Advertisement · 728 × 90

Posts by Yongnam Kim

maybe, that's why Pearl classifies PS as an associational concept, not a causal one.

1 month ago 1 0 0 0
Preview
Making DAGs even more useful: using augmented causal diagrams to depict counterfactual, study design, measurement, analytical, and interventional features Since their mainstream introduction in the 1990s, causal diagrams, including directed acyclic graphs (DAGs), have been increasingly used to depict our caus

Another view on propensity score (PS) in DAGs. academic.oup.com/ije/article-... PS is a mediator like covariates -> PS -> treatment. I think we are obsessed with seeing how conditioning on PS makes the balancing property in DAGs. Maybe d-separation is simply not the right tool. Just accept it.

1 month ago 9 1 1 0
Post image

"No Manipulation, No Causation"? She's crying because of her height. How to intervene on height doesn't matter. Height clearly causes her crying. Maybe studying it isn't useful, but utility is not ontology.

1 month ago 4 1 0 0
Post image

You may very well think that Philosophy is not a fact-based discipline.

Bryan Frances will disabuse you of such thoughts, offering 200 philosophical facts in evidence:

buff.ly/lDX367Y

1 month ago 5 1 0 0
OSF

also, here is a DAG for the classical DiD by Card & Krueger (1994) osf.io/preprints/ps... Presenting it to an Econ audience, one question was, this seems not DiD bc there is no time and the interaction. Another fun claim of it: DiD can be, indeed has been used to deal with the POSITIVITY violation.

1 month ago 2 0 1 0

Lots to say on this, but one thing recently came to my mind is the isomorphism between “wide format” & “long format” for panel datasets. The latter treats time as a variable, which confuses the issue, at least conceptually. DiD with wide format is clear and here: journals.sagepub.com/doi/10.1177/...

1 month ago 5 5 1 0

that's what people think about true PS. For estimated or computed PS, different representations have been considered. One is Vs -> PS <- X, the other is just Vs -> PS. I used to think the former was right, but now I think it's the latter.

2 months ago 1 0 0 0

But I certainly agree that DAGs have weaknesses. Not everything can be explained with DAGs.

2 months ago 0 0 0 0

the coefs carry some "dependence" on A. But once the coefs are determined, PS is computed purely as a function of covariates by the coefs. DAG encodes that functional relationship, not the process by which the coef were determined. A's role in estimation doesn't justify A -> PS.

2 months ago 1 0 1 0
Advertisement
Post image

and it contains probably the 1st DAG representation of 2SLS, differing from Wald estimation. The 2SLS analogy was key to convincing me about the PS case. In the DAG, Cov(A-hat, Y)/Var(A-hat) = tau follows cleanly from path-tracing rules, and adding A → A-hat would break the IV identification.

2 months ago 3 0 2 1
Preview
Reconsidering the graphical representation of propensity scores in causal diagrams I read with interest Mansournia et al.’s article ‘Balancing scores and causal diagrams’ [1]. While their effort to use directed acyclic graphs (DAGs) to il

How to draw propensity scores (PS) in DAGs? Some (me also) claim it is like "treatment -> PS <- covariates", since in order to compute PS we need both treatment and covariates. This view has confused me for so long, and now I think I was wrong. My letter here: track.smtpsendmail.com/9032119/c?p=...

2 months ago 17 11 4 0
OSF

A bit late, but you might find this interesting, osf.io/preprints/ps.... I think we have the same graph about Lord’s paradox.

3 months ago 1 0 1 0

This leads to an embarrassing thought: what I draw in my DAGs might itself be the result of a collider in some meta-DAG of the universe. I drew Sex → Weight and was so sure of the structure. But in a higher-order universe, this might itself be the result of collider conditioning.

5 months ago 2 0 0 0

What does “unconditional” really mean? P(data) seems unconditional, and P(data | boys) conditional. But imagine an alien landing on Earth and seeing P(data). It says, “Oh, so you’re conditioning on humans, not tigers.” Every “unconditional” is just conditional on a world we take for granted.

