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The Book of Why
“For Epidemiologists”
George Davey Smith
MRC Integrative Epidemiology Unit
University of Bristol
@mendel_random
Structure of talk
• Value of DAG theory to epidemiology
• The reality of use of DAGs in epidemiology
• Getting Wright wrong
• Where does “background knowledge” come from?
• Consequences of believing the DAGs
“The Book of Why”.ppt
“The Book of Why”.ppt
“The Book of Why”.ppt
“The Book of Why”.ppt
“The Book of Why”.ppt
Unequivocal gains to epidemiology
from employing DAGs
• Structure of biases
Heavy alcohol consumption “protects” against
stroke in the American Cancer Society volunteer
cohort
Health alcohol “Poor health”
consumption
Heavy r = negative
Alcoholic - - - - - - “Poor health”
consumptiom
Volunteer
- VE - VE
Ebrahim S, Davey Smith G. Should we always deliberately be non-representative?
Int. J. Epidemiol. 2013;42:1022-1026.
Volunteer
- VE
- VE
Davey Smith and Ebrahim IJE 2004
Arthur Cecil Pigou
1877 - 1959
Not the “fourth man” …
Pigou AC. Alcoholism and Heredity. Westminster Gazette 2nd February
1911 reprinted in Int J Epidemiol.
“The Book of Why”.ppt
Unequivocal gains to epidemiology
from employing DAGs
• Structure of biases .. and making these
transportable
Pearl J. The new challenge, 1997
“The Book of Why”.ppt
Unequivocal gains to epidemiology
from employing DAGs
• Structure of biases .. and making these
transportable
• Providing an explicit rationale for constructing
adjustment sets
Unequivocal gains to epidemiology
from employing DAGs
• Structure of biases .. and making these
transportable
• Providing an explicit rationale for constructing
adjustment sets
• Lead to an explicit presentation of some of the
assumptions the researcher holds
Unequivocal gains to epidemiology
from employing DAGs
• Structure of biases .. and making these
transportable
• Providing an explicit rationale for constructing
adjustment sets
• Lead to an explicit presentation of some of the
assumptions the researcher holds
• Contributing to methodological developments with
abstract DAGs
Sjolander et al, Cofounders, mediators or colliders: what types of shared covariates does
a sibling comparison design control for? Epidemiology 2017;28:540-7
X = exposure
Y = outcome
U= eg parental genotype
Family environment may
be M or W
Breitling LP. dagR: A Suite of R Functions for Directed Acyclic Graphs. Epidemiology
2010;21:586-587
The reality of the use of DAGs in Epidemiology
Textor J et al. DAGitty: A graphical tool for analysing causal diagrams. Epidemiology 2011;22:745
“Directed Acyclic Graphs1 and 10 percent
change in estimate procedures were
used to identify covariates for inclusion
in multivariable models; these included
age, education, living with a partner,
parity, and history of preterm birth”.
1. Textor J, Hardt J, Knuppel S. Dagitty: A graphical tool for analyzing causal
diagrams. Epidemiology 2011;22(5):745.
Barcelona de Mendoza V et al. Acculturation and Intention to Breastfeed among a
Population of Predominantly Puerto Rican Women. Birth 2016;43:78-85
Bandoli G et al. Constructing Causal Diagrams for Common Perinatal Outcomes:
Benefits, Limitations and Motivating Examples with Maternal Antidepressant Use in
Pregnancy. Paediatric and Perinatal Epidemiology 2016;30:521-528.
Glymour MM. Using causal diagrams to understand common problems in social
epidemiology. In: Oakes JM, Kaufman JS (eds). Methods in Social Epidemiology. San
Francisco, CA: Josey-Bass, 2006;393–428
Glymour MM. Using causal diagrams to understand common problems in social
epidemiology. In: Oakes JM, Kaufman JS (eds). Methods in Social Epidemiology. San
Francisco, CA: Josey-Bass, 2006;393–428
“Under the graphical criteria, one should not include mother’s diabetes
status as a covariate”
“A structural causal model provides a tool for understanding whether
background knowledge, combined with the observed data, is sufficient to
allow a causal question to be translated into a statistical estimand, and, if
not, what additional data or assumptions are needed.”
Petersen ML et al. Causal Models and Learning from Data: Integrating Causal Modeling
and Statistical Estimation. Epidemiology 2014;25:418-426.
