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| 3.3.3 Example: Smoking and the Genotype Theory 83 | | 3.3.3 Example: Smoking and the Genotype Theory 83 |
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− | 3.4 A Calculus of Intervention 85 | + | '''3.4 A Calculus of Intervention 85''' |
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| 3.4.1 Preliminary Notation 85 | | 3.4.1 Preliminary Notation 85 |
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| 3.4.4 Causal Inference by Surrogate Experiments 88 | | 3.4.4 Causal Inference by Surrogate Experiments 88 |
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− | 3.5 Graphical Tests of Identifiability 89 | + | '''3.5 Graphical Tests of Identifiability 89''' |
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| 3.5.1 Identifying Models 91 | | 3.5.1 Identifying Models 91 |
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| 3.5.2 Nonidentifying Models 93 | | 3.5.2 Nonidentifying Models 93 |
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− | 3.6 Discussion 94 | + | '''3.6 Discussion 94''' |
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| 3.6.1 Qualifications and Extensions 94 | | 3.6.1 Qualifications and Extensions 94 |
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| 3.6.4 Relations to Robins’s G-Estimation 102 | | 3.6.4 Relations to Robins’s G-Estimation 102 |
| | | |
− | 4 Actions, Plans, and Direct Effects 107 | + | '''<big>4 Actions, Plans, and Direct Effects 107</big>''' |
| | | |
− | 4.1 Introduction 108 | + | '''4.1 Introduction 108''' |
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| 4.1.1 Actions, Acts, and Probabilities 108 | | 4.1.1 Actions, Acts, and Probabilities 108 |
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| 4.1.3 Actions and Counterfactuals 112 | | 4.1.3 Actions and Counterfactuals 112 |
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− | 4.2 Conditional Actions and Stochastic Policies 113 | + | '''4.2 Conditional Actions and Stochastic Policies 113''' |
| | | |
− | 4.3 When Is the Effect of an Action Identifiable? 114 | + | '''4.3 When Is the Effect of an Action Identifiable? 114''' |
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| 4.3.1 Graphical Conditions for Identification 114 | | 4.3.1 Graphical Conditions for Identification 114 |
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| 4.3.2 Remarks on Efficiency 116 | | 4.3.2 Remarks on Efficiency 116 |
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− | 4.3.3 Deriving a Closed-Form Expression | + | 4.3.3 Deriving a Closed-Form Expression for Control Queries 117 |
− | | |
− | for Control Queries 117 | |
| | | |
| 4.3.4 Summary 118 | | 4.3.4 Summary 118 |
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− | 4.4 The Identification of Dynamic Plans 118 | + | '''4.4 The Identification of Dynamic Plans 118''' |
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| 4.4.1 Motivation 118 | | 4.4.1 Motivation 118 |
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| 4.4.4 Plan Identification: A Procedure 124 | | 4.4.4 Plan Identification: A Procedure 124 |
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− | 4.5 Direct and Indirect Effects 126 | + | '''4.5 Direct and Indirect Effects 126''' |
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| 4.5.1 Direct versus Total Effects 126 | | 4.5.1 Direct versus Total Effects 126 |
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| 4.5.5 Indirect Effects and the Mediation Formula 132 | | 4.5.5 Indirect Effects and the Mediation Formula 132 |
| | | |
− | 5 Causality and Structural Models in Social Science and Economics 133 | + | '''<big>5 Causality and Structural Models in Social Science and Economics 133</big>''' |
| | | |
− | 5.1 Introduction 134 | + | '''5.1 Introduction 134''' |
