Learning the structure of linear latent variable models
| Abstract | We describe anytime search procedures that (1) find disjoint subsets of recorded variables for which the members of each subset are d-separated by a single common unrecorded cause, if such exists; (2) return information about the causal relations among the latent factors so identified. We prove the procedure is point-wise consistent assuming (a) the causal relations can be represented by a directed acyclic graph (DAG) satisfying the Markov Assumption and the Faithfulness Assumption; (b) unrecorded variables are not caused by recorded variables; and (c) dependencies are linear. We compare the procedure with standard approaches over a variety of simulated structures and sample sizes, and illustrate its practical value with brief studies of social science data sets. Finally, we consider generalizations for non-linear systems. Keywords: latent variable models, causality, graphical models.. | |||||||||
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Peter Spirtes (2005). Graphical Models, Causal Inference, and Econometric Models. Journal of Economic Methodology 12 (1):3-34.
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