“In many cases, rigorous application of a formal causal framework forces us
to conclude that existing knowledge and data are insufficient to claim
identifiability—in itself a useful contribution.”
But what of the assumptions of
“causal DAGs” and causal modelling
approaches?
Lagani V et al. Probabilistic Computational Causal Discovery for Systems Biology.
In: Geris L, Gomez-Cabrero D (Eds). Uncertainty in Biology Volume 17 of the series.
Studies in Mechanobiology, Tissue Engineering and Biomaterials pp 33-73; 2015
No measurement error: the variables
are measured without measurement
error. This is a subtle assumption that
is required to learn Causal Bayesian
Networks (CBNs), often not realized by
practitioners who apply these
techniques.
Oh yeah … and there’s “no
unmeasured confounding” too …
No measurement error
+
No unmeasured confounding
=
Not epidemiological data
Sewall Wright on
path analysis,
causation and
mediation
Getting Wright Wrong
James Crow’s NAS Biographical
Memoir of Sewall Wright
“He read his father’s math books and learned to
extract cube roots before entering school, a skill that
he said brought him instant, lasting unpopularity
with the other students”
Powell S. The Book of Why: The New Science of Cause and Effect. Journal of MultiDisciplinary
Evaluation. 2018;14:47-54
Powell S. The Book of Why: The New Science of Cause and Effect. Journal of MultiDisciplinary
Evaluation. 2018;14:47-54
“.. A rebuttal published in 1921 by one Henry Niles, a student of American Statistician
Raymond Pearl (no relation), who in turn was a student of Karl Pearson, the godfather
of statistics”
FROM “THE BOOK OF WHY”
“The Book of Why”.ppt
Powell S. The Book of Why: The New Science of Cause and Effect. Journal of MultiDisciplinary
Evaluation. 2018;14:47-54
“A prominent SEM researcher once asked me,
“Under what conditions can we give causal
interpretation to identified structural coefficients?” I
thought this colleague was joking. As a faithful
reader of Wright (1921) and Haavelmo (1943), I had
come to believe that the answer is simply,
“Always!...”
Pearl J. TETRAD and SEM. Multivariate Behavioural Research 1998;33:119-128.
Wright S. The Genetical Structure of Populations. Annals of Eugenics 1949;15:323-354.
“The rate of decrease of heterozygosis in systems of mating more complicated
than self-fertilization was first worked out from the recurrence relation between
successive generations independently by Jennings (1914) and Fish (1914) for
brother-sister mating and by Jennings (1916) for some others. The present writer,
who had assisted Fish in his calculations, found a simpler way of finding this
quantity, the method of path coefficients, based on the correlation between
uniting gametes (Wright, 1921).”
Random phenotypic variance? Piebald pattern in guinea pigs
Sewall Wright 1921
Wright S. The theory of path coefficients: A reply to Niles’s criticism. Genetics 1923;8:239
And the same said in many, many
other places
“The hypothesis that heredity is Mendelian may
usually be used safely as information external to a
system of correlations among relatives”
“.. external information of a most precise sort is
provided by the pedigree and by the practical
universality of Mendelian heredity”
It seems to the writer that what Wright was striving
for, when he formulated path analysis, first, was
progress up the ladder from descriptive to tangential
to functional and that the fact that he halted at the
tangential level was an accident – an accident of the
temper of the times and of the problems which
happened to concern him. It would seem appropriate
to credit him with striving for a functional method
and to classify the halt at the tangential level as
temporary and of minor importance.
J Tukey – In: Statistics and Mathematics in Biology. The Iowa State College Press, Iowa 1954.
“Genetics has but one modest framework for paths. In
contrast according to current journals sociologists keep
discovering new fundamental path frameworks every
month; and sociological graduate students are required
routinely to hand in, as individual class exercises, new
discoveries equalling Gregor Mendel’s.”
Guttman L. What is Not What in Statistics. Journal of the Royal Statistical Society. Series
D. 1977;26:81-107
Path analysis does not analyse non-
genetic paths
Lehmann EL. Fisher, Neyman, and the Creation of Classical Statistics. Springer 2011.
Letter from Egon Pearson to Jerzy Neyman
Where does background
knowledge come from?
“The Book of Why”.ppt
Pearl J. Trygve Haavelmo and the emergence of causal calculus. Econometric Theory
2015;31:152-179.
