Instrumental variables in Gaussian directed acyclic graph models with an unobserved confounder

被引：3
|
作者：
Stanghellini, E [1 ]
机构：
[1] Univ Perugia, Dipartimento Sci Stat, I-06100 Perugia, Italy
来源：
ENVIRONMETRICS | 2004年 / 15卷 / 05期
关键词：
identification; latent variables; path analysis;
D O I：
10.1002/env.676
中图分类号：
X [环境科学、安全科学];
学科分类号：
08 ; 0830 ;
摘要：
We discuss the problem of identification of relevant parameters in a DAG model for Gaussian variables with one unobserved variable that acts as a counfounder. We first make explicit what we intend for identification and then discuss an example where a modified notion of instrumental variable renders a system with a confounder identifiable. Copyright (C) 2004 John Wiley Sons, Ltd.
引用
收藏
页码：463 / 469
页数：7
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