On Searching for Generalized Instrumental Variables
Abstract
Instrumental Variables are a popular way to identify the direct causal effect of a random variable X on a variable Y. Often no single instrumental variable exists, although it is still possible to find a set of generalized instrumental variables (GIVs) and identify the causal effect of all these variables at once. Till now it was not known how to find GIVs systematically or even test efficiently, if given variables satisfy GIV conditions. We provide fast algorithms for searching and testing restricted cases of GIVs. However, we prove that in the most general case it is NP-hard to verify if given variables fulfill the conditions of a general instrumental sets.
Cite
Text
van der Zander and Liskiewicz. "On Searching for Generalized Instrumental Variables." International Conference on Artificial Intelligence and Statistics, 2016.Markdown
[van der Zander and Liskiewicz. "On Searching for Generalized Instrumental Variables." International Conference on Artificial Intelligence and Statistics, 2016.](https://mlanthology.org/aistats/2016/vanderzander2016aistats-searching/)BibTeX
@inproceedings{vanderzander2016aistats-searching,
title = {{On Searching for Generalized Instrumental Variables}},
author = {van der Zander, Benito and Liskiewicz, Maciej},
booktitle = {International Conference on Artificial Intelligence and Statistics},
year = {2016},
pages = {1214-1222},
url = {https://mlanthology.org/aistats/2016/vanderzander2016aistats-searching/}
}