Pearl J. Causal diagrams for empirical research. Biometrika 1995;82:669-688.
“As with regression models, causal models in
observational health and social science
(OHSS) are always false. Because we can
never know we have a correct model (and in
fact in OHSS we can’t even know if we are
very close), to say G is causal if
unconfounded is a scientifically vacuous
definition: It is saying the graph is causal if
the causal model it represents is correct.”
Greenland S. Overthrowing the Tyranny of Null Hypotheses Hidden in Causal Diagrams. In
Dechter R et al (eds). Heuristic, Probabilities, and Causality: A Tribute to Judea Pearl.
College Press 2010:365-382
Causality: it’s the new
thing ..
“The Book of Why”.ppt
Goldsmith JR. Epidemiological approach to multiple factor interactions in pulmonary
disease: the potential usefulness of path analysis. Annals of the New York Academy of
Sciences 1974;221:361-375
Consequences of
believing the DAGs
Introduction of front-door criteria
Pearl J. Mediating Instrumental Variables. Technical Report 1993.
Judea Pearl & Dana Mackenzie. The Book of Why: The New Science of Cause and Effect.
Penguin, UK. 2018.
Pearl J. Turing Award Winner, Longtime ASA Member Publishes The Book of Why. AMSTAT
News August 2018
Corrigan-Curay J et al. Real-World Evidence and Real-World Data for Evaluating Drug
Safety and Effectiveness. JAMA 2018;9:867-868.
Pearl J. Rejoinder to Discussions of “Causal diagrams for empirical research”. Biometrika
1995;82:702-710.
“The Book of Why”.ppt
From “Causal inference in statistics: a primer” Judea Pearl et al
“It proves the enormous, even revelatory, power that
causal graphs have in not merely representing, but
actually discovering causal information”
George Orwell wrote that language could be used to give the “. . .
appearance of solidity to pure wind.” It is disturbing that the language of
“causal modeling” is being used to bestow the solidity of the complex
process of causal inference upon mere statistical analysis of observational
data.
Levine B. Causal Models. Epidemiology 2009;20:931.
COI: I am old and time-expired
Davey Smith G. Post-Modern Epidemiology: when methods meet matter, Am J
Epidemiol 2019, in press

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“The Book of Why”.ppt

  • 1. The Book of Why “For Epidemiologists” George Davey Smith MRC Integrative Epidemiology Unit University of Bristol @mendel_random
  • 2. Structure of talk • Value of DAG theory to epidemiology • The reality of use of DAGs in epidemiology • Getting Wright wrong • Where does “background knowledge” come from? • Consequences of believing the DAGs
  • 8. Unequivocal gains to epidemiology from employing DAGs • Structure of biases
  • 9. Heavy alcohol consumption “protects” against stroke in the American Cancer Society volunteer cohort Health alcohol “Poor health” consumption Heavy r = negative Alcoholic - - - - - - “Poor health” consumptiom Volunteer - VE - VE Ebrahim S, Davey Smith G. Should we always deliberately be non-representative? Int. J. Epidemiol. 2013;42:1022-1026. Volunteer - VE - VE
  • 10. Davey Smith and Ebrahim IJE 2004
  • 11. Arthur Cecil Pigou 1877 - 1959 Not the “fourth man” …
  • 12. Pigou AC. Alcoholism and Heredity. Westminster Gazette 2nd February 1911 reprinted in Int J Epidemiol.
