Overview: causal inference
Collider, confounder, mediator and M-bias
Effects
\(Y^{a=1}, Y^{a=0}\) are the potential outcomes under treatment 1 and 0. They are random variables. Treatment A has causal effect if \(Y^{a=1} \neq Y^{a=0}\).
For individual \(i\), \(Y_i^{a=1}, Y_i^{a=0}\) are deterministic.
In reality we do not observe both potential outcomes for an individual, since we only have ONE outcome. We observe \(Y\) and \(A\). For a population, average treatment effect (ATE) can be estimate
Estimands
Greifer, N., & Stuart, E. A. (2021). Choosing the estimand when matching or weighting in observational studies. arXiv preprint arXiv:2106.10577.
ATE: average treatment effect in the population
\(E[Y(1) - Y(0)]\)
ATT: average treatment effect among the treated
\(E[Y(1) - Y(0) | Z = 1]\)
ATC: average treatment effect among the controls
\(E[Y(1) - Y(0) | Z = 0]\)
ATM: average treatment effect among the matched
Graphical representation
Data generation | Correct causal model | Correct causal effect |
---|---|---|
Collider | Y ~ X | 1 |
Confounder | Y ~ X; Z | 0.5 |
Mediator | Direct effect: Y ~ X; Z. Total effect: Y ~ X | Direct: 0; total: 1 |
M-Bias | Y ~ X | 1 |
Selection bias
This bias is the result of selecting a common effect of 2 other variables (collider): a treatment, an outcome.
- non-response, missing data
- self-selection, volunteer bias
- selection affected by treatment before study started
A form of lack of exchangeability between the treated and untreated.
Correct for selection bias: IP weighting