Higher-Order Least Squares: Assessing Partial Goodness of Fit of Linear Causal Models
高阶最小二乘:评估线性因果模型的局部拟合优度
We introduce a simple diagnostic test for assessing the overall or partial goodness of fit of a linear causal model with errors being independent of the covariates. In particular, we consider situations where hidden confounding is potentially present. We develop a method and discuss its capability to distinguish between covariates that are confounded with the response by latent variables and those that are not. Thus, we provide a test and methodology for partial goodness of…