Janet M. Box-Steffensmeier, Henry E. Brady, David Collier The Oxford Handbook of Political Methodology Oxford Handbooks of Pol

Statistics and Causal Inference
Author(s): Paul W. Holland

Source: Journal of the American Statistical Association, Vol. 81, No. 396 (Dec., 1986), pp. 945-
960
Published by: American Statistical Association
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Statisticsand Causal Inference
PAULW. HOLLAND*
Problems involvingcausalinference
havedoggedattheheelsofstatistics wherestatistics,whichisconcerned withmeasurement, has
sinceitsearliest
days.Correlationdoesnotimplycausation,
andyetcausal contributions to make.It is myopinionthatan emphasis
conclusions drawnfroma carefullydesignedexperimentareoftenvalid.
Whatcan a statisticalmodelsayaboutcausation?Thisquestionis ad-
on theeffects ofcausesrather thanon thecausesofeffects
dressedbyusinga particular modelforcausalinference (Hollandand is,initself,
animportant consequence ofbringingstatistical
Rubin1983;Rubin1974)to critique thediscussions
ofotherwriterson reasoning to bearon theanalysisofcausationanddirectly
causationandcausalinference.Theseincludeselected med-
philosophers, opposesmoretraditional analysesofcausation.
icalresearchers,statisticians, andproponents
econometricians, ofcausal
modeling. 2. MODEL FOR ASSOCIATIONALINFERENCE
KEY WORDS: Causal model;Philosophy; Association;Experiments;
Mill'smethods;Causaleffect;
Koch'spostulates;
Hill'sninefactors;
Gran-
Themodelappropriate forassociationalinference issim-
gercausality;
Pathdiagrams; Probabilistic
causality. plythe standardstatistical modelthatrelatestwovari-
ables overa population.For clarityand forcomparison
1. INTRODUCTION with themodelforcausalinference described in thenext
section,however, I willbrieflyreviewassociation here.If
Thereaction ofmanystatisticians whenconfronted with I seemoverlyexplicitin describing themodelit is only
thepossibility thattheirprofession mightcontribute to a becauseI wishto be absolutely clearon thefundamental
discussion of causationis immediately to denythatthere elements ofthetheory presented here.
is anysuchpossibility. "Thatcorrelation is notcausation The modelbeginswitha populationor universeU of
is perhapsthefirst thing thatmustbe said"(Barnard1982, "units."A unitin U willbe denotedbyu. Unitsare the
p. 387). Possiblythisevasiveactionis inresponseto all of basicobjectsofstudyinaninvestigation. Examplesofunits
thoseneedlinglittleheadlinesthatpop up in the most are humansubjects,laboratory equipment, households,
unexpected places,forexample,"If thestatistics cannot andplotsofland.A variableis simply a real-valued func-
relatecauseandeffect, theycan certainly add to therhet- tion-thatis definedon everyunitin U. The value of a
oric"(Smith1980,p. 998). variablefora givenunitu is thenumber assignedbysome
One need onlyrecallthata well-designed randomized measurement processto u. A population ofunitsandvari-
experiment can be a powerful aid in investigating causal ablesdefinedon theseunitsare thebasicelements ofthe
relations to questiontheneedforsucha defensive posture modelsforbothassociation andcausation presented here.
by statisticians. Randomizedexperiments have trans- Theycorrespond tothemathematical conceptsofa setand
formed manybranches ofscience,andtheearlyproponents real-valued functions definedon theelementsof theset.
of suchstudieswerethe sanlestatisticians whofounded Theyaretheprimitives ofthetheory andwillnotbe further
themodernera ofourfield. defined.
