The Similarity of Causal Inference in Experimental and Non-experimental Studies

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The Similarity of Causal Inference inExperimental and Non-experimentalStudies

Richard Scheines

†

For nearly as long as the word ‘correlation’ has been part of statistical parlance,students have been warned that correlation does not prove causation, and that onlyexperimental studies, e.g., randomized clinical trials, can establish the existence of acausal relationship. Over the last few decades, somewhat of a consensus has emergedbetween statisticians, computer scientists, and philosophers on how to represent causalclaims and connect them to probabilistic relations. One strand of this work studies theconditions under which evidence accumulated from non-experimental (observational)studies

can

be used to infer a causal relationship. In this paper, I compare the typicalconditions required to infer that one variable is a direct cause of another in obser-vational and experimental studies. I argue that they are essentially the same.

1. Introduction.

Philosophers, statisticians, and computer scientists, atleast those who have abandoned the goal of producing a reductiveaccountof causation, have come to largely agree on how to represent qualitativecausal claims and how to connect such claims to statistical evidencethrough probabilistic independence and dependence (Glymour and Coo-per 1999; Pearl 2000; Spirtes et al. 2000; Woodward 2003).

1

Included inthis scheme is a method for representing experimental interventions, andfor clarifying whatsorts ofassumptions wemustmakeaboutinterventionsin order to consider them ‘ideal’. With this apparatus, it is easy to showthat if we have ideally intervened experimentally upon (

X

), then an as-sociation between

X

and

Y

entails that

X

is a cause of

Y

. Inferring thatone variable is a cause of another is what I call ‘causal inference’.With this apparatus, Spirtes et al. (2000), Pearl (1988, 2000) and others

†To contact the author, please write to: Department of Philosophy, Carnegie MellonUniversity, Pittsburgh, PA, 15213; e-mail: scheines@cmu.edu.1. Of course there are many important exceptions. For example, I donotbelieveNancyCartwright, who more than anyone showed the hopelessness of reducing causation toprobability, would endorse this sentence (Cartwright 2003).

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RICHARD SCHEINES

Figure 1. Causal graph.

have developed algorithms for determining the

set

of causal structuresthat are consistent with the independence relations assumed to hold overa set of measured variables in a non-experimental, or observational study,even causal structures that include latent, or unmeasured variables. Insome instances all the causal structures in an equivalence class agree onsome subset of the causal relations, and in some cases they all agree thatone variable

X

is a cause or direct cause of another

Y

. In these cases wecan, using basically the same assumptions as are made in experimentalstudies, infer that

X

is a cause of

Y

.Although we have no general characterization of the conditions underwhich a causal inference to can be made in observational studies,

X

r

Y

it turns out that when the inference is possible it is often driven by theexistence of what I call a

detectible instrumental variable

that stands inthe same relationship to

X

and

Y

in the observational study as does theideal intervention on

X

in the experimental study. In what follows,I brieﬂysketch the key ideas behind the representational system, I show how anexperimental causal inference works in this system, how the typical ob-servational causal inference works involving detectible instrumental var-iables, and the parallel between detectible instrumental variables and ex-perimental interventions.

2. Representing Causation.

2.1. Causal Graphs, Probability Distributions, and the Causal MarkovAxiom.

Recently from computer science, but as far back as Sewall Wrightin the early twentieth century (Wright 1934), the fundamental represen-tational device for causal systems is the directed graph. A directed graphis simply a collection of vertices and directed edges over pairs of thesevertices. In a directed graph interpreted as a causal graph, each directededge (or arrow) from one vertex

X

to another

Y

is taken to assert that

X

is a direct cause of

Y

relative to the set of vertices in the graph. Forexample, Figure 1 represents a graph , with vertices

V

p

G

p

A

V

,

E

S

{Exposure, Infection, Symptoms}, and edges

E

p

{

A

Exposure, Infection

S

,

A

Infection, Symptoms

S

}. We further assume that the vertices in such agraph can be interpreted as random variables with some probability dis-tribution

P

, and thatcausalprocesses situatedinsomedeﬁnitebackgroundcontext generate probability distributions over these variables.

CAUSAL INFERENCE

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Figure 2. Modeling an intervention.

A causal graph is assumed to be representationally complete in thefollowing sense: if two variables in the graph are effects of a commoncause

C

, then

C

is included in the graph. This does

not

require us toinclude all the causes of a variable in the graph, it only requires that weinclude all the common causes. To be clear, this is a representationalassumption, not one concerning which variables we will measure whenthe goal is inference. The key assumption connecting causal graphs toprobability distributions is an axiom that constrains the set of probabilitydistributions that a given causal graph can generate (Spirtes et al. 2000):

Causal Markov Axiom

. In any probability distribution

P

generatedby a given causal graph

G

, each variable

X

is probabilistically in-dependent of the set

Y

consisting of all variables that are not effectsof

X

, conditional on the direct causes of

X

. That is,

G

, X

 

X



GNon-effects of X

F

Direct Causes of X

, in

P

.This entails, for example, that Exposure is independent of Symptomsconditional on Infection in any probability distribution that the causalgraph in Figure 1 can generate. In acyclic causal graphs, the CausalMarkov Axiom is equivalent to a graphical relation called d-separation(Pearl 1988). If

X

and

Y

are d-separated by

Z

, then the Causal MarkovAxiom entails that

X

and

Y

are independent conditional on

Z

.

2.2. Interventions.

To modelexperimentalinterventionsonacausalsys-tem, we add a new variable representing the intervention, connect it tothe graph in a particular way, and make an assumption about how idealinterventions change the causal graph (Spirtes et. al 2000; Pearl 2000).For simplicity we restrict interventions to act only on one variable at atime. Let an intervention on

X

be called

I

X

, and model this by adding

I

X

to the graph as a direct cause of only

X

, and the effect of no variable.For example, to model an experimental intervention on Infection in thecausal graph in Figure 1, we build the graph in Figure 2.Modeling an intervention as a direct cause makes explicit the fact thatthis account of causation does not attempt to reduce causation to inter-vention. It goes to the other extreme, it reduces intervention to the idea