Practically Effective Adjustment Variable Selection in Causal Inference

Atsushi Noda, Takashi Isozaki
2/4/2025
cs.LGcs.AIphysics.data-an

No confident code implementation found for this paper.

Abstract

In the estimation of causal effects, one common method for removing the influence of confounders is to adjust the variables that satisfy the back-door criterion. However, it is not always possible to uniquely determine sets of such variables. Moreover, real-world data is almost always limited, which means it may be insufficient for statistical estimation. Therefore, we propose criteria for selecting variables from a list of candidate adjustment variables along with an algorithm to prevent accuracy degradation in causal effect estimation. We initially focus on directed acyclic graphs (DAGs) and then outlines specific steps for applying this method to completed partially directed acyclic graphs (CPDAGs). We also present and prove a theorem on causal effect computation possibility in CPDAGs. Finally, we demonstrate the practical utility of our method using both existing and artificial data.

View on arXivView PDF

Code Implementations

No confident code match yet

We couldn't find an author-owned or strongly-evidenced community implementation for this paper. Any repos shown below are weak matches — verify before relying on them.

No code implementations found yet.

Know of an implementation? Let us know in the comments below!

Cite this paper

@article{noda2025practically,
  title  = {Practically Effective Adjustment Variable Selection in Causal Inference},
  author = {Atsushi Noda and Takashi Isozaki},
  year   = {2025},
  eprint = {2502.02701},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2502.02701v1}
}

Add a badge to your README

Shows whether official code is linked for this paper.

Code of Paper badge
[![Code of Paper](https://codeofpaper.com/badge/2502.02701.svg)](https://codeofpaper.com/paper/2502.02701)

Discussion