Causal Inference Symposium: Heckman and Pearl
Judea Pearl Writes:
Last week I attended a causal inference symposium at the University of Michigan, and had a very lively discussion with James Heckman (Chicago, economics) on causal reasoning in econometrics, statistics and computer science. Video and slides of the two lectures can be watched here: http://www.psc.isr.umich.edu/pubs/video-tapes.html
In the QA session (not in the video), I described the problems of transportability and external validity, and their solutions according to:
http://ftp.cs.ucla.edu/pub/stat_ser/r372.pdf
http://ftp.cs.ucla.edu/pub/stat_ser/r390.pdf
Heckman asked: What makes this problem different from the one that economists solve routinely — when they find a new distribution that differs from the one they estimated, they simply re-estimate the parameters by which the two differ and keep those on which they agree.
My answer stressed three facts that should be kept in mind when dealing with “transporatability”:
1. We cannot speak here about differing “distributions” because transportability is a causal, not statistical problem. In other words, what needs to be re-estimated depends not on the two “distributions” but on the causal story behind the distributions. (This is shown vividly in Example 2 of R-372).
2. We are now dealing with the task of transporting “experimental findings” (e.g., causal effects), not distributions, from a place where they are available to a place where they are not estimable.
3. We cannot even speak about re-estimating “parameters” because the problem is entirely non-parametric.
More comments on audience questions will follow.
Professor, I believe the discussion was very short and there was a mismatch on the discussion by economists and your contribution on transportability. My perception was that some of the discussion by economists were based on an underlying matching assumption on the transportability problem. It would be very enlightening if we had more time on this topic, a quite important one.
Comment by Rodrigo — December 28, 2012 @ 1:12 pm
Rodrigo,
We will get to the rest of the discussion when we get more questions from students and audience.
What I wanted to make sure at this point is that students understand the differences between the type of problems that are solved under “transportability” and the kind of problems that economists solve routinely when they face two different distributions. Do you think I made the difference clear?
Comment by judea — December 29, 2012 @ 12:16 am