Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 221 / 3

A distribution is faithful to a Directed acyclic graph $G$ when every conditional independence in the distribution is implied by D-separation in $G$. Together with the graphical Markov property, faithfulness makes conditional independence equivalent to D-separation and rules out independences caused only by exact parameter cancellation.

A backdoor path from $A$ to $Y$ is a path whose first edge has an arrowhead at $A$. The set $X_I$ satisfies the backdoor criterion when it contains no descendant of $A$ and blocks every backdoor path from $A$ to $Y$. Under this criterion, consistency, and positivity,so adjustment for $X_I$ identifies the intervention mean.

Definition 1 satisfies Property 1 but not Property 2. Let $S_1$ contain every non-descendant that blocks some backdoor path. Every backdoor path begins $A\leftarrow P$ for a parent $P$ of $A$; whenever that path can transmit confounding, $P\in S_1$. Conditioning on $S_1$ therefore blocks every such path at its first nonendpoint vertex, so $S_1$ is sufficient.

For failure of Property 2, consider the faithful graph with arrowsThe variable $X_i$ blocks the backdoor path $A\leftarrow C\to X_i\to Y$, so Definition 1 calls it a confounder. Every sufficient set containing $X_i$ must nevertheless contain $C$ to block $A\leftarrow C\to Y$. Once $C$ is included, deleting $X_i$ leaves a sufficient set. Thus $X_i$ can never be essential as Property 2 demands.

Definition 2 satisfies Property 2 but not Property 1. If $X_i$ belongs to every minimal sufficient adjustment set, choose one such set $I$ and put $J=I\setminus \{i\}$. By minimality, $J\cup \{i\}$ is sufficient and $J$ is not, proving Property 2.

For failure of Property 1, use the faithful chain-shaped backdoor pathBoth $\{C_1\}$ and $\{C_2\}$ are minimal sufficient adjustment sets. No variable belongs to every minimal sufficient set, so Definition 2 labels no variable a confounder, but the empty set is not sufficient.

Definition 3 satisfies Property 1 but not Property 2. Under faithfulness, its associational criterion contains enough non-descendants to block every open backdoor path. Indeed, if such a path remained open, its first unconditioned parent of $A$ would be D-connected to $A$ and, after a suitable conditioning set, to $Y$ given $A$; faithfulness would place that parent in the Definition 3 set, a contradiction. Thus adjusting for all variables selected by Definition 3 is sufficient.

For failure of Property 2, considerwith both $Z$ and $U$ observed and a faithful distribution. The instrumental variable $Z$ is associated with $A$. Conditioning on the collider $A$ opens $Z\to A\leftarrow U\to Y$, so $Z$ is associated with $Y$ given $A$ and Definition 3 calls it a confounder. Any sufficient set containing $Z$ must also contain $U$ to block $A\leftarrow U\to Y$, but $\{U\}$ is already sufficient. Hence removing $Z$ never destroys sufficiency, violating Property 2.