Causality: a Statistical View
Article first published online: 15 JAN 2007
DOI: 10.1111/j.1751-5823.2004.tb00237.x
Additional Information
How to Cite
Cox, D. and Wermuth, N. (2004), Causality: a Statistical View. International Statistical Review, 72: 285–305. doi: 10.1111/j.1751-5823.2004.tb00237.x
Publication History
- Issue published online: 15 JAN 2007
- Article first published online: 15 JAN 2007
- [Received October 2003, accepted June 2004]
- Abstract
- References
- Cited By
Keywords:
- Chain block graph;
- Counterfactual;
- Explanation;
- Instrumental variable;
- Interaction;
- Markov graph;
- Observational study;
- Overview;
- Regression analysis;
- Surrogate variable;
- Unit-treatment additivity;
- Unobserved confounder
Summary
Statistical aspects of causality are reviewed in simple form and the impact of recent work discussed. Three distinct notions of causality are set out and implications for densities and for linear dependencies explained. The importance of appreciating the possibility of effect modifiers is stressed, be they intermediate variables, background variables or unobserved confounders. In many contexts the issue of unobserved confounders is salient. The difficulties of interpretation when there are joint effects are discussed and possible modifications of analysis explained. The dangers of uncritical conditioning and marginalization over intermediate response variables are set out and some of the problems of generalizing conclusions to populations and individuals explained. In general terms the importance of search for possibly causal variables is stressed but the need for caution is emphasized.
On fait une revue critique de la causalité statistique. On presente trois definitions de la causalité et on discute les consequences pour l'analyse statistique et l'interpretation.

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