The role of exchangeability in causal inference


Abstract in English

The notion of exchangeability has been recognized in the causal inference literature in various guises, but only rarely in the original Bayesian meaning as a symmetry property between individual units in statistical inference. Since the latter is a standard ingredient in Bayesian inference, we argue that in Bayesian causal inference it is natural to link the causal model, including the notion of confounding and definition of causal contrasts of interest, to the concept of exchangeability. Here we relate the Bayesian notion of exchangeability to alternative conditions for unconfounded inferences, commonly stated using potential outcomes, and define causal contrasts in the presence of exchangeability in terms of limits of posterior predictive expectations for further exchangeable units. While our main focus is in a point treatment setting, we also investigate how this reasoning carries over to longitudinal settings.

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