data. I am looking for a statistic based on those parameter estimates that allows me to compare Markov ...
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54 views

Time domain regression - determining lagged predictors

Determining lifestyle factors affecting a medical symptom I have a dataset with n=200 records corresponding to contiguous days and consisting of 1 continuous output variable (a medical symptom) and ...
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196 views

Does rejection of null hypothesis in multiple regression entail causation?

We make a model of the following form: $$ y = \beta_0 + \beta_1x_1 + \beta_2x_2 + \epsilon $$ and with $n=1,000$, $\hat\beta_1$ has a p-value <0.001. If our data and data collection meets ...
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101 views

Can two linear regression variables be perfectly correlated but not share a single causal chain ancestor?

A causal chain lists event (or fact) $y$ with all its causal antecedents. We make a model of the following form: $$ y = \beta_0 + \beta_1x_1 + \beta_2x_2 + \epsilon $$ $\hat\beta_1$ has a p-value ...
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22 views

Measuring effects with longitudinal data

Problem: I have sales data through time e.g. how much each user spent on each shopping trip. I am interested in certain events (think users switching to Amazon Prime for instance). I know the date ...
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18 views

Mahalanobis Distance Matching

When doing Mahalanobis matching to improve covariate balance for causual inference, how come if the treated units aren't subsampled only the control covariance matrix is used $S_c$ as opposed to the ...
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123 views

How does one verify causation?

After we have shown that two quantities are correlated how do we infer that the relationship is causal? And furthermore which one causes what? Now in theory one can use a "random assignment" (whatever ...
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92 views

Under what conditions does correlation imply proximity to causation?

I've recently had an experience with the whole "correlation does not imply causation", which is certainly true as far as a true/false proposition is concerned, but which also seems to be used too ...
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262 views

Clarification on ARDL/Unrestricted Error Correction Model

I have a few questions about unrestricted error correction models. The UECM for a model where $Y$ is the dependent variable and $x$ is the sole independent variable is given by, $$ \Delta ...
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531 views

How fair is it to use the word “predict” for (logistic) regression?

My understanding is that even regression does not give causality. It can only give association between y variable and x variables and possibly a direction. Am I correct? I've often found phrases ...
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78 views

Self Selection bias for estimating a valiable correlated to the selector

I am trying to find a way to see if a measured variable between two groups is significantly different. This would normally be done through a t-test if the two groups were randomly selected from the ...
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348 views

Confidence interval for average treatment effect from propensity score weighting?

I am trying to estimate the average treatment effect from observational data using propensity score weighting (specifically IPTW). I think I am calculating the ATE correctly, but I don't know how to ...
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19 views

normalizing predictor by another predictor

I'm fitting a linear model with outcome $Y$. I have measurements for variables $X_1$ and $X_2$. I hypothesize that $X_1$ and $Y$ are linearly related. I want to know the slope and significance of ...
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41 views

$3^3$ factorial design

Suppose in a $3^3$ factorial design, factor A has three levels. We want to test the significance of A and after setting hypothesis $$H_0:\alpha_i=0 \quad\text{for}\quad i=1,2,3 \quad\text{Vs.}\quad ...
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221 views

Is it okay to run CausalImpact in R on successive portions of a time series?

We’re doing some advertising tests with test and control groups very similar to the example in the Google Research Causal Impact publication except we’re doing state tests and not DMA. I just have a ...
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114 views

Propensity Score can be used as a covariate in regression?

I have treated and control groups with a problem of selection in the treatment group. I am interested in the identification of the following model: $y= exp(X^\prime\beta + \alpha\cdot T)$ where $T$ ...
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50 views

Multilevel model for causal inference using observational data

I am trying to follow the lecture notes by Imbens/Wooldridge (http://www.nber.org/WNE/lect_10_diffindiffs.pdf) on difference-in-differences estimation. In page 4, they discuss the general framework ...
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210 views

group fixed-effects, not individual-fixed effects using plm in R

I am analyzing some data to evaluate the impact (causal effect) of a program that is delivered at group level (a village). The outcome of interest is measured at the individual level (individuals ...
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268 views

Transfer function in forecasting models - interpretation

I am occupied with ARIMA modelling augmented with exogenous variables for promotional modelling purposes and i have hard time explaining it to business users. In some cases software packages end up ...
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42 views

Explaining why the slope varies in varying slope model?

When I fit a multilevel varying slope model, it is easy to summarize the variation in slope. However, I have not yet seen any materials that discusses how to explain such variation (i.e. what about ...
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180 views

Is there evidence of mediation? Need help with interpretation of mediation analysis results

I have performed a mediation analysis. I have an independent variable T, a mediator M, and outcome Y. (All 3 variables are binary, and I use logit.) (While I used Stata ...