Thisarticletakestheviewthatstatistics hasa greatdeal Supposethatforeach unitu in U thereis associateda
tosayaboutcertain problems ofcausalinference andought value Y(u) of a variableY Supposefurther thatY is a
to playa moresignificant roleinphilosophical analysesof variableofscientific interestin thesensethatone wishes
causationthanit has heretofore. In addition,I willtryto to understand whythevaluesof Y varyovertheunitsin
showwhythestatistical modelsusedto drawcausalinfer- U. Y is the responsevariablebecauseof its statusas a
encesare distinctly different fromthoseusedto drawas- "variableto be explained."In makingassociational infer-
sociational inferences. encesone is satisfied withdiscovering howthevaluesof
Thearticle isorganized as follows.First,statisticalmodels Y areassociatedwiththevaluesofothervariablesdefined
appropriate forassociational andcausalinferences willbe on theunitsof U. Let A be a secondvariabledefinedon
discussed andcompared.Thentheywillbe appliedtovari- U. Distinguish A fromY bycallingA an attribute of the
ous ideas about causationthathave been expressedby unitsin u. Logically,however, A and Y are on an equal
severalwriters on thissubject.One difficulty thatarisesin footing, sincetheyarebothsimply variablesdefined on U.
talking aboutcausationis thevariety ofquestions thatare All probabilities,distributions,and expectedvaluesin-
subsumed undertheheading.Someauthorsfocuson the volving variablesare computed overU. A probability will
ultimate meaningfulness ofthenotionofcausation.Others meannothing morenorlessthana proportion ofunitsin
are concerned withdeducingthecausesofa giveneffect. U. The expectedvalueof a variableis merelyitsaverage
Stillothersare interested in understanding thedetailsof valueoverall of U. Conditional expectedvaluesare av-
causalmechanisms. The emphasis herewillbe on measur- eragesoversubsetsofunitswherethesubsetsaredefined
ingtheeffects of causesbecausethisseemsto be a place byconditioning inthevaluesofvariables.Itis inthissense
thatthemodelsdescribed herearepopulation models.
* PaulW.Hollandis Director,
ResearchStatistics
Group,Educational The roleof time needs to be mentioned here. Popula-
TestingService,Princeton,
NJ08541.A preliminary draftofthisarticle
wasthebasisofan invitedGeneralMethodology LecturefortheAmer-
icanStatistical
Association,
August1985.Thecomments byGlymour and ? 1986AmericanStatistical
Association
Granger includedhereweregivenatthatsessioninresponsetothatdraft oftheAmericanStatistical
Journal Association
ofthisarticle. December1986,Vol.81,No.396,Theory
and Methods
945

946 Journal of the American Statistical Association, December 1986
tionsofunitsexistwithina timeframeofsomesort,and randomized study.I do itto emphasizean idea thatI be-

themeasurements ofcharacteristics
ofunitsthatvariables lievereceivesinsufficient attention in generaldiscussions
represent mustalso be made at particulartimes.For as- of causation.Thisis thefactthattheeffect of a causeis
sociational
inference, however,theroleoftimeis simply alwaysrelativeto anothercause.Forexample,thephrase
to affectthe definitionof the populationof unitsor to "A causesB" almostalwaysmeansthatA causesB relative
specifytheoperationalmeaningof a particular variable. to some othercause thatincludesthe condition"not
As we willsee, in causalinferencetheroleoftimehas a A." The terminology becomesrathertortured ifwe tryto
greatersignificance. stickwiththeusualcausallanguage,butit is straightfor-
Themostdetailedinformation onecanhaveinthemodel wardifwe use thelanguageof experiments-treatment
justdescribedis thevaluesof Y(u) andA (u) are all u in (i.e., onecause)versuscontrol (i.e., another cause).InSec-
U. ThejointdistributionofY andA overU is specified by tion71 willdiscussthefundamental questionofwhatkinds
Pr( Y = y, A = a) = proportionof u in U forwhichY(u) ofthings can be causes.The keynotion,however,is the
- y and A(u) = a. potential (regardless ofwhether itcanbe achievedinprac-
The associational parameters are determined by this ticeor not)forexposingor notexposingeachunitto the
jointdistribution.For example,theconditional distribu- actionofa cause.Forcausalinference, itiscriticalthateach
tionof Y givenA is specifiedby Pr(Y = y IA = a) = unitbe potentially exposableto anyone of the causes.
