Sensitivity Analysis of Linear Structural Causal Models
Carlos Cinelli · Daniel Kumor · Bryant Chen · Judea Pearl · Elias Bareinboim

Wed Jun 12th 03:05 -- 03:10 PM @ Grand Ballroom

Causal inference requires assumptions about the data generating process, many of which are unverifiable from the data. Given that some causal assumptions might be uncertain or disputed, formal methods are needed to quantify how sensitive research conclusions are to violations of those assumptions. Although an extensive literature exists on the topic, most results are limited to specific model structures, while a general-purpose algorithmic framework for sensitivity analysis is still lacking. In this paper, we develop a formal, systematic approach to sensitivity analysis for arbitrary linear Structural Causal Models (SCMs). We start by formalizing sensitivity analysis as a constrained identification problem. We then develop an efficient, graph-based identification algorithm that exploits non-zero constraints on both directed and bidirected edges. This allows researchers to systematically derive sensitivity curves for a target causal quantity with an arbitrary set of path coefficients and error covariances as sensitivity parameters. These results can be used to display the degree to which violations of causal assumptions affect the target quantity of interest, and to judge, on scientific grounds, whether problematic degrees of violations are plausible.

Author Information

Carlos Cinelli (UCLA)
Daniel Kumor (Purdue University)

I am a PHD student studying Causality and Machine Learning at Purdue University

Bryant Chen (Brex)
Judea Pearl (UCLA)
Elias Bareinboim (Purdue)

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