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- Title
On recovering a population covariance matrix in the presence of selection bias.
- Authors
Kuroki, Manabu; Zhihong Cai
- Abstract
This paper considers the problem of using observational data in the presence of selection bias to identify causal effects in the framework of linear structural equation models. We propose a criterion for testing whether or not observed statistical dependencies among variables are generated by conditioning on a common response variable. When the answer is affirmative, we further provide formulations for recovering the covariance matrix of the whole population from that of the selected population. The results of this paper provide guidance for reliable causal inference, based on the recovered covariance matrix obtained from the statistical information with selection bias.
- Subjects
SCIENTIFIC observation; CAUSAL models; LINEAR statistical models; STRUCTURAL equation modeling; ANALYSIS of covariance; STATISTICS; RANKING (Statistics)
- Publication
Biometrika, 2006, Vol 93, Issue 3, p601
- ISSN
0006-3444
- Publication type
Article
- DOI
10.1093/biomet/93.3.601