Pr(Y = y, A = a)/Pr(A = a). This conditionaldistribu- As an example,theschooling a student receivescan be a
tiondescribeshow the distribution of Y valueschanges cause,inoursense,ofthestudent's performance ona test,
overU as A varies.A typical associationalparameter isthe whereasthestudent's raceor gendercannot.
regression of Y on A, thatis, theconditional expectation Forsimplicity itshallbe assumedinthisarticle thatthere
E(Y I A = a). are justtwocausesor levelsof treatment, denotedby t
Associationalinference consistsofmakingstatistical in- (thetreatment) and c (thecontrol).Let S be a variable
ferences(estimates,tests,posterior distributions,
etc.)about thatindicates thecausetowhicheachunitin U is exposed;
theassociational parameters relating Y andA on thebasis thatis, S = t indicates thattheunitis exposedto t and S
of data gatheredaboutY andA fromunitsin U. In this = c indicatesexposureto c. In a controlled study,S is
sense,associational inference is simplydescriptive statis- constructed bytheexperimenter. In an uncontrolled study,
tics. S is determined to someextentbyfactors beyondtheex-
3. RUBIN'SMODEL FOR CAUSAL INFERENCE perimenter's control.In eithercase,thecritical featureof
thenotionofcausein thismodelis thatthevalueofS(u)
Because experimentation is sucha powerful scientificforeachunitcouldhavebeendifferent.
and statisticaltool and one thatoftenintroduces clarity The variableS is analogousto thevariableA in Section
into discussionsof specificcases of causation,I una- 2, butwiththeessentialdiffkrence thatS(u) indicates ex-
bashedlydrawon thelanguageand framework ofexperi- posureofu to a specific cause,whereasA (u) canindicate
mentsforthemodelforcausalinference. It is notthatI a property or characteristicofu. In thiscase thevalueof
believean experiment is theonlypropersetting fordis- A(u) couldnothavebeendifferent.
cussingcausality, butI do feelthatan experiment is the Theroleoftimenowbecomesimportant becauseofthe
simplestsuchsetting. The purposeis to construct a model factthatwhena unitis exposedto a causethismustoccur
thatis complexenoughto allowus to formalize basicin- atsomespecific timeorwithin a specific timeperiod.Vari-
tuitionsconcerning cause and effect. The pointof depar- ables now divideintotwo classes:pre-exposure-those
tureis theanalysisofcausaleffects givenin Rubin(1974, whosevaluesaredetermined priorto exposure tothecause;
1977,1978,1980). It willbe sufficient forour purposes, post-exposure-those whosevaluesare determined after
however, todealwitha simplified, population-level version exposureto thecause.
ofRubin'smodel.Thissimplified modelwasusedin Hol- Theroleofa response variableY istomeasuretheeffect
landandRubin(1980)toanalyzecausalinference inretro- ofthecause,andthusresponsevariablesmustfallintothe
spective,case-control studiesusedinmedicalresearch and post-exposure class.Thisgivesriseto anothercritical ele-
in Hollandand Rubin(1983) to analyzeLord's"analysis mentofthemodel.The valuesofpost-exposure variables
ofcovariance"paradox.I refertothisas "Rubin'smodel" are potentially affected bytheparticular cause,t or c, to
eventhoughRubinwouldarguethattheideasbehindthe whichthe unitis exposed.This is nothing less thanthe
modelhavebeen aroundsinceFisher.I thinkthatRubin statement thatcauseshaveeffects, whichis theveryheart
(1974)was theplacewheretheseideaswerefirstapplied of the notionof causation.For the modelto represent
to thestudyofcausation. faithfullythisstateofaffairs we neednota singlevariable,
Thismodelalso beginswitha populationof units,U. Y, to represent a responsebuttwovariables,Y, and Yc,
Unitsin themodelforcausalinference are theobjectsof to represent twopotentialresponses.The interpretation
studyon whichcausesor treatments mayact. The terms ofthesetwovalues,Y,(u) and Yc(u)fora givenunitu, is
causeandtreatment willbe usedinterchangeably, andthe thatY,(u) is thevalueoftheresponsethatwouldbe ob-
notionthatthesetermsconveyis an important partofthe servediftheunitwereexposedto t and Y_(u) is thevalue
model.It is important to realizethatby usingtheterms thatwouldbe observedonthesameunit ifitwereexposed
cause and treatment interchangeably I do notintendto to c.
