William_Quixote comments on Evidential Decision Theory, Selection Bias, and Reference Classes - Less Wrong

19 Post author: Qiaochu_Yuan 08 July 2013 05:16AM

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Comment author: William_Quixote 12 July 2013 09:34:48PM *  2 points [-]

There is a lot of nice clever math that gets around unobserved confounders developed in the last 100 years or so.

For non experts in the thread, what's the name of this area and is there a particular introductory text you would recommend?

Comment author: IlyaShpitser 13 July 2013 06:38:19AM *  3 points [-]

Thanks for your interest! The name of the area is "causal inference." Keywords: "standardization" (in epidemiology), "confounder or covariate adjustment," "propensity score", "instrumental variables", "back-door criterion," "front-door criterion," "g-formula", "potential outcomes", "ignorability," "inverse probability weighting," "mediation analysis," "interference", etc.

Pearl's Causality book (http://www.amazon.com/Causality-Reasoning-Inference-Judea-Pearl/dp/052189560X/ref=pd_sim_sbs_b_1) is a good overview (but doesn't talk a lot about statistics/estimation). Early references are Sewall Wright's path analysis paper from 1921 (http://naldc.nal.usda.gov/download/IND43966364/PDF) and Neyman's paper on potential outcomes from 1923 (http://www.ics.uci.edu/~sternh/courses/265/neyman_statsci1990.pdf). People say either Sewall Wright or his dad invented instrumental variables also.

Comment author: William_Quixote 13 July 2013 04:10:35PM 2 points [-]

Thanks