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| 5.1.1 Causality in Search of a Language 134 | | 5.1.1 Causality in Search of a Language 134 |
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| 5.1.3 Graphs as a Mathematical Language 138 | | 5.1.3 Graphs as a Mathematical Language 138 |
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− | 5.2 Graphs and Model Testing 140 | + | '''5.2 Graphs and Model Testing 140''' |
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| 5.2.1 The Testable Implications of Structural Models 140 | | 5.2.1 The Testable Implications of Structural Models 140 |
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| 5.2.3 Model Equivalence 145 | | 5.2.3 Model Equivalence 145 |
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− | 5.3 Graphs and Identifiability 149 | + | '''5.3 Graphs and Identifiability 149''' |
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| 5.3.1 Parameter Identification in Linear Models 149 | | 5.3.1 Parameter Identification in Linear Models 149 |
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| 5.3.2 Comparison to Nonparametric Identification 154 | | 5.3.2 Comparison to Nonparametric Identification 154 |
| | | |
− | 5.3.3 Causal Effects: The Interventional Interpretation of | + | 5.3.3 Causal Effects: The Interventional Interpretation of Structural Equation Models 157 |
− | | |
− | Structural Equation Models 157 | |
| | | |
− | 5.4 Some Conceptual Underpinnings 159 | + | '''5.4 Some Conceptual Underpinnings 159''' |
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| 5.4.1 What Do Structural Parameters Really Mean? 159 | | 5.4.1 What Do Structural Parameters Really Mean? 159 |
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| 5.4.3 Exogeneity, Superexogeneity, and Other Frills 165 | | 5.4.3 Exogeneity, Superexogeneity, and Other Frills 165 |
| | | |
− | 5.5 Conclusion 170 | + | '''5.5 Conclusion 170''' |
| | | |
− | 5.6 Postscript for the Second Edition 171 | + | '''5.6 Postscript for the Second Edition 171''' |
| | | |
| 5.6.1 An Econometric Awakening? 171 | | 5.6.1 An Econometric Awakening? 171 |
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| 5.6.3 Robustness of Causal Claims 172 | | 5.6.3 Robustness of Causal Claims 172 |
| | | |
− | 6 Simpson’s Paradox, Confounding, and Collapsibility 173 | + | '''<big>6 Simpson’s Paradox, Confounding, and Collapsibility 173</big>''' |
| | | |
− | 6.1 Simpson’s Paradox: An Anatomy 174 | + | '''6.1 Simpson’s Paradox: An Anatomy 174''' |
| | | |
| 6.1.1 A Tale of a Non-Paradox 174 | | 6.1.1 A Tale of a Non-Paradox 174 |
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| 6.1.4 A Paradox Resolved (Or: What Kind of Machine Is Man?) 180 | | 6.1.4 A Paradox Resolved (Or: What Kind of Machine Is Man?) 180 |
| | | |
− | 6.2 Why There Is No Statistical Test for Confounding, Why Many | + | '''6.2 Why There Is No Statistical Test for Confounding, Why Many Think There Is, and Why They Are Almost Right 182''' |
− | | |
− | Think There Is, and Why They Are Almost Right 182 | |
| | | |
| 6.2.1 Introduction 182 | | 6.2.1 Introduction 182 |
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| 6.2.2 Causal and Associational Definitions 184 | | 6.2.2 Causal and Associational Definitions 184 |
| | | |
− | 6.3 How the Associational Criterion Fails 185 | + | '''6.3 How the Associational Criterion Fails 185''' |
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| 6.3.1 Failing Sufficiency via Marginality 185 | | 6.3.1 Failing Sufficiency via Marginality 185 |
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| 6.3.4 Failing Necessity via Incidental Cancellations 188 | | 6.3.4 Failing Necessity via Incidental Cancellations 188 |
| | | |