limitthe discussionto the activities withina controlled The notationYt(u) and Yc(u) is sometimes confusing

Holland:Statisticsand Causal Inference 947
becausea variableusuallyrepresents a measurement of ingthatthesimultaneous observationof Y,(u) and Y,(u)

somesortand a measurement is usuallythought
ofas the is impossibleI do notmeanthatknowledgerelevantto
resultofa processthatis appliedtoa unit.Thisisnotreally thesevaluesis completely absent.It willdependon the
correct.For post-exposure variablesthemeasurement is situationconsidered.Thereare twogeneralsolutionsto
appliedto thepairing(u, t) (i.e., u afterexposureto t) or theFundamental Problem,whichforthesakeofconven-
to(u, c) (i.e., u afterexposuretoc). A notation
thatmore ienceI willlabel thescientific
solutionand thestatistical
nearlyexpressesthisjointdependenceof Y on u and the solution.
exposed cause is Yt(u) = Y(u, t) and Yc(u) = Y(u, c). I The scientific
solutionis toexploitvarioushomogeneity
shalluse the Yt,Yc notation,however,sinceit leads to or invarianceassumptions. For example,bystudying the
simplerexpressions. behaviorof a piece of laboratory equipment carefully a
The effectof the cause t on u as measuredby Y and scientistmaycometo believethatthevalueofYj(u) mea-
relativeto cause c is the difference
betweenYt(u) and suredat an earliertimeis equal to thevalueof Yj(u) for
Yc(u).Inthemodelthiswillbe representedbythealgebraic thecurrent experiment. Allheneedstodo nowistoexpose
difference u to t and measureY,(u) and he has overcometheFun-
Yt(u) - YC(u). (1) damentalProblemof Causal Inference. Note,however,
thatthishypothetical scientist
hasmadeanuntestable hom-
I shallcallthedifference
(1) thecausaleffectoft (relative ogeneityassumption. By carefulworkhe mayconvince
to c) on u (as measuredby Y). Expression(1) is theway himself andothersthatthisassumption is right,
buthe can
thatthemodelforcausalinference expresses
themostbasic neverbe absolutely certain.Sciencehas progressed very
ofall causalstatements.
It saysthattreatment tcausesthe farbyusingthisapproach.Thescientific solutionis a com-
effectY,(u) - Yc(u) on unitU (relativeto treatment c) monplaceaspectof oureveryday lifeas well.We all use
or moresimply that it to makethe causal inferences thatarisein our lives.
t causes the effectY,(u) - YC(u). (2)
Theseideas are amplified in Sections4.1 and 4.2.
The statistical
solutionis differentandmakesuse ofthe
Causalinferenceis ultimately concerned withtheeffects populationU in a typically statistical
way. The average
of causeson specificunits,thatis, withascertaining the causaleffect,T, oft (relativeto c) overU is theexpected
value of the causal effectin (1). It is frustrated
by an valueofthedifference Yt(u) - Yj(u) overtheu's in U;
inherentfactof observational lifethatI call theFunda- thatis,
mentalProblemof CausalInference.
