论文标题
鲁棒性测试，用于通过协变量调整估算总效果
A Robustness Test for Estimating Total Effects with Covariate Adjustment
论文作者
论文摘要
假设我们想在线性结构方程模型中估算通过协变量调整的总效应。我们有一个因果图来决定要调整哪些协变量，但对图形不确定。在这里，我们提出了一个测试过程，该过程利用了一个事实，即因果图中目标总效应有多个有效的调整集，以对图进行鲁棒性检查。如果测试拒绝，则有很大的迹象表明我们不应依靠图。我们讨论了图表中的哪些错误，我们的测试过程可以检测到哪些错误，以及它不能检测到的错误，并开发了如何选择该过程的有效调整集列表的两种策略。我们还将结果与有关系数稳定性测试的相关计量经济学文献联系起来。
Suppose we want to estimate a total effect with covariate adjustment in a linear structural equation model. We have a causal graph to decide what covariates to adjust for, but are uncertain about the graph. Here, we propose a testing procedure, that exploits the fact that there are multiple valid adjustment sets for the target total effect in the causal graph, to perform a robustness check on the graph. If the test rejects, it is a strong indication that we should not rely on the graph. We discuss what mistakes in the graph our testing procedure can detect and which ones it cannot and develop two strategies on how to select a list of valid adjustment sets for the procedure. We also connect our result to the related econometrics literature on coefficient stability tests.
