학술논문

Observational Causality Testing
Document Type
Working Paper
Source
Subject
Statistics - Methodology
62D20
Language
Abstract
In prior work we have introduced an asymptotic threshold of sufficient randomness for causal inference from observational data. In this paper we extend that prior work in three main ways. First, we show how to empirically estimate a lower bound for the randomness from measures of concordance transported from studies of monozygotic twins. Second, we generalize our methodology for application on a finite population and we introduce methods to implement finite population corrections. Third, we generalize our methodology in another direction by incorporating measured covariate data into the analysis. The first extension represents a proof of concept that observational causality testing is possible. The second and third extensions help to make observational causality testing more practical. As a theoretical and indirect consequence of the third extension we formulate and introduce a novel criterion for covariate selection. We demonstrate our proposed methodology for observational causality testing with numerous example applications.