CausalQueries
is a package that lets you declare binary causal models, update beliefs about causal types given data and calculate arbitrary estimands. Model definition makes use of dagitty
functionality. Updating is implemented in stan
.
See vignettes for a guide to getting started.
See here for a guide to using
CausalQueries
along with many examples of causal modelsSee website for a comprehensive overview of
CausalQueries
Installation
To install the latest stable release of CausalQueries
:
install.packages("CausalQueries")
To install the latest development release :
install.packages("devtools")
devtools::install_github("integrated-inferences/CausalQueries")
Helping Out & Contributing
CausalQueries
is an open and active developer community. We welcome contributions and are excited you are keen to get involved. Please refer to CONTRIBUTING.md
to get started.
Causal Models
Causal models are defined by:
- A directed acyclic graph (DAG), which provides the set of variables, a causal ordering between them, and a set of assumptions regarding conditional independence. If there is no arrow from
A
toB
then a change inA
never induces a change inB
. -
Functional forms. Functional forms describe the causal relationships between nodes. You often have to make strong assumptions when you specify a functional form; fortunately however if variables are categorical we do not need functional forms in the usual sense. The DAG implies a set of “causal types.” Units can be classed together as of the same causal type if they respond to the same way to other variables. For instance, a type might be the set of units for which
X=1
and for whichY=1
if and only ifX=1
. The set of causal types grows rapidly with the number of nodes and the number of nodes pointing into any given node. In this setting imposing functional forms is the same as placing restrictions on causal types: such restrictions reduce complexity but require substantive assumptions. An example of a restriction might be “Y
is monotonic inX
.” -
Priors. In the standard case, the DAG plus any restrictions imply a set of parameters that combine to form causal types. These are the parameters we want to learn about. To learn about them we first provide priors over the parameters. With priors specified the causal model is complete (it is a “probabilistic causal model”) and we are ready for inference. Setting priors is done using the
set_priors
function and many examples can be seen by typing? set_priors.R
.
A wrinkle:
- It is possible that nodes are related in ways not captured by the DAG. In such cases dotted curves are sometimes placed between nodes on a graph. It is possible to specify such possible unobservable confounding in the causal model. This has implications for the parameter space.
Inference
Our goal is to form beliefs over parameters but also over more substantive estimands:
With a causal model in hand and data available about some or all of the nodes, it is possible to make use of a generic
stan
model that generates posteriors over the parameter vector.Given updated (or prior) beliefs about parameters it is possible to calculate causal estimands of inference from a causal model. For example “What is the probability that
X
was the cause ofY
givenX=1
,Y=1
andZ=1
.”
Credits etc
The approach used in CausalQueries
is developed in Humphreys and Jacobs 2023 drawing on work on probabilistic causal models described in Pearl’s Causality (Pearl, 2009). We thank Ben Goodrich who provided generous insights on using stan
for this project. We thank Alan M Jacobs for key work developing the framework underlying the package. Our thanks to Jasper Cooper for contributions generating a generic function to create Stan code, to Clara Bicalho who helped figure out the syntax for causal statements, to Julio S. Solís Arce who made many key contributions figuring out how to simplify the specification of priors, and to Merlin Heidemanns who figured out the rstantools
integration and made myriad code improvements.