  • 14. Unequivocal gains to epidemiology from employing DAGs • Structure of biases .. and making these transportable
  • 15. Pearl J. The new challenge, 1997
  • 17. Unequivocal gains to epidemiology from employing DAGs • Structure of biases .. and making these transportable • Providing an explicit rationale for constructing adjustment sets
  • 18. Unequivocal gains to epidemiology from employing DAGs • Structure of biases .. and making these transportable • Providing an explicit rationale for constructing adjustment sets • Lead to an explicit presentation of some of the assumptions the researcher holds
  • 19. Unequivocal gains to epidemiology from employing DAGs • Structure of biases .. and making these transportable • Providing an explicit rationale for constructing adjustment sets • Lead to an explicit presentation of some of the assumptions the researcher holds • Contributing to methodological developments with abstract DAGs
  • 20. Sjolander et al, Cofounders, mediators or colliders: what types of shared covariates does a sibling comparison design control for? Epidemiology 2017;28:540-7 X = exposure Y = outcome U= eg parental genotype Family environment may be M or W
  • 21. Breitling LP. dagR: A Suite of R Functions for Directed Acyclic Graphs. Epidemiology 2010;21:586-587 The reality of the use of DAGs in Epidemiology
  • 22. Textor J et al. DAGitty: A graphical tool for analysing causal diagrams. Epidemiology 2011;22:745
  • 23. “Directed Acyclic Graphs1 and 10 percent change in estimate procedures were used to identify covariates for inclusion in multivariable models; these included age, education, living with a partner, parity, and history of preterm birth”. 1. Textor J, Hardt J, Knuppel S. Dagitty: A graphical tool for analyzing causal diagrams. Epidemiology 2011;22(5):745. Barcelona de Mendoza V et al. Acculturation and Intention to Breastfeed among a Population of Predominantly Puerto Rican Women. Birth 2016;43:78-85
  • 24. Bandoli G et al. Constructing Causal Diagrams for Common Perinatal Outcomes: Benefits, Limitations and Motivating Examples with Maternal Antidepressant Use in Pregnancy. Paediatric and Perinatal Epidemiology 2016;30:521-528.
  • 25. Glymour MM. Using causal diagrams to understand common problems in social epidemiology. In: Oakes JM, Kaufman JS (eds). Methods in Social Epidemiology. San Francisco, CA: Josey-Bass, 2006;393–428
  • 26. Glymour MM. Using causal diagrams to understand common problems in social epidemiology. In: Oakes JM, Kaufman JS (eds). Methods in Social Epidemiology. San Francisco, CA: Josey-Bass, 2006;393–428 “Under the graphical criteria, one should not include mother’s diabetes status as a covariate”
  • 27. “A structural causal model provides a tool for understanding whether background knowledge, combined with the observed data, is sufficient to allow a causal question to be translated into a statistical estimand, and, if not, what additional data or assumptions are needed.” Petersen ML et al. Causal Models and Learning from Data: Integrating Causal Modeling and Statistical Estimation. Epidemiology 2014;25:418-426. “In many cases, rigorous application of a formal causal framework forces us to conclude that existing knowledge and data are insufficient to claim identifiability—in itself a useful contribution.”
  • 28. But what of the assumptions of “causal DAGs” and causal modelling approaches?
  • 29. Lagani V et al. Probabilistic Computational Causal Discovery for Systems Biology. In: Geris L, Gomez-Cabrero D (Eds). Uncertainty in Biology Volume 17 of the series. Studies in Mechanobiology, Tissue Engineering and Biomaterials pp 33-73; 2015 No measurement error: the variables are measured without measurement error. This is a subtle assumption that is required to learn Causal Bayesian Networks (CBNs), often not realized by practitioners who apply these techniques.
  • 30. Oh yeah … and there’s “no unmeasured confounding” too …
  • 31. No measurement error + No unmeasured confounding = Not epidemiological data
  • 32. Sewall Wright on path analysis, causation and mediation Getting Wright Wrong
  • 33. James Crow’s NAS Biographical Memoir of Sewall Wright “He read his father’s math books and learned to extract cube roots before entering school, a skill that he said brought him instant, lasting unpopularity with the other students”
  • 34. Powell S. The Book of Why: The New Science of Cause and Effect. Journal of MultiDisciplinary Evaluation. 2018;14:47-54
  • 35. Powell S. The Book of Why: The New Science of Cause and Effect. Journal of MultiDisciplinary Evaluation. 2018;14:47-54 “.. A rebuttal published in 1921 by one Henry Niles, a student of American Statistician Raymond Pearl (no relation), who in turn was a student of Karl Pearson, the godfather of statistics” FROM “THE BOOK OF WHY”
  • 37. Powell S. The Book of Why: The New Science of Cause and Effect. Journal of MultiDisciplinary Evaluation. 2018;14:47-54
  • 38. “A prominent SEM researcher once asked me, “Under what conditions can we give causal interpretation to identified structural coefficients?” I thought this colleague was joking. As a faithful reader of Wright (1921) and Haavelmo (1943), I had come to believe that the answer is simply, “Always!...” Pearl J. TETRAD and SEM. Multivariate Behavioural Research 1998;33:119-128.
