English

PCM Selector: Penalized Covariate-Mediator Selection Operator for Evaluating Linear Causal Effects

Methodology 2025-03-06 v3 Machine Learning

Abstract

For a data-generating process for random variables that can be described with a linear structural equation model, we consider a situation in which (i) a set of covariates satisfying the back-door criterion cannot be observed or (ii) such a set can be observed, but standard statistical estimation methods cannot be applied to estimate causal effects because of multicollinearity/high-dimensional data problems. We propose a novel two-stage penalized regression approach, the penalized covariate-mediator selection operator (PCM Selector), to estimate the causal effects in such scenarios. Unlike existing penalized regression analyses, when a set of intermediate variables is available, PCM Selector provides a consistent or less biased estimator of the causal effect. In addition, PCM Selector provides a variable selection procedure for intermediate variables to obtain better estimation accuracy of the causal effects than does the back-door criterion.

Keywords

Cite

@article{arxiv.2412.18180,
  title  = {PCM Selector: Penalized Covariate-Mediator Selection Operator for Evaluating Linear Causal Effects},
  author = {Hisayoshi Nanmo and Manabu Kuroki},
  journal= {arXiv preprint arXiv:2412.18180},
  year   = {2025}
}

Comments

Accepted by AAAI 2025

R2 v1 2026-06-28T20:47:43.950Z