Statistics seminar at CBS: Vanessa Didelez

Speaker Vanessa Didelez, Leibniz Institute for Prevention Research and Epidemiology – BIPS Time and place Wednesday October 28, 11:00. Copenhagen Business School (Solbjerg Pl. 3, 2000 Frederiksberg), room SPs03

Title Parameterizing and simulating from causal models

Abstract

Many statistical problems in causal inference involve a probability distribution other than the one from which data are actually observed; as an additional complication, the object of interest is often a marginal quantity of this other probability distribution. This creates practical complications for statistical inference, even where the problem is non-parametrically identified. In particular, it is difficult to perform likelihood-based inference, or even to simulate from the model in a general way. We introduce the ‘frugal parameterization’, which places the causal effect of interest at its centre, and then builds the rest of the model around it. We do this in a way that provides a recipe for constructing a regular, non-redundant parameterization using causal quantities of interest. In the case of discrete variables, we can use odds ratios to complete the parameterization, while in the continuous case copulas are the natural choice; other possibilities are also discussed. Our methods allow us to construct and simulate from models with parametrically specified causal distributions, and fit them using likelihood-based methods, including fully Bayesian approaches. Our proposal includes parameterizations for the average causal effect and effect of treatment on the treated, as well as other causal quantities of interest.

Link to paper: https://doi.org/10.1093/jrsssb/qkad058