  • 39. Wright S. The Genetical Structure of Populations. Annals of Eugenics 1949;15:323-354. “The rate of decrease of heterozygosis in systems of mating more complicated than self-fertilization was first worked out from the recurrence relation between successive generations independently by Jennings (1914) and Fish (1914) for brother-sister mating and by Jennings (1916) for some others. The present writer, who had assisted Fish in his calculations, found a simpler way of finding this quantity, the method of path coefficients, based on the correlation between uniting gametes (Wright, 1921).”
  • 40. Random phenotypic variance? Piebald pattern in guinea pigs Sewall Wright 1921
  • 41. Wright S. The theory of path coefficients: A reply to Niles’s criticism. Genetics 1923;8:239
  • 42. And the same said in many, many other places “The hypothesis that heredity is Mendelian may usually be used safely as information external to a system of correlations among relatives” “.. external information of a most precise sort is provided by the pedigree and by the practical universality of Mendelian heredity”
  • 43. It seems to the writer that what Wright was striving for, when he formulated path analysis, first, was progress up the ladder from descriptive to tangential to functional and that the fact that he halted at the tangential level was an accident – an accident of the temper of the times and of the problems which happened to concern him. It would seem appropriate to credit him with striving for a functional method and to classify the halt at the tangential level as temporary and of minor importance. J Tukey – In: Statistics and Mathematics in Biology. The Iowa State College Press, Iowa 1954.
  • 44. “Genetics has but one modest framework for paths. In contrast according to current journals sociologists keep discovering new fundamental path frameworks every month; and sociological graduate students are required routinely to hand in, as individual class exercises, new discoveries equalling Gregor Mendel’s.” Guttman L. What is Not What in Statistics. Journal of the Royal Statistical Society. Series D. 1977;26:81-107 Path analysis does not analyse non- genetic paths
  • 45. Lehmann EL. Fisher, Neyman, and the Creation of Classical Statistics. Springer 2011. Letter from Egon Pearson to Jerzy Neyman
  • 48. Pearl J. Trygve Haavelmo and the emergence of causal calculus. Econometric Theory 2015;31:152-179.
  • 49. Pearl J. Causal diagrams for empirical research. Biometrika 1995;82:669-688.
  • 50. “As with regression models, causal models in observational health and social science (OHSS) are always false. Because we can never know we have a correct model (and in fact in OHSS we can’t even know if we are very close), to say G is causal if unconfounded is a scientifically vacuous definition: It is saying the graph is causal if the causal model it represents is correct.” Greenland S. Overthrowing the Tyranny of Null Hypotheses Hidden in Causal Diagrams. In Dechter R et al (eds). Heuristic, Probabilities, and Causality: A Tribute to Judea Pearl. College Press 2010:365-382
  • 51. Causality: it’s the new thing ..
  • 53. Goldsmith JR. Epidemiological approach to multiple factor interactions in pulmonary disease: the potential usefulness of path analysis. Annals of the New York Academy of Sciences 1974;221:361-375
  • 55. Introduction of front-door criteria Pearl J. Mediating Instrumental Variables. Technical Report 1993.
  • 56. Judea Pearl & Dana Mackenzie. The Book of Why: The New Science of Cause and Effect. Penguin, UK. 2018.
  • 57. Pearl J. Turing Award Winner, Longtime ASA Member Publishes The Book of Why. AMSTAT News August 2018
  • 58. Corrigan-Curay J et al. Real-World Evidence and Real-World Data for Evaluating Drug Safety and Effectiveness. JAMA 2018;9:867-868.
  • 59. Pearl J. Rejoinder to Discussions of “Causal diagrams for empirical research”. Biometrika 1995;82:702-710.
  • 61. From “Causal inference in statistics: a primer” Judea Pearl et al “It proves the enormous, even revelatory, power that causal graphs have in not merely representing, but actually discovering causal information”
  • 62. George Orwell wrote that language could be used to give the “. . . appearance of solidity to pure wind.” It is disturbing that the language of “causal modeling” is being used to bestow the solidity of the complex process of causal inference upon mere statistical analysis of observational data. Levine B. Causal Models. Epidemiology 2009;20:931.
  • 63. COI: I am old and time-expired
  • 64. Davey Smith G. Post-Modern Epidemiology: when methods meet matter, Am J Epidemiol 2019, in press