Causal inference by using invariant prediction: identification and confidence intervals

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Causal inference using invariant prediction: identification and confidence intervals

What is the difference of a prediction that is made with a causal model and a non-causal model? Suppose we intervene on the predictor variables or change the whole environment. The predictions from a causal model will in general work as well under interventions as for observational data. In contrast, predictions from a non-causal model can potentially be very wrong if we actively intervene on v...

متن کامل

Comments on “Causal inference using invariant prediction: identification and confidence intervals” by Peters, Bühlmann and Meinshausen

I consider that the genuine fundamental problem of causal inference is the need for (partially untestable) invariance assumptions to operationalize interventions, and I thank the authors for emphasizing the role of invariances in a stimulating paper. I would like to make some brief comments on how the ideas introduced here can also be helpful in the context of measurement problems. Much of the ...

متن کامل

Practical Confidence and Prediction Intervals

We propose a new method to compute prediction intervals. Especially for small data sets the width of a prediction interval does not only depend on the variance of the target distribution, but also on the accuracy of our estimator of the mean of the target, i.e., on the width of the confidence interval. The confidence interval follows from the variation in an ensemble of neural networks, each of...

متن کامل

Partial Identification and Confidence Intervals∗

We consider statistical inference on a single component of a parameter vector that satisfies a finite number of moment inequalities. The null hypothesis for this single component is given a dual characterization as a composite hypothesis regarding point identified parameters. We also are careful in the specification of the alternative hypothesis that also has a dual characterization as a compos...

متن کامل

Identification of Asymmetric Prediction Intervals through Causal Forces

When causal forces are specified, the expected direction of the trend can be compared with the trend based on extrapolation. Series in which the expected trend conflicts with the extrapolated trend are called contrary series. We hypothesized that contrary series would have asymmetric forecast errors, with larger errors in the direction of the expected trend. Using annual series that contained m...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)

سال: 2016

ISSN: 1369-7412

DOI: 10.1111/rssb.12167