mlsanityData to 7 Oct 2026

Practically Effective Adjustment Variable Selection in Causal Inference

arXiv 2502.02701 ↗First posted 4 Feb 2025cs.LG cs.AI physics.data-ancited by 0

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Abstract (arXiv)

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.

Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 3 of its 27 references that are in the map. First posted on arXiv 4 Feb 2025.

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References · 3

  1. 2013Causal Inference and Causal Explanation with Background Knowledgecited by 168
  2. 2013Learning Equivalence Classes of Bayesian Networks Structurescited by 75
  3. 2013Probabilistic Evaluation of Sequential Plans from Causal Models with Hidden Variablescited by 23

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