− | 6.4 Stable versus Incidental Unbiasedness 189 | + | '''6.4 Stable versus Incidental Unbiasedness 189''' |
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| 6.4.1 Motivation 189 | | 6.4.1 Motivation 189 |
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| 6.4.3 Operational Test for Stable No-Confounding 192 | | 6.4.3 Operational Test for Stable No-Confounding 192 |
| | | |
− | 6.5 Confounding, Collapsibility, and Exchangeability 193 | + | '''6.5 Confounding, Collapsibility, and Exchangeability 193''' |
| | | |
| 6.5.1 Confounding and Collapsibility 193 | | 6.5.1 Confounding and Collapsibility 193 |
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| 6.5.3 Exchangeability versus Structural Analysis of Confounding 196 | | 6.5.3 Exchangeability versus Structural Analysis of Confounding 196 |
| | | |
− | 6.6 Conclusions 199 | + | '''6.6 Conclusions 199''' |
| | | |
− | 7 The Logic of Structure-Based Counterfactuals 201 | + | '''<big>7 The Logic of Structure-Based Counterfactuals 201</big>''' |
| | | |
− | 7.1 Structural Model Semantics 202 | + | '''7.1 Structural Model Semantics 202''' |
| | | |
| 7.1.1 Definitions: Causal Models, Actions, and Counterfactuals 202 | | 7.1.1 Definitions: Causal Models, Actions, and Counterfactuals 202 |
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| 7.1.4 The Twin Network Method 213 | | 7.1.4 The Twin Network Method 213 |
| | | |
− | 7.2 Applications and Interpretation of Structural Models 215 | + | '''7.2 Applications and Interpretation of Structural Models 215''' |
− | | |
− | 7.2.1 Policy Analysis in Linear Econometric Models:
| |
| | | |
− | An Example 215 | + | 7.2.1 Policy Analysis in Linear Econometric Models: An Example 215 |
| | | |
| 7.2.2 The Empirical Content of Counterfactuals 217 | | 7.2.2 The Empirical Content of Counterfactuals 217 |
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| 7.2.5 Simon’s Causal Ordering 226 | | 7.2.5 Simon’s Causal Ordering 226 |
| | | |
− | 7.3 Axiomatic Characterization 228 | + | '''7.3 Axiomatic Characterization 228''' |
| | | |
| 7.3.1 The Axioms of Structural Counterfactuals 228 | | 7.3.1 The Axioms of Structural Counterfactuals 228 |
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| 7.3.3 Axioms of Causal Relevance 234 | | 7.3.3 Axioms of Causal Relevance 234 |
| | | |
− | 7.4 Structural and Similarity-Based Counterfactuals 238 | + | '''7.4 Structural and Similarity-Based Counterfactuals 238''' |
| | | |
| 7.4.1 Relations to Lewis’s Counterfactuals 238 | | 7.4.1 Relations to Lewis’s Counterfactuals 238 |
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| 7.4.4 Relations to the Neyman–Rubin Framework 243 | | 7.4.4 Relations to the Neyman–Rubin Framework 243 |
| | | |
− | 7.4.5 Exogeneity and Instruments: Counterfactual and | + | 7.4.5 Exogeneity and Instruments: Counterfactual and Graphical Definitions 245 |
− | | |
− | Graphical Definitions 245 | |
| | | |
− | 7.5 Structural versus Probabilistic Causality 249 | + | '''7.5 Structural versus Probabilistic Causality 249''' |
| | | |
| 7.5.1 The Reliance on Temporal Ordering 249 | | 7.5.1 The Reliance on Temporal Ordering 249 |
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| 7.5.5 Summary 256 | | 7.5.5 Summary 256 |
| | | |
− | 8 Imperfect Experiments: Bounding Effects and Counterfactuals 259 | + | '''<big>8 Imperfect Experiments: Bounding Effects and Counterfactuals 259</big>''' |
| | | |
− | 8.1 Introduction 259 | + | '''8.1 Introduction 259''' |
| | | |
| 8.1.1 Imperfect and Indirect Experiments 259 | | 8.1.1 Imperfect and Indirect Experiments 259 |
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| 8.1.2 Noncompliance and Intent to Treat 261 | | 8.1.2 Noncompliance and Intent to Treat 261 |
| | | |
