pcalg (version 2.2-0)

jointIda: Estimate Multiset of Possible Total Joint Effects

Description

jointIda() estimates the multiset of possible total joint effects of a set of intervention variables (X) on another variable (Y) from observational data. This is a version of ida that allows multiple simultaneous interventions.

Usage

jointIda(x.pos, y.pos, mcov, graphEst = NULL, all.pasets = NULL,
technique = c("RRC", "MCD"))

Arguments

x.pos

(integer vector) positions of the intervention variables X in the covariance matrix.

y.pos

(integer) position of variable Y in the covariance matrix. (y.pos can also be an integer vector, see Note.)

mcov

(estimated) covariance matrix.

graphEst

(graphNEL object) a partially directed graph, typically an estimated CPDAG from pc(): If the result of pc is pc.fit, the estimated CPDAG can be obtained b

all.pasets

(an optional argument and the default is NULL) A list where each element is a list of size length(x.pos). Each sub-list all.pasets[[i]] contains possible parent sets of x.pos in the same order, i.e.,

technique

Character string specifying the technique that will be used to estimate the total joint causal effects (given the parent sets). See details below. [object Object],[object Object]

Value

• A matrix that represents the multiset containing the estimated possible total joint effects of X on Y. The number of rows is equal to length(x.pos), i.e., each column represents a vector of possible joint causal effects.

Details

It is assumed that we have observational data that are multivariate Gaussian and faithful to the true (but unknown) underlying causal DAG (without hidden variables). Under these assumptions, this function estimates the multiset of possible total joint effects of X on Y. Here the total joint effect of $X = (X_1,X_2)$ on $Y$ is defined via Pearl's do-calculus as the vector $(E[Y|do(X_1=x_1+1,X_2=x_2)]-E[Y|do(X_1=x_1,X_2=x_2)], E[Y|do(X_1=x_1,X_2=x_2+1)]-E[Y|do(X_1=x_1,X_2=x_2)])$, with a similar definition for more than two variables. These values are equal to the partial derivatives (evaluated at $(x_1,x_2)$) of $E[Y|do(X=x_1',X_2=x_2')]$ with respect to $x_1'$ and $x_2'$. Moreover, under the Gaussian assumption, these partial derivatives do not depend on the values at which they are evaluated. We estimate a multiset of possible total joint effects instead of the unique total joint effect, since it is typically impossible to identify the latter when the true underlying causal DAG is unknown (even with an infinite amount of data). Conceptually, the method works as follows. First, we estimate the CPDAG that represents the equivalence class of DAGs, using the function pc (see the help file of this function). Then we extract a collection of "jointly valid" parent sets of the intervention variables from the estimated CPDAG. For each set of jointly valid parent sets we apply RRC (recursive regressions for causal effects) or MCD (modifying the Cholesky decomposition) to estimate the total joint effect of X on Y from the sample covariance matrix (see Section 3 of [1]).

References

[1] P. Nandy, M.H. Maathuis and T.S. Richardson. Estimating the effect of joint interventions from observational data in sparse high-dimensional settings. http://arxiv.org/abs/1407.2451.

See Also

pc for estimating a CPDAG.

Examples

## Create a weighted DAG
p <- 6
V<-as.character(1:p)
edL <- vector("list",length=6)
names(edL)<-V
edL[[1]] <- list(edges=c(3,4),weights=c(1.1,0.3))
edL[[2]] <- list(edges=c(6),weights=c(0.4))
edL[[3]] <- list(edges=c(2,4,6),weights=c(0.6,0.8,0.9))
edL[[4]] <- list(edges=c(2),weights=c(0.5))
edL[[5]] <- list(edges=c(1,4),weights=c(0.2,0.7))
myDAG <- new("graphNEL",nodes=V,edgeL=edL,edgemode="directed") ## true DAG
myCPDAG <- dag2cpdag(myDAG) ## true CPDAG
covTrue <- trueCov(myDAG) ## true covariance matrix

## simulate Gaussian data from the true DAG
set.seed(123)
if (require(mvtnorm)) {
  n <- 1000
  dat <- rmvnorm(n,mean=rep(0,p),sigma=covTrue)
}

## estimate CPDAG -- see  help(pc)
suffStat <- list(C = cor(dat), n = n)
pc.fit <- pc(suffStat, indepTest = gaussCItest, p = p, alpha = 0.01 ,u2pd="relaxed")

if (require(Rgraphviz)) {
  ## plot the true and estimated graphs
  par(mfrow = c(1,2))
  plot(myDAG, main = "True DAG")
  plot(pc.fit, main = "Estimated CPDAG")
}

## Suppose that we know the true CPDAG and covariance matrix
jointIda(x.pos=c(1,2),y.pos=6,covTrue,graphEst=myCPDAG,technique="RRC")
jointIda(x.pos=c(1,2),y.pos=6,covTrue,graphEst=myCPDAG,technique="MCD")

## Instead of knowing the true CPDAG, it is enough to know only 
## the jointly valid parent sets of the intervention variables 
## to use RRC or MCD
all.jointly.valid.pasets <- list(list(5,c(3,4)),list(integer(0),c(3,4)),list(3,c(3,4)))
jointIda(x.pos=c(1,2),y.pos=6,covTrue,all.pasets=all.jointly.valid.pasets,technique="RRC")
jointIda(x.pos=c(1,2),y.pos=6,covTrue,all.pasets=all.jointly.valid.pasets,technique="MCD")

## From the true DAG, we can compute the true total joint effects
## using RRC or MCD
jointIda(x.pos=c(1,2),y.pos=6,covTrue,graphEst=myDAG,technique="RRC")
cat("Dim covTrue: ", dim(covTrue),"")
jointIda(x.pos=c(1,2),y.pos=6,covTrue,graphEst=myDAG,technique="MCD")


## When working with data, we have to use the estimated CPDAG
## and the sample covariance matrix
jointIda(x.pos=c(1,2),y.pos=6,cov(dat),graphEst=pc.fit@graph,technique="RRC")
jointIda(x.pos=c(1,2),y.pos=6,cov(dat),graphEst=pc.fit@graph,technique="MCD")
## RRC and MCD can produce different results when working with data

## jointIda also works when x.pos has length 1 and in the following example
## it gives the same result as ida() (see Note) 
##
## When the CPDAG is known
jointIda(x.pos=1,y.pos=6,covTrue,graphEst=myCPDAG,technique="RRC")
ida(x.pos=1,y.pos=6,covTrue,graphEst=myCPDAG,method="global")
##
## When the DAG is known
jointIda(x.pos=1,y.pos=6,covTrue,graphEst=myDAG,technique="RRC")
ida(x.pos=1,y.pos=6,covTrue,graphEst=myDAG,method="global")
## Note that, causalEffect(myDAG,y=6,x=1) does not give the correct value in this case,
## since this function requires that the variables are in a causal order.