Here is an example of a model in which X
causes
M
and M
causes Y
. There is, in
addition, unobservable confounding between X
and
Y
. This is an example of a model in which you might use
information on M
to figure out whether X
caused Y
making use of the “front door criterion.”
The DAG is defined using dagitty
syntax like this:
We might set priors thus:
You can plot the dag thus.
Updating is done like this:
# Lets imagine highly correlated data; here an effect of .9 at each step
data <- data.frame(X = rep(0:1, 2000)) |>
mutate(
M = rbinom(n(), 1, .05 + .9*X),
Y = rbinom(n(), 1, .05 + .9*M))
# Updating
model <- model |> update_model(data, refresh = 0)
Finally you can calculate an estimand of interest like this:
query_model(
model = model,
using = c("priors", "posteriors"),
query = "Y[X=1] - Y[X=0]",
) |>
kable(digits = 2)
query | given | using | case_level | mean | sd | cred.low | cred.high |
---|---|---|---|---|---|---|---|
Y[X=1] - Y[X=0] | - | priors | FALSE | 0.01 | 0.15 | -0.31 | 0.36 |
Y[X=1] - Y[X=0] | - | posteriors | FALSE | 0.81 | 0.02 | 0.78 | 0.84 |
This uses the posterior distribution and the model to assess the average treatment effect estimand.
Let’s compare now with the case where you do not have data on
M
:
model |>
update_model(data |> dplyr::select(X, Y), refresh = 0) |>
query_model(
using = c("priors", "posteriors"),
query = "Y[X=1] - Y[X=0]") |>
kable(digits = 2)
query | given | using | case_level | mean | sd | cred.low | cred.high |
---|---|---|---|---|---|---|---|
Y[X=1] - Y[X=0] | - | priors | FALSE | 0.0 | 0.15 | -0.33 | 0.35 |
Y[X=1] - Y[X=0] | - | posteriors | FALSE | 0.1 | 0.17 | -0.02 | 0.61 |
Here we update much less and are (relatively) much less certain in
our beliefs precisely because we are aware of the confounded related
between X
and Y
, without having the data on
M
we could use to address it.
Say X
, M
, and Y
were perfectly
correlated. Would the average treatment effect be identified?