A Latent Causal Inference Framework for Ordinal Variables

Fuente: arXiv
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Hauptverfasser: Scauda, Martina, Kuipers, Jack, Moffa, Giusi
Format: Preprint
Veröffentlicht: 2025
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author Scauda, Martina
Kuipers, Jack
Moffa, Giusi
author_facet Scauda, Martina
Kuipers, Jack
Moffa, Giusi
contents Ordinal variables, such as on the Likert scale, are common in applied research. Yet, existing methods for causal inference tend to target nominal or continuous data. When applied to ordinal data, this fails to account for the inherent ordering or imposes well-defined relative magnitudes. Hence, there is a need for specialised methods to compute interventional effects between ordinal variables while accounting for their ordinality. One potential framework is to presume a latent Gaussian Directed Acyclic Graph (DAG) model: that the ordinal variables originate from marginally discretising a set of Gaussian variables whose latent covariance matrix is constrained to satisfy the conditional independencies inherent in a DAG. Conditioned on a given latent covariance matrix and discretisation thresholds, we derive a closed-form function for ordinal causal effects in terms of interventional distributions in the latent space. Our causal estimation combines naturally with algorithms to learn the latent DAG and its parameters, like the Ordinal Structural EM algorithm. Simulations demonstrate the applicability of the proposed approach in estimating ordinal causal effects both for known and unknown structures of the latent graph. As an illustration of a real-world use case, the method is applied to survey data of 408 patients from a study on the functional relationships between symptoms of obsessive-compulsive disorder and depression.
format Preprint
id arxiv_https___arxiv_org_abs_2502_10276
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A Latent Causal Inference Framework for Ordinal Variables
Scauda, Martina
Kuipers, Jack
Moffa, Giusi
Methodology
Machine Learning
Ordinal variables, such as on the Likert scale, are common in applied research. Yet, existing methods for causal inference tend to target nominal or continuous data. When applied to ordinal data, this fails to account for the inherent ordering or imposes well-defined relative magnitudes. Hence, there is a need for specialised methods to compute interventional effects between ordinal variables while accounting for their ordinality. One potential framework is to presume a latent Gaussian Directed Acyclic Graph (DAG) model: that the ordinal variables originate from marginally discretising a set of Gaussian variables whose latent covariance matrix is constrained to satisfy the conditional independencies inherent in a DAG. Conditioned on a given latent covariance matrix and discretisation thresholds, we derive a closed-form function for ordinal causal effects in terms of interventional distributions in the latent space. Our causal estimation combines naturally with algorithms to learn the latent DAG and its parameters, like the Ordinal Structural EM algorithm. Simulations demonstrate the applicability of the proposed approach in estimating ordinal causal effects both for known and unknown structures of the latent graph. As an illustration of a real-world use case, the method is applied to survey data of 408 patients from a study on the functional relationships between symptoms of obsessive-compulsive disorder and depression.
title A Latent Causal Inference Framework for Ordinal Variables
topic Methodology
Machine Learning
url https://arxiv.org/abs/2502.10276