5 months ago 3 0 1 0
OSF

We’re too obsessed with decomposing direct and indirect effects in mediation. "mediation should not be understood in terms of decomposition...Once the priority of research questions is established, the practical irrelevance of statistical effect decomposition directly follows" osf.io/preprints/ps...

11 months ago 6 0 0 0

a fun part is, these two approaches might give conflicting results about the effect of T. I think this can be another version of Lord's paradox.

11 months ago 0 0 0 0
Advertisement

I think your approach is ok. You just defined your question as the effect of T on Y/X, and there’s nothing wrong with it. But it might be good to think about why you're using Y/X. If you want to account for the role of X, another option is Y~T+X, which gives the effect of T on Y holding X constant.

11 months ago 0 0 1 0

Card & Krueger's (1994) minimum wage study may be such an extreme case of confounding: "State" (NJ vs. PA), a confounder, perfectly correlates with the causal variable "minimum wage." Their interest was in the effect of minimum wage on employment, not the effect of restaurants' state location.

11 months ago 15 2 0 0
Preview
Visualization of Causal Structures in Pharmacovigilance Data Using DAGs The PVdagger package provides tools for creating and visualizing Directed Acyclic Graphs (DAGs) with various biases and paths. This package is particularly useful for researchers and signal managers i...

Looking for a tool to more easily draw your DAGs and reason on them? Try PV-dagger (pvverse.github.io/pv_dagger/). Specifically designed by @fusarolimichele.bsky.social to deal with the complex DAGs involved in pharmacovigilance, helps positioning and color-coding confounds, measurement errors, etc

1 year ago 9 2 0 2

A key insight is the equivalence btw suppressors and instrumental variables. Yes, DAGs are useful for understanding why S is zero-related with Y, yet can increase the overall prediction.

1 year ago 5 2 0 0
Post image
1 year ago 81 13 1 4
OSF

Card & Krueger’s minimum wage study may be a real example of a positivity violation. Their DiD addresses positivity, not unconfoundedness.
osf.io/preprints/ps...

1 year ago 2 0 1 0

This sounds like the same error I blogged about a few years ago, the common error of trying to control for population (or body size or many etc) by dividing the outcome variable by it. Props to the authors for seeking review and taking the issue seriously. Role models for us all.

1 year ago 102 20 5 1
Preview
British Journal of Mathematical and Statistical Psychology | Wiley Online Library Interaction analysis using linear regression is widely employed in psychology and related fields, yet it often induces confusion among applied researchers and students. This paper aims to address thi....

Why HIGHER? If not, A² also be part of the Y model, implying A² → Y, which violates the exclusion restriction. This shows why the DAG representation suggested in shorturl.at/Tj8am is useful. A² = A × A can be described in DAGs, offering intuition for analysis mechanics.

1 year ago 1 0 0 0
Post image

Clear from the DAG, A² acts as an instrumental variable (conditional on A), enabling the identification of the M → Y effect even with U. This is what shorturl.at/1TgCm showed: mediation analysis can be valid (even with U) if the M model has a higher order of A than the Y model.

1 year ago 2 0 1 0
Advertisement

Very happy to share this final version with you. Thank you! ;-)

1 year ago 1 0 0 0
Post image Post image

Easy to see why the cor btw the first-order and interaction terms (indicating collinearity) after centering becomes zero (though this is not the reason for centering); why centering X1 only (not X2) change the coef on X2​ while leaving the coefs on X1 and the (centered) interaction term unchanged.

1 year ago 4 0 0 2
Preview
British Journal of Mathematical and Statistical Psychology | Wiley Online Library Interaction analysis using linear regression is widely employed in psychology and related fields, yet it often induces confusion among applied researchers and students. This paper aims to address thi...

DAGs (causal graphs) can be used to understand the mechanics of linear interaction analysis. See more here: bpspsychub.onlinelibrary.wiley.com/doi/10.1111/...

1 year ago 12 1 1 0