Detecting Confounding in Multivariate Linear Models via Spectral Analysis

We study a model where one target variable Y$Y$ is correlated with a vector X:=(X1,…,Xd)$\textbf{X}:=(X_1,\dots,X_d)$ of predictor variables being potential causes of Y$Y$. We describe a method that infers to what extent the statistical dependences between X$\textbf{X}$ and Y$Y$ are due to the influ...

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Bibliographic Details
Main Authors: Janzing Dominik, Schölkopf Bernhard
Format: Article
Language:English
Published: De Gruyter 2018-03-01
Series:Journal of Causal Inference
Subjects:
Online Access:https://doi.org/10.1515/jci-2017-0013