Causes of Effects via a Bayesian Model Selection Procedure

Abstract: In causal inference, and specifically in the \textit{Causes of Effects} problem, one is interested in how to use statistical evidence to understand causation in an individual case, and so how to assess the so-called {\em probability of causation} (PC). The answer relies on the potential responses, which can incorporate information about what would have happened to the outcome as we had observed a different value of the exposure. However, even given the best possible statistical evidence for the association between exposure and outcome, we can typically only provide bounds for the PC. Dawid et al. (2016) highlighted some fundamental conditions, namely, exogeneity, comparability, and sufficiency, required to obtain such bounds, based on experimental data. The aim of the present paper is to provide methods to find, in specific cases, the best subsample of the reference dataset to satisfy such requirements. To this end, we introduce a new variable, expressing the desire to be exposed or not, and we set the question up as a model selection problem. The best model will be selected using the marginal probability of the responses and a suitable prior proposal over the model space. An application in the educational field is presented.