Generalized instrumental variables

  • Authors:
  • Carlos Brito;Judea Pearl

  • Affiliations:
  • Cognitive Systems Laboratory, Computer Science Department, University of California, Los Angeles, CA;Cognitive Systems Laboratory, Computer Science Department, University of California, Los Angeles, CA

  • Venue:
  • UAI'02 Proceedings of the Eighteenth conference on Uncertainty in artificial intelligence
  • Year:
  • 2002

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Abstract

This paper concerns the assessment of direct causal effects from a combination of: (i) nonexperimental data, and (ii) qualitative domain knowledge. Domain knowledge is encoded in the form of a directed acyclic graph (DAG), in which all interactions are assumed linear, and some variables are presumed to be unobserved. We provide a generalization of the well-known method of Instrumental Variables, which allows its application to models with few conditional independeces.