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Causal Structural Model (CSM)

Mathematical formalization combining structural equations and directed acyclic graphs to represent causal relationships between variables.

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Directed Acyclic Graph (DAG)

Graphical representation of causal relationships where nodes are variables and directed edges indicate direct causal influence.

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Average Treatment Effect (ATE)

Expected mean difference between potential outcomes under treatment and control for the entire target population.

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Average Treatment Effect on the Treated (ATT)

Average causal effect calculated specifically for the subgroup of individuals who actually received the treatment.

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Mediation Analysis

Decomposition of the total causal effect into direct and indirect effects through intermediate variables called mediators.

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Conditional Randomization

Experimental procedure where treatment assignment is random conditional on specific covariates to ensure balance.

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Unmeasured Confounder

Unobserved confounding variable in the data that can bias causal estimates and requires robust identification methods.

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Treatment Effect Heterogeneity

Variation of the causal effect across different subgroups or individuals, requiring conditional heterogeneity models.

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Granger causality test

Statistical method based on temporal predictability to determine if a time series causes another in the Granger sense.

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Difference-in-differences

Causal identification strategy comparing before-after changes between treatment and control groups to eliminate common trends.

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Local Average Treatment Effect (LATE)

Causal effect identified by instrumental variables, applying specifically to individuals whose treatment status is modified by the instrument.

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Pearl's causality

Formal approach to causality based on structural models and do-calculus, distinguishing correlation, intervention, and counterfactual.

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Structural equation

Mathematical relationship describing how a variable is generated from its direct causes and a random error term.

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Sensitivity analysis

Assessment of the robustness of causal estimates to potential unmeasured confounders or violations of identification assumptions.

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