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1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (www.cs.ucla.edu/~judea/)

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Page 1: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

11

WHAT'S NEW IN CAUSAL INFERENCE:

From Propensity Scores And Mediation To External Validity

And Selection Bias

Judea PearlUCLA

(www.cs.ucla.edu/~judea/)

Page 2: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

22

1. Unified conceptualization of counterfactuals,

structural-equations, and graphs

2. Propensity scores demystified

3. Direct and indirect effects (Mediation)

4. External validity mathematized

OUTLINE

Page 3: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

33

TRADITIONAL STATISTICALINFERENCE PARADIGM

Data

Inference

Q(P)(Aspects of P)

PJoint

Distribution

e.g.,Infer whether customers who bought product Awould also buy product B.Q = P(B | A)

Page 4: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

44

Data

Inference

Q(M)(Aspects of M)

Data Generating

Model

M – Invariant strategy (mechanism, recipe, law, protocol) by which Nature assigns values to variables in the analysis.

JointDistribution

THE STRUCTURAL MODELPARADIGM

M

“Think Nature, not experiment!”•

Page 5: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

55

Z

YX

INPUT OUTPUT

FAMILIAR CAUSAL MODELORACLE FOR MANIPILATION

Page 6: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

66

STRUCTURALCAUSAL MODELS

Definition: A structural causal model is a 4-tupleV,U, F, P(u), where• V = {V1,...,Vn} are endogeneas variables• U = {U1,...,Um} are background variables• F = {f1,..., fn} are functions determining V,

vi = fi(v, u)• P(u) is a distribution over UP(u) and F induce a distribution P(v) over observable variables

Yuxy e.g.,

Page 7: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

77

CAUSAL MODELS AND COUNTERFACTUALS

Definition: The sentence: “Y would be y (in situation u), had X been x,”

denoted Yx(u) = y, means:The solution for Y in a mutilated model Mx, (i.e., the equations for X

replaced by X = x) with input U=u, is equal to y.

)()( uYuY xMx

The Fundamental Equation of Counterfactuals:

Page 8: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

88

READING COUNTERFACTUALSFROM SEM

Data shows: = 0.7, = 0.5, = 0.4A student named Joe, measured X=0.5, Z=1, Y=1.9Q1: What would Joe’s score be had he doubled his study time?

X Y

3

2

1

Z

X Y7.0

5.0 4.03

2

1

Z

Score

TimeStudy

Treatment

Y

Z

X

3

2

1

zxy

xz

x

Page 9: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

99

0.2Z

Y 9.1

9.1)(2 uYz

Q1: What would Joe’s score be had he doubled his study time?Answer: Joe’s score would be 1.9Or,In counterfactual notation:

7.0

75.0

1 5.04.0

75.03

5.0X

2

READING COUNTERFACTUALS

X Y7.0

5.0 4.03

2

1

Z

Y7.0

5.0

75.0

1

0.1

5.0

Z4.0

75.03

5.0X 5.1

2

Page 10: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

1010

25.1Z

1X 0 25.1

5.0

Y 5.1

0.1Z

5.0X Y 25.2

1 5.0

7.0

4.075.03

75.02

Q2: What would Joe’s score be, had the treatment been 0 and had he studied at whatever level he would have studied had the treatment been 1?

READING COUNTERFACTUALS

X Y7.0

5.0 4.03

2

1

Z 0.2Z

Y 9.17.0

75.0

1 5.04.0

75.03

5.0X

2

Y7.0

5.0

75.0

1

0.1

5.0

Z4.0

75.03

5.0X 5.1

2

7.0

1 5.0

25.1Z4.0

75.03

X Y

75.02

1 25.2

5.0

Page 11: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

1111

POTENTIAL AND OBSERVED OUTCOMES PREDICTED BY A STRUCTURAL MODEL

Page 12: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

1212

In particular:

),|(),|'(

)()()|(

')(':'

)(:

yxuPyxyYP

uPyYPyP

yuxYux

yuxYux

)(xdo

CAUSAL MODELS AND COUNTERFACTUALS

Definition: The sentence: “Y would be y (in situation u), had X been x,”

denoted Yx(u) = y, means:

The solution for Y in a mutilated model Mx, (i.e., the equations for X replaced by X = x) with input U=u, is equal to y.

