Semiparametric Inference for Half-Trek Estimators in Linear Structural Equation Models
线性结构方程模型半 trek 估计量的半参数推断
Linear structural equation models on directed mixed graphs encode causal relationships among variables subject to latent confounding. The half-trek criterion (HTC) provides a graphical sufficient condition for the structural coefficients to be rationally identifiable from the observable covariance matrix, and yields a corresponding closed-form rational estimator. Despite this, the asymptotic distribution of the HTC estimator, and hence valid standard errors and confidence…