− | 8.2 Bounding Causal Effects with Instrumental Variables 262 | + | '''8.2 Bounding Causal Effects with Instrumental Variables 262''' |
| | | |
| 8.2.1 Problem Formulation: Constrained Optimization 262 | | 8.2.1 Problem Formulation: Constrained Optimization 262 |
| | | |
− | 8.2.2 Canonical Partitions: The Evolution of | + | 8.2.2 Canonical Partitions: The Evolution of Finite-Response Variables 263 |
− | | |
− | Finite-Response Variables 263 | |
| | | |
| 8.2.3 Linear Programming Formulation 266 | | 8.2.3 Linear Programming Formulation 266 |
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| 8.2.6 Example: The Effect of Cholestyramine 270 | | 8.2.6 Example: The Effect of Cholestyramine 270 |
| | | |
− | 8.3 Counterfactuals and Legal Responsibility 271 | + | '''8.3 Counterfactuals and Legal Responsibility 271''' |
| | | |
− | 8.4 A Test for Instruments 274 | + | '''8.4 A Test for Instruments 274''' |
| | | |
− | 8.5 A Bayesian Approach to Noncompliance 275 | + | '''8.5 A Bayesian Approach to Noncompliance 275''' |
| | | |
| 8.5.1 Bayesian Methods and Gibbs Sampling 275 | | 8.5.1 Bayesian Methods and Gibbs Sampling 275 |
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| 8.5.2 The Effects of Sample Size and Prior Distribution 277 | | 8.5.2 The Effects of Sample Size and Prior Distribution 277 |
| | | |
− | 8.5.3 Causal Effects from Clinical Data with Imperfect | + | 8.5.3 Causal Effects from Clinical Data with Imperfect Compliance 277 |
− | | |
− | Compliance 277 | |
| | | |
| 8.5.4 Bayesian Estimate of Single-Event Causation 280 | | 8.5.4 Bayesian Estimate of Single-Event Causation 280 |
| | | |
− | 8.6 Conclusion 281 | + | '''8.6 Conclusion 281''' |
| | | |
− | 9 Probability of Causation: Interpretation and Identification 283 | + | '''<big>9 Probability of Causation: Interpretation and Identification 283</big>''' |
| | | |
− | 9.1 Introduction 283 | + | '''9.1 Introduction 283''' |
| | | |
− | 9.2 Necessary and Sufficient Causes: Conditions of Identification 286 | + | '''9.2 Necessary and Sufficient Causes: Conditions of Identification 286''' |
| | | |
| 9.2.1 Definitions, Notation, and Basic Relationships 286 | | 9.2.1 Definitions, Notation, and Basic Relationships 286 |
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| 9.2.4 Identifiability under Monotonicity and Nonexogeneity 293 | | 9.2.4 Identifiability under Monotonicity and Nonexogeneity 293 |
| | | |
− | 9.3 Examples and Applications 296 | + | '''9.3 Examples and Applications 296''' |
| | | |
| 9.3.1 Example 1: Betting against a Fair Coin 296 | | 9.3.1 Example 1: Betting against a Fair Coin 296 |
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| 9.3.3 Example 3: The Effect of Radiation on Leukemia 299 | | 9.3.3 Example 3: The Effect of Radiation on Leukemia 299 |
| | | |
− | 9.3.4 Example 4: Legal Responsibility from Experimental and | + | 9.3.4 Example 4: Legal Responsibility from Experimental and Nonexperimental Data 302 |
− | | |
− | Nonexperimental Data 302 | |
| | | |
| 9.3.5 Summary of Results 303 | | 9.3.5 Summary of Results 303 |
| | | |
− | 9.4 Identification in Nonmonotonic Models 304 | + | '''9.4 Identification in Nonmonotonic Models 304''' |
| | | |
− | 9.5 Conclusions 307 | + | '''9.5 Conclusions 307''' |
| | | |
− | 10 The Actual Cause 309 | + | '''<big>10 The Actual Cause 309</big>''' |
| | | |
− | 10.1 Introduction: The Insufficiency of Necessary Causation 309 | + | '''10.1 Introduction: The Insufficiency of Necessary Causation 309''' |
| | | |
| 10.1.1 Singular Causes Revisited 309 | | 10.1.1 Singular Causes Revisited 309 |
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| 10.1.3 Overdetermination and Quasi-Dependence 313 | | 10.1.3 Overdetermination and Quasi-Dependence 313 |
| | | |
− | 10.1.4 Mackie’s INUS Condition 313 | + | 10.1.4 Mackie's INUS Condition 313 |
