In this work we study a causal framework for linear structural equation models that can be represented by a Gaussian regression chain graph typically used to model multivariate regressions. We propose a methodology based on invariance causal prediction for the identification of the causal parents of a given multivariate response variable and the estimation of the causal effects. Preliminary simulation studies show that, under suitable assumptions, the methodology is able to correctly identify the true causal parents.

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Invariant Causal Prediction for Gaussian Multivariate Regression Graphs

  • Marco Borriero,
  • Monia Lupparelli,
  • Giovanni M. Marchetti,
  • Veronica Vinciotti

摘要

In this work we study a causal framework for linear structural equation models that can be represented by a Gaussian regression chain graph typically used to model multivariate regressions. We propose a methodology based on invariance causal prediction for the identification of the causal parents of a given multivariate response variable and the estimation of the causal effects. Preliminary simulation studies show that, under suitable assumptions, the methodology is able to correctly identify the true causal parents.