)(),()(,)(:

uPzZyYPzuZyuYu

wxwx

Joint probabilities of counterfactuals:

Page 13: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

1313

Define:

Assume:

Identify:

Estimate:

Test:

THE FIVE NECESSARY STEPSOF CAUSAL ANALYSIS

Express the target quantity Q as a function Q(M) that can be computed from any model M.

Formulate causal assumptions A using some formal language.

Determine if Q is identifiable given A.

Estimate Q if it is identifiable; approximate it, if it is not.

Test the testable implications of A (if any).

))(|())(|( 01 xdoYExdoYE ATEe.g., )'|( xXyYP x ETT e.g.,

Page 14: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

1414

),(|),,( 010001 xxZxxxZx YYEIEYYEDE e.g., )'|( xXyYP x ETT e.g.,

Express the target quantity Q as a function Q(M) that can be computed from any model M.

Formulate causal assumptions A using some formal language.

Determine if Q is identifiable given A.

Estimate Q if it is identifiable; approximate it, if it is not.

Test the testable implications of A (if any).

),|( 1100yYxXyYPPC x e.g.,

Define:

Assume:

Identify:

Estimate:

Test:

THE FIVE NECESSARY STEPSOF CAUSAL ANALYSIS

Page 15: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

1515

CAUSAL MODEL

(MA)

A - CAUSAL ASSUMPTIONS

Q Queries of interest

Q(P) - Identified estimands

Data (D)

Q - Estimates of Q(P)

Causal inference

T(MA) - Testable implications

Statistical inference

Goodness of fit

Model testingProvisional claims

),|( ADQQ )(Tg

A* - Logicalimplications of A

CAUSAL MODEL

(MA)

THE LOGIC OF CAUSAL ANALYSIS

Page 16: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

1616

IDENTIFICATION IN SCM

Find the effect of X on Y, P(y|do(x)), given the

causal assumptions shown in G, where Z1,..., Zk are auxiliary variables.

Z6

Z3

Z2

Z5

Z1

X Y

Z4

G

Can P(y|do(x)) be estimated if only a subset, Z, can be measured?

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1717

ELIMINATING CONFOUNDING BIASTHE BACK-DOOR CRITERION

P(y | do(x)) is estimable if there is a set Z ofvariables such that Z d-separates X from Y in Gx.

Z6

Z3

Z2

Z5

Z1

X Y

Z4

Z6

Z3

Z2

Z5

Z1

X Y

Z4

Z

Gx G

• Moreover,

(“adjusting” for Z) Ignorability

z z zxP

zyxPzPzxyPxdoyP

)|(),,(

)(),|())(|(

Page 18: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

1818

Front Door

EFFECT OF WARM-UP ON INJURY (After Shrier & Platt, 2008)

No, no!

Watch out!

Warm-up Exercises (X) Injury (Y)

???

Page 19: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

1919

PROPENSITY SCORE ESTIMATOR(Rosenbaum & Rubin, 1983)

Z6

Z3

Z2

Z5

Z1

X Y

Z4

),,,,|1(),,,,( 5432154321 zzzzzXPzzzzzL

Adjustment for L replaces Adjustment for Z

z l

lLPxlLyPzPxzyP )(),|()(),|(Theorem:

P(y | do(x)) = ?

L

Can L replace {Z1, Z2, Z3, Z4, Z5} ?

Page 20: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

2020

WHAT PROPENSITY SCORE (PS)PRACTITIONERS NEED TO KNOW

1. The asymptotic bias of PS is EQUAL to that of ordinary adjustment (for same Z).

2. Including an additional covariate in the analysis CAN SPOIL the bias-reduction potential of others.

)|1()( zZXPzL

z l

lPxlyPzPxzyP )(),|()(),|(

3. In particular, instrumental variables tend to amplify bias.4. Choosing sufficient set for PS, requires knowledge of the

model.

