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.
Original languageEnglish
Title of host publicationProceedings of the 19th International Conference on Artificial Intelligence and Statistics
EditorsArthur Gretton, Christian C. Robert
Number of pages9
Volume51
Place of PublicationCadiz, Spain
PublisherPMLR
Publication date01.09.2016
Pages1214-1222
Publication statusPublished - 01.09.2016
EventProceedings of the 19th International Conference on Artificial Intelligence and Statistics - Cadiz, Spain
Duration: 09.03.201611.03.2016

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