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DOI 10.34229/KCA2522-9664.26.4.1
UDC 519.23:004.855

O.S. Balabanov
Institute of Software Systems, National Academy of Sciences of Ukraine, Kyiv, Ukraine,
olexastep@gmail.com


REGRESSION ANALYSIS AND CAUSAL MODELS (REVIEW)

Abstract. We present basic guidelines for utilizing a regression technique in analytical and predictive tasks, with emphasis on prediction of causal effects of interventions (manipulations). It is known that regression technique strives to automatically configure a model which provides best expression (under given restrictions) for a target variable in terms of available regressors. This makes a regression technique be destined for “passive prediction” task (“what value of target variable is expected when certain values of predictors are observed?”). But more often a researcher needs an answer the “active prediction” question: what value a target variable would obtain if certain predictors are (externally) set to chosen values (manipulated). To get answer to the question, one should modify respective part of the causal model inferred from observational data. To clarify suggestions and comments given in the text, we delineate several kinds of regression-based tasks. The kinds of tasks are the following: “passive prediction”; retro-recovery of target variable value; causal effect prediction; estimation of causal influence coefficients or structural coefficients; causal diagnostics and discovery; counterfactual analysis. We review and explain several basic approaches and techniques to the above tasks (mainly for linear models), including covariate adjustment. The extended back-door criterion and generalized versions of the instrumental variable methods are outlined. It is explained the distinction between regressor selection strategy for “passive prediction” and that for causal effect prediction.

Keywords: regression, causal effect, prediction, regression coefficient, causal relation, covariate adjustment.


full text

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