ZX YX Y X Y

Z

X Y

ZZ

Page 21: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

2121

U

c1

X Y

Z

c2c3

c0

SURPRISING RESULT:Instrumental variables are Bias-Amplifiers in linear models (Bhattarcharya & Vogt 2007; Wooldridge 2009)

“Naive” bias

Adjusted bias

2123

2102

3

210

11))(|(),|( cc

c

ccc

c

cccxdoYE

xzxYE

xBz

2102100 ))(|()|( ccccccxdoYEx

xYEx

B

(Unobserved)

Page 22: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

2222

INTUTION:When Z is allowed to vary, it absorbs (or explains) some of the changes in X.

When Z is fixed the burden falls on U alone, and transmitted to Y (resulting in a higher bias)

U

c1

X Y

Z

c2c3

c0

U

c1

X Y

Z

c2c3

c0

U

c1

X Y

Z

c2c3

c0

Page 23: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

2323

c0

c2

Z

c3

U

YX

c4

T1

c1

WHAT’S BETWEEN AN INSTRUMENT AND A CONFOUNDER?Should we adjust for Z?

T2

ANSWER:

CONCLUSION:

23

12

3

4

1 c

cccc

Yes, if

No, otherwise

Adjusting for a parent of Y is safer than a parent of X

Page 24: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

2424

WHICH SET TO ADJUST FOR

Should we adjust for {T}, {Z}, or {T, Z}?

Answer 1: (From bias-amplification considerations){T} is better than {T, Z} which is the same as {Z}

Answer 2: (From variance considerations){T} is better than {T, Z} which is better than {Z}

Z T

X Y

Page 25: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

2525

CONCLUSIONS

• The prevailing practice of adjusting for all covariates, especially those that are good predictors of X (the “treatment assignment,” Rubin, 2009) is totally misguided.

• The “outcome mechanism” is as important, and much safer, from both bias and variance viewpoints

• As X-rays are to the surgeon, graphs are for causation

Page 26: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

2626

REGRESSION VS. STRUCTURAL EQUATIONS(THE CONFUSION OF THE CENTURY)

Regression (claimless, nonfalsifiable): Y = ax + Y

Structural (empirical, falsifiable): Y = bx + uY

Claim: (regardless of distributions): E(Y | do(x)) = E(Y | do(x), do(z)) = bx

Q. When is b estimable by regression methods?A. Graphical criteria available

The mothers of all questions:Q. When would b equal a?A. When all back-door paths are blocked, (uY X)

Page 27: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

2727

TWO PARADIGMS FOR CAUSAL INFERENCE

Observed: P(X, Y, Z,...)

Conclusions needed: P(Yx=y), P(Xy=x | Z=z)...

How do we connect observables, X,Y,Z,…

to counterfactuals Yx, Xz, Zy,… ?N-R modelCounterfactuals areprimitives, new variables

Super-distribution

Structural modelCounterfactuals are derived quantities

Subscripts modify the model and distribution )()( yYPyYP xMx ,...,,,

,...),,...,,(*

yx

zxZYZYX

XYYXP

constrain

Page 28: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

2828

“SUPER” DISTRIBUTIONIN N-R MODEL

X

0

0

0

1

Y 0

1

0

0

Yx=0

0

1

1

1

Z

0

1

0

0

Yx=1

1

0

0

0

Xz=0

0

1

0

0

Xz=1

0

0

1

1

Xy=0 0

1

1

0

U

u1

u2

u3

u4

inconsistency: x = 0 Yx=0 = Y Y = xY1 + (1-x) Y0

yx

zx

xyxzyx

ZXY

XZyYP

ZYZYZYXP

|

),|(*

...),...,...,,...,,(*

:Defines

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2929

ARE THE TWO PARADIGMS EQUIVALENT?

• Yes (Galles and Pearl, 1998; Halpern 1998)

• In the N-R paradigm, Yx is defined by consistency:

• In SCM, consistency is a theorem.

• Moreover, a theorem in one approach is a theorem in the other.

• Difference: Clarity of assumptions and their implications

01 )1( YxxYY

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3030

AXIOMS OF STRUCTURAL COUNTERFACTUALS

1. Definiteness

2. Uniqueness

3. Effectiveness

4. Composition (generalized consistency)

5. Reversibility

xuXtsXx y )( ..

