OxCSML seminar this week: Leonard Henckel

[Hai Dang Dau]

Dear all,

This week we welcome Leonard Henckel to give a talk in our OxCSML seminar. Please find below all the details.

Best,

Hai-Dang.

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Speaker: Leonard Henckel, Copenhagen Causality Lab, KU (University of Copenhagen)

Time and date: 14.00 - 15.30, Friday 5 May 2023

Place: Department of Statistics, University of Oxford, Room LG.03.

Zoom registration link: https://www.eventbrite.fr/e/oxcsml-seminar-friday-5-may-2023-tickets-626336006857

Title: Graphical Tools for Selecting Conditional Instrumental Sets

Abstract: We consider the problem of how to select conditional instrumental set in order to consistently and accurately estimate total causal effects using the two-stage least squares estimator in linear structural equation models. We first graphically characterize the class of conditional instrumental sets that ensure a consistent estimator; a class we refer to as valid conditional instrumental sets. Equipped with this definition, we provide three graphical tools for selecting more accurate valid conditional instrumental sets: First, a graphical criterion that for certain pairs of valid conditional instrumental sets identifies which of the two corresponding estimators has the smaller asymptotic variance. Second, a forward algorithm that greedily adds covariates that reduce the asymptotic variance to a valid conditional instrumental set. Third, a valid conditional instrumental set for which the corresponding estimator has the smallest asymptotic variance we can ensure with a graphical criterion.