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Causality: a Statistical View
Authors:D.R. Cox  Nanny Wermuth
Affiliation:Nuffield College, Oxford, UK;University of Gothenburg, Sweden
Abstract:Statistical aspects of causality are reviewed in simple form and the impact of recent work discussed. Three distinct notions of causality are set out and implications for densities and for linear dependencies explained. The importance of appreciating the possibility of effect modifiers is stressed, be they intermediate variables, background variables or unobserved confounders. In many contexts the issue of unobserved confounders is salient. The difficulties of interpretation when there are joint effects are discussed and possible modifications of analysis explained. The dangers of uncritical conditioning and marginalization over intermediate response variables are set out and some of the problems of generalizing conclusions to populations and individuals explained. In general terms the importance of search for possibly causal variables is stressed but the need for caution is emphasized.
Keywords:Chain block graph    Counterfactual    Explanation    Instrumental variable    Interaction    Markov graph    Observational study    Overview    Regression analysis    Surrogate variable    Unit-treatment additivity    Unobserved confounder
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