E( Yt - YC) = T. (3)
Fundamental Problemof Causal Inference.It is im-
possibleto observethevalue of Y,(u) and Yc(u) on the T definedin (3) is theaveragecausaleffect.By theusual
sameunitand, therefore,it is impossible
to observethe rulesofprobability (3) mayalso be as
expressed
effect
oft on u. T = E(Y) - E(Yc). (4)
The emphasisis on thewordobserve.The impossibilityAlthoughthisdoes notlook like much,(4) revealsthat
ofobserving bothY,(u) and Yc(u) is self-evident in some information on different
unitsthatcan be observed canbe
examplesandlessclearinothers.Forexample,iftheunit used to gainknowledgeabout T. For example,if some
u is a specific
fourthgrader,trepresents a novelyear-long unitsareexposedtottheymaybe usedtogiveinformation
programof studyof arithmetic, c represents a standard aboutE(Yt) (becausethisis themeanvalueofYtoverU),
arithmetic program, and Y is a scoreon a testat theend and if otherunitsare exposedto c theymaybe used to
oftheyear,thenitis evidentthatwe couldobserveeither giveinformation aboutE(YC). Formula(4) is thenusedto
Y,(u) or Yc(u) butnotboth.We willneverobservewhat gainknowledge aboutT. The exactwaythatunitswould
theeffect oftwason u. On theotherhand,ifu is a room be selectedforexposureto t or c is veryimportant and
in a house,t meansthatI flickon thelightswitchin that involvesall oftheusualconsiderations ofgoodstatistical
room,c meansthatI do not,and Y indicates whether the designof experiments. The important pointis thatthe
lightis on or nota shorttimeafterapplying eithert or c, statistical
solutionreplacestheimpossible-to-observecausal
thenI mightbe inclinedto believethatI can knowthe effect oft on a specificunitwiththepossible-to-estimate
valuesofbothY,(u)andYc(u)bysimply flicking
theswitch. averagecausaleffect oftovera population ofunits.These
Itisclear,however, thatitisonlybecauseoftheplausibility ideaswillbe developedfurther in Sections4.3 and 4.4.
ofcertainassumptions aboutthesituation thatthisbelief The usefulness of eitherthescientificor thestatistical
ofminecanbe sharedbyanyoneelse.If,forexample,the solutionto theFundamental ProblemofCausalInference
lighthas beenflicking offand on forno apparentreason dependson the truthof different setsof untestableas-
whileI amcontemplating beginning thisexperiment, I might sumptions. In Section4 I willdiscusssomeofthetypical
doubtthatI wouldknowthevaluesof Y,(u) and Yc(u) assumptions thatare oftenusedto overcometheFunda-
afterflicking on the switch-atleast untilI was clever mentalProblemofCausalInference.
enoughto figureouta newexperiment! It is usefulto have a notationto expressthefactthat
Theimplicit threatoftheFundamental Problem ofCausal thecausalindicator variableS determines whichvalue,Yt
Inferenceis thatcausal inference is impossible.But we or Yc,is observedfora givenunit.IfS(u) = t, thenYt(u)
shouldnotjumpto thatconclusion tooquickly.By assert- is observed, andifS(u) = c, thenYc(u)is observed.Thus

948 JournaloftheAmericanStatisticalAssociation,December 1986
theobservedresponseon unitu is Ys(u)(u). The observed 4.2 UnitHomogeneity

response variableis,therefore, Ys.Hence,eventhough the
modelcontainsthreevariables,S, Yt,and Yc,theprocess A secondwayof applying thescientific solutionto the
of observation involvesonlytwo,thatis, S, Ys. The dis- Fundamental Problem is to assume that Y,(ul) = YI(u2)
tinction between(a) themeasurement =
process,Y, thatpro- and Y,(ul) Y,(u2) for twounitsul and u2. This is the
ducestheresponsevariable;(b) thetwoversionsof the assumption of unit homogeneity. It,too, is often applicable
response variableY,andY,thatcorresponds towhichcause to workdonein scientific laboratories andis also a causal
theunitis exposed(and in termsof whichcausaleffects workhorse of everyday life. The causal effect oftis taken
aredefined);and(c) theobserved responsevariableYs,is to be the value of Y,(ul) Y,(u2).