| | | |
− | 10.2 Production, Dependence, and Sustenance 316 | + | '''10.2 Production, Dependence, and Sustenance 316''' |
| | | |
− | 10.3 Causal Beams and Sustenance-Based Causation 318 | + | '''10.3 Causal Beams and Sustenance-Based Causation 318''' |
| | | |
| 10.3.1 Causal Beams: Definitions and Implications 318 | | 10.3.1 Causal Beams: Definitions and Implications 318 |
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| 10.3.5 Temporal Preemption 325 | | 10.3.5 Temporal Preemption 325 |
| | | |
− | 10.4 Conclusions 327 | + | '''10.4 Conclusions 327''' |
| | | |
− | 11 Reflections, Elaborations, and Discussions with Readers 331 | + | '''<big>11 Reflections, Elaborations, and Discussions with Readers 331</big>''' |
| | | |
− | 11.1 Causal, Statistical, and Graphical Vocabulary 331 | + | '''11.1 Causal, Statistical, and Graphical Vocabulary 331''' |
| | | |
| 11.1.1 Is the Causal-Statistical Dichotomy Necessary? 331 | | 11.1.1 Is the Causal-Statistical Dichotomy Necessary? 331 |
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| 11.1.2 d-Separation without Tears (Chapter 1, pp. 16–18) 335 | | 11.1.2 d-Separation without Tears (Chapter 1, pp. 16–18) 335 |
| | | |
− | 11.2 Reversing Statistical Time (Chapter 2, p. 58–59) 337 | + | '''11.2 Reversing Statistical Time (Chapter 2, p. 58–59) 337''' |
| | | |
− | 11.3 Estimating Causal Effects 338 | + | '''11.3 Estimating Causal Effects 338''' |
| | | |
| 11.3.1 The Intuition behind the Back-Door Criterion (Chapter 3, p. 79) 338 | | 11.3.1 The Intuition behind the Back-Door Criterion (Chapter 3, p. 79) 338 |
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| 11.3.7 The Validity of G-Estimation 352 | | 11.3.7 The Validity of G-Estimation 352 |
| | | |
− | 11.4 Policy Evaluation and the do-Operator 354 | + | '''11.4 Policy Evaluation and the do-Operator 354''' |
| | | |
| 11.4.1 Identifying Conditional Plans (Section 4.2, p. 113) 354 | | 11.4.1 Identifying Conditional Plans (Section 4.2, p. 113) 354 |
第471行: |
第455行: |
| 11.4.7 The Illusion of Nonmodularity 364 | | 11.4.7 The Illusion of Nonmodularity 364 |
| | | |
− | 11.5 Causal Analysis in Linear Structural Models 366 | + | '''11.5 Causal Analysis in Linear Structural Models 366''' |
| | | |
| 11.5.1 General Criterion for Parameter Identification (Chapter 5, pp. 149–54) 366 | | 11.5.1 General Criterion for Parameter Identification (Chapter 5, pp. 149–54) 366 |
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| 11.5.5 External Variation versus Surgery 376 | | 11.5.5 External Variation versus Surgery 376 |
| | | |
− | 11.6 Decisions and Confounding (Chapter 6) 380 | + | '''11.6 Decisions and Confounding (Chapter 6) 380''' |
| | | |
| 11.6.1 Simpson’s Paradox and Decision Trees 380 | | 11.6.1 Simpson’s Paradox and Decision Trees 380 |
第493行: |
第477行: |
| 11.6.4 Why Isn’t Confounding a Statistical Concept? 387 | | 11.6.4 Why Isn’t Confounding a Statistical Concept? 387 |
| | | |
− | 11.7 The Calculus of Counterfactuals 389 | + | '''11.7 The Calculus of Counterfactuals 389''' |
| | | |
| 11.7.1 Counterfactuals in Linear Systems 389 | | 11.7.1 Counterfactuals in Linear Systems 389 |
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第485行: |
| 11.7.3 d-Separation of Counterfactuals 393 | | 11.7.3 d-Separation of Counterfactuals 393 |
| | | |
− | 11.8 Instrumental Variables and Noncompliance 395 | + | '''11.8 Instrumental Variables and Noncompliance 395''' |
| | | |
| 11.8.1 Tight Bounds under Noncompliance 395 | | 11.8.1 Tight Bounds under Noncompliance 395 |
| | | |
− | 11.9 More on Probabilities of Causation 396 | + | '''11.9 More on Probabilities of Causation 396''' |
| | | |
| 11.9.1 Is “Guilty with Probability One” Ever Possible? 396 | | 11.9.1 Is “Guilty with Probability One” Ever Possible? 396 |