Pennsylvania State University

Pennsylvania State University

Principles of Causal Inference: Study Guide

Note: The study guide (including slides) are updated AFTER the corresponding lecture(s)

Week 1

Course overview. History of causal inference. What is a cause? Why study causal inference? Causation versus association; seeing, versus doing, imagining. Why data are not always enough for drawing sound causal conclusions. Pitfalls of inference from observational data. Potential outcomes framwork. Causation versus Association. Measures of Association. Examples.

Required Materials

Recommended Materials

Week 2

Causation versus association. What is a causal effect? Potential Outcomes framework. Randomized experiments. Estimating causal effects. Inferring causation from association under identifiability assumptions. Exchangeability, positivity, consistency. Randomized experiments revisited. Stratified or Conditionally randomized experiments. Paired Randomized experiments. The power of randomization.

Required Materials

Recommended Materials

Week 3

Effect estimation. Confidence intervals and p-values.

Effect modification. Why do we care about effect modification? Stratification to identify effect modification. Stratification as a form of adjustment. Matching as a form of adjustment. Effect modification and adjustment methods. Interaction among interventions. Identifying interactions. Counterfactual response types and interactions.

Review of probability theory. Independence and conditional independence. Bayesian networks.

Required Materials

  • Review: Honavar, V. Lecture Slides
  • Review: Pearl, J., Glymour, M., and Jewell, N. (2016). Causal Inference in Statistics. A primer. Chapter 1.
  • Read: Hernan, M. and Robins, J.M., Chapter 4, Chapter5. Causal Inference: What if. Boca Raton: Chapman and Hill/CRC, 2020.
  • Read: Pearl, J., Glymour, M., and Jewell, N. (2016). Causal Inference in Statistics. A primer. Chapter 2.

Recommended Materials

  • Elwert, F. (2013). Graphical causal models. In Handbook of causal analysis for social research (pp. 245-273). Springer, Dordrecht.
Week 4

Semantics of Bayes networks. d-separation - graphical criterion for conditional independence. From Bayes networks to Causal Bayes Networks or Structural Causal Models. Causal effects as interventions. The do operator.

A short detour on expectation, law of unconscious statistician, law of iterated expectation. Regression revisited.

Linear causal models

Why doing (intervention) is not the same as seeing (observation) - structural causal models perspective and regression perspective. Identifying causal effects.

Required Materials

  • Review: Honavar, V. Lecture Slides
  • Read: Hernan, M. and Robins, J.M., Chapter 6, Chapter 7. Causal Inference: What if. Boca Raton: Chapman and Hill/CRC, 2020.
  • Read: Pearl, J., Glymour, M., and Jewell, N. (2016). Causal Inference in Statistics. A primer. Chapter 3.
  • Read: Neal, Brady (2020), Introduction to Causal Inference from a Machine Learning Perspective, Chapter 3.

Recommended Materials

  • Elwert, F. (2013). Graphical causal models. In Handbook of causal analysis for social research (pp. 245-273). Springer, Dordrecht.
Week 5

Confounding. Identifying causal effects in the presence of confounding. The backdoor criterion (BDC) for identifying the variables to control for. Special cases of BDC: Parents of treatment, parents of outcome, joint ancestors (of treatment and outcome), and confounder selection criteria. Confounding through the lens of causal calculus. Pitfalls of traditional statistical, epidemiological and other criteria for confounder identification. Limitations of BDC. Limitations of the Back-door criterion. Front-door (FDC) criterion for identifying causal effects. Modularity of interventional distributions and BDC and FDC viewed through the lens of modularity.

Required Materials

  • Review: Honavar, V. Lecture Slides
  • Read: Hernan, M. and Robins, J.M., Chapter 6, Chapter 7. Causal Inference: What if. Boca Raton: Chapman and Hill/CRC, 2020.
  • Read: Pearl, J., Glymour, M., and Jewell, N. (2016). Causal Inference in Statistics. A primer. Chapter 3.
  • Read: Neal, Brady (2020), Introduction to Causal Inference from a Machine Learning Perspective, Chapters 4 and 6.

Recommended Materials

Week 6

Do-calculus and causal identifiability. 3 rules of do-calculus. Examples of causal effect identification using do-calculus. Identifiability of fully observable Causal Models. Conditions under which a causal model is unidentifiable from observational data. Completeness of do-calculus for causal effect identification.

