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Glossary

There are a lot of technical terms that covered in the class. The idea here is to list and define the terms, with links back to the textbook/course material.

Definitions

Term Definition Defined at Notes
Identifiability A causal quantity (e.g. 𝔼[𝑌(𝑡)]) is identifiable if we can compute it from a purely statistical quantity (e.g. $E[Y \vert t]$ ). Chapter 2.1
Bayesian Network Factorization Given a probability distribution 𝑃 and a DAG 𝐺, 𝑃 factorizes according to 𝐺 if $P(x_1 ... x_n) = \prod_i P(x_i \vert pa_i)$ Chapter 3.1
Cause A variable 𝑋 is said to be a cause of a variable 𝑌 if 𝑌 can change in response to changes in 𝑋. Chapter 3.2
Blocked Path A path between nodes 𝑋 and 𝑌 is blocked by a (potentially empty) conditioning set 𝑍 if either of the following is true: 1. Along the path,there is a chain···→𝑊 →··· or a fork · · · ← 𝑊 → · · ·, where 𝑊 is conditioned on (𝑊 ∈ 𝑍). 2. There is a collider 𝑊 on the path that is not conditioned on (𝑊 ∉ 𝑍) and none of its descendants are conditioned on. Chapter 3.3
d-separation Two (sets of) nodes 𝑋 and 𝑌 are d-separated by a set of nodes 𝑍 if all of the paths between (any node in) 𝑋 and (any node in) 𝑌 are blocked by 𝑍 Chapter 3.4

Assumptions

Term Definition Defined at Notes
Ignorability / Exchangeability Ignoring how people ended up in the treatment groups as if they were randomly assigned. $(𝑌(1), 𝑌(0)) \perp\!\!\! \perp 𝑇 $ Chapter 2.1
Conditional Exchangeability / Unconfoundedness Conditioning on X has made the treatment groups comparable. $(𝑌(1), 𝑌(0)) \perp \!\!\! \perp 𝑇 \vert 𝑋 $ Chapter 2.2
Positivity For all values of covariates 𝑥 present in the population of interest (i.e. 𝑥 such that 𝑃(𝑋 = 𝑥) > 0), $ 0 < P(T = 1 \vert X = x) < 1 $ Chapter 2.3
No interference My outcome is not affected by anyone else's treatment. Chapter 2.4
Consistency If treatment is T, the observed outcome Y is the potential outcome under treatment T. $ Y = Y(T) $ Chapter 2.5
Local Markov Given its parents in the DAG, a node X is independent of all its non-descendants. This allows for Bayesian Network factorization. Chapter 3.1
Minimality In addition to 3.1, all adjacent nodes in the DAG are dependent for causal graphs. (minimising independencies) Chapter 3.2
Causal Edge In a directed graph, every parent is a direct cause of all its children Chapter 3.3

Theorems

  • 2.1 Adjustment Formula: Given unconfoundedness, positivity, no interference and consistency, average treatment effect becomes $$ \begin{aligned} E(Y(1) - Y(0)] &= E_xE(Y(1) - Y(0)|X] \ &= E_x[E[Y|T=1,X] - E[Y|T=0,X]] \ \end{aligned} $$
  • 3.1 Global Markov: Given that 𝑃 is Markov with respect to 𝐺 (satisfies the local Markov assumption, Assumption 3.1), if 𝑋 and 𝑌 are d-separated in 𝐺 conditioned on 𝑍, then 𝑋 and 𝑌 are independent in 𝑃 conditioned on 𝑍. We can write this succinctly as follows: $$ 𝑋 \perp !!! \perp_G 𝑌|𝑍 \Longrightarrow 𝑋\perp !!! \perp_P 𝑌|𝑍 $$