Data-driven confounder selection via Markov and Bayesian networks

Biometrics
Jenny Häggström

Abstract

To unbiasedly estimate a causal effect on an outcome unconfoundedness is often assumed. If there is sufficient knowledge on the underlying causal structure then existing confounder selection criteria can be used to select subsets of the observed pretreatment covariates, X, sufficient for unconfoundedness, if such subsets exist. Here, estimation of these target subsets is considered when the underlying causal structure is unknown. The proposed method is to model the causal structure by a probabilistic graphical model, for example, a Markov or Bayesian network, estimate this graph from observed data and select the target subsets given the estimated graph. The approach is evaluated by simulation both in a high-dimensional setting where unconfoundedness holds given X and in a setting where unconfoundedness only holds given subsets of X. Several common target subsets are investigated and the selected subsets are compared with respect to accuracy in estimating the average causal effect. The proposed method is implemented with existing software that can easily handle high-dimensional data, in terms of large samples and large number of covariates. The results from the simulation study show that, if unconfoundedness holds given X, this ...Continue Reading

References

Apr 3, 2009·Statistics in Medicine·Arvid Sjölander
Apr 3, 2009·Statistics in Medicine·Judea Pearl
Jun 2, 2011·Biometrics·Tyler J VanderWeele, Ilya Shpitser
Oct 27, 2012·American Journal of Epidemiology·Wei LiuSoko Setoguchi
Apr 18, 2013·Allergy, Asthma, and Clinical Immunology : Official Journal of the Canadian Society of Allergy and Clinical Immunology·Lennart BråbäckAnders Hjern

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Citations

Oct 12, 2018·Biometrical Journal. Biometrische Zeitschrift·Janine Witte, Vanessa Didelez
Mar 12, 2021·Journal of the Royal Statistical Society. Series C, Applied Statistics·Maria Josefsson, Michael J Daniels

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