')')((&))(( xxxuXxuX yy

xuX xw )(

)()()( uYuYxuX wwxw

yuYwuWyuY xxyxw )())((&))((

Yx(u)=y: Y would be y, had X been x (in state U = u)

(Galles, Pearl, Halpern, 1998):

Page 31: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

3131

FORMULATING ASSUMPTIONSTHREE LANGUAGES

},{),()(

),()()()(

),()(

XYZuYuY

uXuXuXuX

uZuZ

zxzxz

zzyy

yxx

2. Counterfactuals:

1. English: Smoking (X), Cancer (Y), Tar (Z), Genotypes (U)

X YZ

U

ZX Y

3. Structural:

)3,,(

),(

),(

3

22

11

uzfy

xfz

ufx

Page 32: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

3232

1. Expressing scientific knowledge2. Recognizing the testable implications of one's

assumptions 3. Locating instrumental variables in a system of

equations4. Deciding if two models are equivalent or nested5. Deciding if two counterfactuals are independent

given another6. Algebraic derivations of identifiable estimands

COMPARISON BETWEEN THEN-R AND SCM LANGUAGES

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3333

GRAPHICAL – COUNTERFACTUALS SYMBIOSIS

Every causal graph expresses counterfactuals assumptions, e.g., X Y Z

consistent, and readable from the graph.

• Express assumption in graphs• Derive estimands by graphical or algebraic

methods

)()(, uYuY xzx

2. Missing arcs Y Z yx ZY

1. Missing arrows Y Z

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3434

EFFECT DECOMPOSITION(direct vs. indirect effects)

1. Why decompose effects?

2. What is the definition of direct and indirect effects?

3. What are the policy implications of direct and indirect effects?

4. When can direct and indirect effect be estimated consistently from experimental and nonexperimental data?

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3535

WHY DECOMPOSE EFFECTS?

1. To understand how Nature works

2. To comply with legal requirements

3. To predict the effects of new type of interventions:

Signal routing, rather than variable fixing

Page 36: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

3636

X Z

Y

LEGAL IMPLICATIONSOF DIRECT EFFECT

What is the direct effect of X on Y ?

(averaged over z)

))(),(())(),( 01 zdoxdoYEzdoxdoYECDE ||(

(Qualifications)

(Hiring)

(Gender)

Can data prove an employer guilty of hiring discrimination?

Adjust for Z? No! No!

Page 37: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

3737

X Z

Y

FISHER’S GRAVE MISTAKE(after Rubin, 2005)

Compare treated and untreated lots of same density

No! No!

))(),(())(),( 01 zdoxdoYEzdoxdoYE ||(

(Plant density)

(Yield)

(Soil treatment)

What is the direct effect of treatment on yield?

zZ zZ

(Latent factor)

Proposed solution (?): “Principal strata”

Page 38: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

3838

z = f (x, u)y = g (x, z, u)

X Z

Y

NATURAL INTERPRETATION OFAVERAGE DIRECT EFFECTS

Natural Direct Effect of X on Y:The expected change in Y, when we change X from x0 to x1 and, for each u, we keep Z constant at whatever value it attained before the change.

In linear models, DE = Natural Direct Effect

][001 xZx YYE

x

);,( 10 YxxDE

Robins and Greenland (1992) – “Pure”

)( 01 xx

Page 39: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

3939

DEFINITION AND IDENTIFICATION OF NESTED COUNTERFACTUALS

Consider the quantity

Given M, P(u), Q is well defined

Given u, Zx*(u) is the solution for Z in Mx*, call it z

is the solution for Y in Mxz

Can Q be estimated from data?

Experimental: nest-free expressionNonexperimental: subscript-free expression

)]([ )(*uYEQ uxZxu

entalnonexperim

alexperiment

)()(*uY uxZx

Page 40: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

4040

z = f (x, u)y = g (x, z, u)

X Z

Y

DEFINITION OFINDIRECT EFFECTS

Indirect Effect of X on Y:

The expected change in Y when we keep X constant, say at x0,

and let Z change to whatever value it would have attained had X

changed to x1.