- One way that laboratory
veryimportant and, often,is notmadein discussions of scientistsconvince themselves that the units are homoge-
causation.These distinctions neverarisein thestudyof neous is to prepare them carefully so that they "look"
buttheyare crucialto theanalysisof identical in all relevant aspects. This, of course, cannot
simpleassociation,
causation. prove that the unit homogeneity assumption is valid, but
It is usefulto reviewthemodelforassociational infer- it can make this assumption plausible.
ence and Rubin'smodelside by side to emphasizetheir
differences. Both involvea populationof units,U, and 4.3 Independence
bothinvolvetwoobservable variables:(A, Y) forassoci- In mydiscussion of thestatistical solutionto theFun-
ationand (S, Ys) forcausation.Thisis all, however, that damentalProblem,I didnotgiveanyspecification to the
theyhavein common.WhereasA and Y are simply vari- waythatunitsmightbe selectedforobservation of Y, or
ables definedon the unitsof U, S and Ys presupposea
Y,. I onlyindicated thatitwasveryimportant. Of course,
morecomplicated in orderforthemto applyto themostwell-known
structure waythatthisoccursin experimental
realsituations. Two or morecauses(or treatments) must workis by randomization, and thissectionis concerned
be exposableto all oftheunits,andtheresponseY must withthattopic.
be a post-exposure variablein orderfortheobservedre- The supposition in usingthestatistical solutionis that
sponseYs to be defined.Associational inference involves thepopulationU does notconsistofone ortwounitsbut
thejointorconditional distributionsofvaluesofY andA, is "large"in somesense.The observeddataforeachunit
andcausalinference concerns thevaluesY,(u) - Y,(u) on arevaluesofthepairofvariables(S, Ys).
individual units.Causal inferences proceedfromtheob- The averagecausal effectT is thedifference between
servedvaluesofS and Ys andfromassumptions thatad- thetwoexpectedvaluesE(Yt) and
E(Y,). The observed
dresstheFundamental Problemof Causal Inference but data(S, Ys), however, canonlygiveus information about
thatare usuallyuntestable. Causalinferences do notnec-
essarily involvestatistical
inferences, butassociational in- E(YsS|S t) =E(Yt S = t) (S)
ferences almostalwaysdo. and
4. SOME SPECIALCASES OF CAUSAL INFERENCE E(Ys S =c) E(Yc S = c). (6)

Thissectionconsiders
somesimplespecialcasesofRub- It is important to recognizethatE(Yt) and E(Yt IS = t)
in's modelforcausalinference.
The purposeis to show arenotthesamethingandneednothavethesamevalues
howspecificassumptionsaddedto themodelallowcausal ingeneral[similarly forE(Yc) andE(YC IS = c)]. To state
ofparticular
inferences types. thisdifference inwords,E(Yt) istheaveragevalueofYt(u)
overall u in U, whereE(Yt IS = t) is theaveragevalue
4.1 Temporal Stabilityand Causal Transience of Yt(u)overonlythosein u in U thatwereexposedto t.
Thereis no reasonwhy,in general,thesetwoaverages
One wayof applying thescientificsolutionto theFun-
shouldbe equal. For example,ifS(u) = tforall unitsfor
damentalProblemof Causal Inference is to assumethat
whichY,(u) is small,thenE(Y, IS = t) willbe smaller
(a) thevalue of Y,(u) does notdependon whenthese-
thanE(Y,).
quence"applyc to u thenmeasureY on u" occursand(b)
Thereis,however, an assumptionthat,ifplausible,makes
thevalueof Y,(u) is notaffected bythepriorexposureof
thesetwoexpectedvaluesequal. It is theassumption of
u to thesequencein (a). Whenthesetwoassumptions are
independence. Whenunitsare assignedat randomeither
plausibleitis a simplematter to measureY,(u) and Y,(u)
to cause t or to cause c, certainphysicalrandomization
bysequentialexposureofu to c thent,measuring Y after
processes arecarried outso thatthedetermination ofwhich
each exposure.The firstassumption is temporal stability,
cause (t or c) u is exposedto is regardedas statistically
becauseitassertstheconstancy ofresponseovertime.The
secondassumption is causaltransience, becauseit asserts
independent of all othervariables,including Ytand Yc.