Required Materials

  • Review: Honavar, V. Lecture Slides
  • Read: Hernan, M. and Robins, J.M., Chapter 6, Chapter 7. Causal Inference: What if. Boca Raton: Chapman and Hill/CRC, 2020.
  • Read: Pearl, J., Glymour, M., and Jewell, N. (2016). Causal Inference in Statistics. A primer. Chapter 3.
  • Read: Neal, Brady (2020), Introduction to Causal Inference from a Machine Learning Perspective, Chapters 4 and 6.

Recommended Materials

Week 7

Linear causal models. Linear regression revisited. Linear structural causal models. Regression coefficients versus structural coefficients. Path analysis. Identifying causal effects in linear causal models. Algorithms for identifying causal effects from linear causal moedls

Required Materials

Recommended Materials

Week 8

Counterfactuals as causal effects that cannot be expressed using the do-operator. Defining and computing counterfactuals. Structural interpretation of counterfactuals. Fundamental law of counterfactuals. Using population data along with structural causal model to infer individual behavior. 3-step procedure for computing counterfactuals. Non-deterministic counterfactuals. Graphical representation of counterfactuals. Causal effects of treatment on the treated.

Required Materials

  • Review: Honavar, V. Lecture Slides
  • Read: Hernan, M. and Robins, J.M., Chapter 6, Chapter 7. Causal Inference: What if. Boca Raton: Chapman and Hill/CRC, 2020.
  • Read: Pearl, J., Glymour, M., and Jewell, N. (2016). Causal Inference in Statistics. A primer. Chapter 4.

Recommended Materials

Week 9

Path disabling interventions. Counterfactual definitions of direct and indirect causal effects - Total effect, controlled direct effect, natural direct effect, natural indirect effect, conditions for identifying natural effects.

Required Materials

  • Review: Honavar, V. Lecture Slides
  • Read: Hernan, M. and Robins, J.M., Chapter 6, Chapter 7. Causal Inference: What if. Boca Raton: Chapman and Hill/CRC, 2020.
  • Read: Pearl, J., Glymour, M., and Jewell, N. (2016). Causal Inference in Statistics. A primer. Chapter 4.

Recommended Materials

Week 9

Causal effect estimation. Review of identifiability conditions. Estimation of causal effects from observational studies as an exercise in extracting mini randomized experiments from observational data. Conditional outcome models (COM) and grouped COM (GCOM) model. TARnet and X-Learner. Estimating the assignment mechanism - propensity scores. Inverse propensity score weighting. Ensuring exchangeability - covariate balance (matching, stratification, etc.). Combining COM and propensity scores. Regression.

Required Materials

Recommended Materials

Week 10

Causal effect estimation (continued). Doubly robust methods for causal effect estimation. Covariate balancing propensity scores. Sample and covariate reweighting. Subspace methods. Tree-based methods: CART, BART, and Causal Forests. Representation learning methods for causal effect estimation. Learning counterfactual representations. Learning covariate balanced representations. Estimating individual treatment effects using generative adversarial networks. Causal effect estimation using Double machine learning.

Required Materials

Recommended Materials

Week 11

Causal effect estimation (continued). Natural experiments. Causal effect estimation using instrumental variables. Discontinuities as instrumental variables.

Basic approaches to learning causal graphs from data. Conditional independence based methods. Score based methods. Differentiable methods. Bayesian averaging based methods.

Required Materials

Recommended Materials

Week 12

Checking causal or identifiability assumptions; Bounds on Causal effects - no assumption bounds, Bounds on causal effects under monotone treatment response, monotone treatment selection, and optimal treatment selection assumptions.

Sensitivity analysis under the linear model and generalizations.

Required Materials

Recommended Materials

Week 13

Causal transportability, multiple transportability, and related problems (meta analysis). Completeness of do-calculus for causal transportability and related problems.

Required Materials

Recommended Materials

Week 14

Relational Causal Models. Ground graphs and Abstract ground graphs. Relational d-separation. Characterization of the Equivalence Class of Relational Causal Models. Learning Relational Causal models from Relational Conditional Independence Queries. Relational Conditional Independence Tests. Learning relational causal models from data.

Required Materials

Recommended Materials