In linear models, IE = TE - DE

][010 xZx YYE

x

);,( 10 YxxIE

No Controlled Indirect Effect

Page 41: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

4141

POLICY IMPLICATIONS OF INDIRECT EFFECTS

f

GENDER QUALIFICATION

HIRING

What is the indirect effect of X on Y?

The effect of Gender on Hiring if sex discriminationis eliminated.

X Z

Y

IGNORE

Deactivating a link – a new type of intervention

Page 42: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

4242

1. The natural direct and indirect effects are identifiable in Markovian models (no confounding),

2. And are given by:

3. Applicable to linear and non-linear models, continuous and discrete variables, regardless of distributional form.

MEDIATION FORMULAS

)(

))](|())(|())[,(|(

)).(|())],(|()),(|([

010

001

revIEDETE

xdozPxdozPzxdoYEIE

xdozPzxdoYEzxdoYEDE

z

z

Page 43: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

4343

Z

m2

X Y

m1

IEDETE WHY

IEDETE

mmIE

DE

mmTE

21

21

In linear systems

22

11

xzzmxy

xmz

xz

1

21

121

mIEDETE

mmIE

DE

mmmTELinear + interaction

Page 44: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

4444

MEDIATION FORMULASIN UNCONFOUNDED MODELS

X

Z

Y

)|()|(

])|()|()[,|([

)|()],|(),|([

01

010

001

xYExYETE

xzPxzPzxYEIE

xzPzxYEzxYEDE

z

z

mediation to owed responses of Fraction

mediationby explained responses of Fraction

DETE

IE

Page 45: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

4545

Z

m2

X Y

m1

)(revIEDETE

DETEmmIE

DE

mmTE

21

21

mediation

disablingby prevented Effect

alone mediationby sustained Effect

DETE

IE

IEDETE WHY

IErevIE )(

Disabling mediation

Disabling direct path

DE

TE - DE

TE

IE

In linear systems

Is NOT equal to:

Page 46: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

4646

MEDIATION FORMULAFOR BINARY VARIABLES

X

Z

Y

))((

)()1)((

000101

0011100010gghhIE

hgghggDE

XX ZZ YY E(Y|x,z)=gxz E(Z|x)=hx

nn11 00 00 00

nn22 00 00 11

nn33 00 11 00

nn44 00 11 11

nn55 11 00 00

nn66 11 00 11

nn77 11 11 00

nn88 11 11 11

0021

2 gnn

n

0143

4 gnn

n

1065

6 gnn

n

1187

8 gnn

n

04321

43 hnnnn

nn

18765

87 hnnnn

nn

Page 47: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

4747

RAMIFICATION OF THEMEDIATION FORMULA

• DE should be averaged over mediator levels,

IE should NOT be averaged over exposure levels.

• TE-DE need not equal IETE-DE = proportion for whom mediation is necessary

IE = proportion for whom mediation is sufficient

• TE-DE informs interventions on indirect pathways

IE informs intervention on direct pathways.

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4848

TRANSPORTABILITY -- WHEN CANWE EXTRAPOLATE EXPERIMENTAL FINDINGS TO

DIFFERENT POPULATIONS?

Experimental study in LAMeasured:

Problem: We find

(LA population is younger)

What can we say about Intuition:

)),(|(),,(

zxdoyPzyxP

))(|(* xdoyP

Observational study in NYCMeasured: ),,(* zyxP

)(*)( zPzP

z

zPzxdoyPxdoyP )(*)),(|())(|(*

X Y

Z = age

X Y

Z = age

Page 49: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

4949

TRANSPORT FORMULAS DEPEND ON THE STORY

X Y

Z

(a)X Y

Z

(b)

a) Z represents age

b) Z represents language skill

c) Z represents a bio-marker

z

zPzxdoyPxdoyP )(*)),(|())(|(*

???))(|(* xdoyP

???))(|(* xdoyP

X Y(c)

Z

Page 50: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

5050

TRANSPORTABILITY(Pearl and Bareinboim, 2010)

Definition 1 (Transportability)Given two populations, denoted and *, characterized by models M = <F,V,U> and M* = <F,V,U+S>, respectively, a causal relation R is said to be transportable from to * if

1. R() is estimable from the set I of interventional studies on , and

2. R(*) is identified from I, P*, G, and G + S.

S = external factors responsible for M M*

Page 51: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

5151

TRANSPORT FORMULAS DEPEND ON THE STORY

a) Z represents age

b) Z represents language skill

c) Z represents a bio-marker

z

zPzxdoyPxdoyP )(*)),(|())(|(*

))(|(* xdoyP

X YZ

(b)

S

X Y

Z

(a)

S

X Y(c)

Z

S

))(|( xdoyP

z

xzPzxdoyP )|(*)),(|())(|(* xdoyP

?

