On the Testability of Causal Models With Latent and Instrumental Variables
نویسنده
چکیده
Certain causal models involving unmea sured variables induce no independence constraints among the observed variables but imply, nevertheless, inequality con straints on the observed distribution. This paper derives a general formula for such in equality constraints as induced by instru mental variables, that is, exogenous vari ables that directly affect some variables but not all. With the help of this formula, it is possible to test whether a model involving instrumental variables may account for the data, or, conversely, whether a given vari able can be deemed instrumental.
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