Generalized Instrumental Variables

Understand

This paper concerns the assessment of direct causal effects from a combination of: (i) non-experimental data, and (ii) qualitative domain knowledge.

• Domain knowledge is encoded in the form of a directed acyclic graph (DAG), in which all interactions are assumed linear, and some variables are presumed to be unobserved.
• We provide a generalization of the well-known method of Instrumental Variables, which allows its application to models with few conditional independeces.