?

Page 52: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

5252

X Y(f)

Z

S

X Y(d)

Z

S

W

WHICH MODEL LICENSES THE TRANSPORT OF THE CAUSAL EFFECT

X Y(e)

Z

S

W

(c)X YZ

S

X YZ

S

WX YZ

S

W

(b)YX

S

(a)YX

S

Page 53: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

5353

U

W

DETERMINE IF THE CAUSAL EFFECT IS TRANSPORTABLE

X YZ

V

ST

S

The transport formula

What measurements need to be taken in the study and in the target population?

tz w

tPtxdowPwzPzxdoyP

xdoyP

)(*)),(|()|(*)),(|(

))(|(*

Page 54: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

5454

SURROGATE ENDPOINTS – A CAUSAL PERSPECTIVE

The problem:Infer effects of (randomized) treatment (X) on outcome (Y) from

measurements taken on a surrogate variable (Z), which is more readily measurable, and is sufficiently well correlated with the first (Ellenberg and Hamilton 1989).

Prentice 1989: "strong correlation is not sufficient," there should be "no pathways that bypass the surrogate" (2005).

1989-2011 - Everyone agrees that correlation is notsufficient, and no one explains why.

Page 55: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

5555

WHY STRONG CORRELATION IS NOT SUFFICIENT FOR SURROGACY

Joffe and Green (2009):“A surrogate outcome is an outcome for which knowing the effect of treatment on the surrogate allows prediction of the effect of treatment on the more clinically relevant outcome.”

Two effects = Two experiments conducted under two different conditions.

Surrogacy = “Strong correlation,”             +  robustness to the new conditions.

New condition = Interventions to change the surrogate Z.

Page 56: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

5656

WHO IS A GOOD SURROGATE?

S

S

S

X SX Y

(a)

Z

S

X Y

(b)Z

Y

(c)Z

X

(d)

Z Y X Y

(e)

Z

S

X Y

(f)

Z

U W

Page 57: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

5757

Definition (Pearl and Bareinboim, 2011):A variable Z is said to be a surrogate endpoint relative the effect of X on Y if and only if:

1. P(y|do(x), z) is highly sensitive to Z in the experimental study, and

2. P(y|do(x), z, s) = P(y|do(x), z, s ) where S is a selection

variable added to G and directed towards Z.

In words, the causal effect of X on Y can be reliably predicted

from measurements of Z, regardless of the mechanism

responsible for variations in Z.

SURROGACY: CORRELATIONS AND ROBUSTNESS

Page 58: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

5858

Z and X d-separate S from Y.

SURROGACY: A GRAPHICAL CRITERION

S

S

S

X SX Y

(a)

Z

S

X Y

(b)Z

Y

(c)Z

X

(d)

Z Y X Y

(e)

Z

S

X Y

(f)

Z

U W

Page 59: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

5959

X

S

UY

Yc0

1 2

No selection biasSelection bias activated by a virtual colliderSelection bias activated by both a virtual collider and real collider

THE ORIGIN OFSELECTION BIAS:

UX

Page 60: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

6060

Can be eliminated by randomization or adjustment

X

UY

Y

S2

CONTROLLING SELECTION BIAS BY ADJUSTMENT

U1 U2

S3 S1

Page 61: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

6161

Cannot be eliminated by randomization, requires adjustment for U2

X

UY

Y

S2

CONTROLLING SELECTION BIAS BY ADJUSTMENT

U1 U2

S3 S1

Page 62: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

6262

Cannot be eliminated by randomization or adjustment

X

UY

Y

S2

CONTROLLING SELECTION BIAS BY ADJUSTMENT

U1 U2

S3 S1

Page 63: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

6363

Cannot be eliminated by adjustment or by randomization

CONTROLLING SELECTION BIAS BY ADJUSTMENT

X

S

UY

Yc0

1 2

UX

Page 64: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

6464

Adjustment for U2 gives

If all we have is P(u2 | S2 = 1), not P(u2),     then only the U2-specific effect is recoverable

X

UY

Y

S2

CONTROLLING BY ADJUSTMENT MAY REQUIRE EXTERNAL

INFORMATION U1 U2

S3 S1

2

222 )(),1,|())(|(u

uPuSxyPxdoyP

Page 65: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

6565

WHEN WOULD THE ODDSRATIO BE RECOVERABLE?

(a) OR is recoverable, despite the virtual collider at Y.      whenever (X Y | Y,Z)G or (Y S | X , Z)G, giving:

OR (X,Y | S = 1) = OR(X,Y)       (Cornfield 1951, Wittemore 1978; Geng 1992)

(b) the Z-specific OR is recoverable, but is meaningless.       OR (X ,Y | Z) = OR (X,Y | Z, S = 1)

(c) the C-specific OR is recoverable, which is meaningful.       OR (X ,Y | C) = OR (X,Y | W,C, S = 1)

YX S

(a) (b) (c)YX

Z

S

YX

W

C

S),(

)|()/(

/)|()|(

),(00

01

10

11

XYOR

xyPxyP

xyPxyP

YXOR

Page 66: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

6666

Theorem (Bareinboim and Pearl, 2011)Let graph G contain the arrow X Y and a selection node S. A necessary condition for G to permit the G-recoverability of OR(Y,X | C) for some set C of pre-treatment covariates is that every ancestor Ai

of S that is also a descendant of X have a separating set Ti that either d-separates Ai from X given Y, or d-separates Ai from Y given X.

Moreover, For every C s.t.where ii TTTXNdT and ,)('

GRAPHICAL CONDITION FORODDS-RATIO RECOVERABILITY

)1,,|,()|,( STCXYORCXYORXCTY ,|'

Page 67: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

6767

W2

EXAMPLES OF ODDSRATIO RECOVERABILITY

(a) (b)

W3W4

S

YX

W1

W3W4

S

YX

W2W1

Recoverable Non-recoverable

)1,,,|,(),( 421 SWWWXYORXYOR (a)

{W1, W2, W4}{W4, W3, W1}

Separator

Page 68: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

6868

W1

EXAMPLES OF ODDSRATIO RECOVERABILITY

(a) (b)

W3W4

S

YX

W2W1

W3W4

S

YX

W2W1

Recoverable Non-recoverable

)1,,,|,(),( 421 SWWWXYORXYOR (a)

Separator

Page 69: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

6969

0

EXAMPLES OF ODDSRATIO RECOVERABILITY

(a) (b)

W3W4

S

YX

W2W1

W3W4

S

YX

W2W1

Recoverable Non-recoverable

)1,,,|,(),( 421 SWWWXYORXYOR (a)

W2 W1

Separator

Page 70: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

7070

W4

EXAMPLES OF ODDSRATIO RECOVERABILITY

(a) (b)

W3W4

S

YX

W2W1

W3W4

S

YX

W2W1

Recoverable Non-recoverable

)1,,,|,(),( 421 SWWWXYORXYOR (a)

Separator

Page 71: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

7171

W1

EXAMPLES OF ODDSRATIO RECOVERABILITY

(a) (b)

W3W4

S

YX

W2

W3W4

S

YX

W2W1

Recoverable Non-recoverable

)1,,,|,(),( 421 SWWWXYORXYOR (a)

W2

0

Separator

Page 72: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

7272

I TOLD YOU CAUSALITY IS SIMPLE

• Formal basis for causal and counterfactual inference

(complete)

• Unification of the graphical, potential-outcome and

structural equation approaches

• Friendly and formal solutions to

century-old problems and confusions.

• No other method can do better (theorem)

CONCLUSIONS

Page 73: 1 WHAT'S NEW IN CAUSAL INFERENCE: From Propensity Scores And Mediation To External Validity And Selection Bias Judea Pearl UCLA (judea/)

7373

Thank you for agreeing with everything I said.