Thismeansthatif thephysicalrandomization is carried
thattheeffect ofthecausec andthemeasurement process
outcorrectly, thenit is plausiblethatS is independent of
thatresultsin Yc(u) is transient and does notchangeu
Y, and Y, and all othervariablesover U. Thisis thein-
enoughtoaffect Y_(u) measured later.Thesetwoassump-
dependence assumption. Ifthisassumption holds,thenwe
tionsoftenapplytophysical devicesandareroutinely made
havethebasicequations
by all of us in everyday life-forexample,in the "light
switch"examplementioned earlier.

Holland: Statisticsand Causal Inference 949
and The assumption of constanteffectmakesthevalueof

theaveragecausaleffect relevant toeveryunitand,there-
E(Yc) = E(Yc I S = c). (8)
fore,allowsT to be usedto drawcausalinferences at the
Hence underthe independence assumption the average unitlevel.
causaleffectT satisfies theequation Theassumption ofconstanteffectcanbe partiallychecked
in thesamewaythattheadditivity assumption is usually
T= E(YSIS= t) - E(YsIS= c). (9)
Forexample,U canbe dividedintosubpop-
investigated.
The data(S, Ys) cannowbe usedto estimateT bytaking ulations U1, U2, . .. , and on each U, the average causal
thedifference betweentheaveragevalueoftheobserved effect can be estimated,Ti, T2,.... If theT1'svary,the
responseYs fortheunitswithS = tandfortheunitswith constant effectassumption cannothold.If theTi'sdo not
S = c. Hence,ifrandomization is possible,theaverage vary,thentheconstant effectassumption maybe plausible.
causaleffectT can alwaysbe estimated. If U is large,T The constanteffectassumption is impliedby theunit
can be estimated withhighaccuracy. homogeneity assumption; thatis, if Y,(ul) = Y,(u2)and
It is usefulto havea namefortheright sideofEquation Y,(ul) = Y,(u2), thenclearlyY,(ul) - Y,(ul) = Y,(u2) -
(9) evenwhentheassumption of independence does not Y,(u2). Hencewe mayviewtheconstant effect
assumption
hold.I willcallittheprimafaciecausaleffect oft(relative as a weakening oftheassumption ofunithomogeneity.
to c) and denoteitby Ifwe makeonlytheconstant effect assumption we may
notconcludethattheprimafaciecausaleffect, TPF,in(10)
TPF= E(Yt IS = t)-E(YC I S = c), (10) equals the averagecausal effect,T, in (3). To see this
whichis algebraically equaltothefollowing function ofthe observethatunderconstant effect we have
of
regression Ys on S: = + T Y,(u) Y,(u) (13)
TPF = E(Ys I S = t) - E(Ys I S = c). (11)
forall units,u. Hence
The termprimafaciecausaleffect is adaptedfromSuppes
(see Sec. 5) andusedheretodistinguish (11) fromthetrue E(Yt IS = t)= T + E(Yc I S = t), (14)
averagecausaleffect, inEquation(3). Theprima so
T, defined
faciecausaleffectisanassociational
parameter forthejoint
TPF= T + {E(YC I S = t) - E(YC I S = c)}. (15)
distribution oftheobservablepair(Ys, S). In general,the
averagecausal effectT does not equal the primafacie The termin bracesin (15) is not0 in general,thatis, if
causaleffectTPF.The assumption ofindependence, how- theindependence assumptionis nottrue.
ever, does allow the conclusion that T = TPF,that is, It is easyto showthatthestronger assumptionofunit
Equation(9). homogeneity does implyequalitybetweenT and TPF.
4.5 Causal Inferencein Nonrandomized
4.4 ConstantEffect Observational Studies
The valueoftheaveragecausaleffectT is ofpotential It is beyondthescopeofthisarticleto applythemodel
interest
foritsownsakeincertain typesofstudies.Itwould forcausalinference to nonrandomized studies.Thishas
be ofinterestto a stateeducationdirector whowantedto beendoneextensively, andthereaderis referredtoRubin
knowwhatreadingprogram wouldbe thebestto giveto (1974,1977,1978),Rosenbaum(1984a,b,c),Rosenbaum
allofthefirstgradersinhisstate.Theaveragecausaleffect and Rubin(1983a,b,1984a,b,1985a,b),and Hollandand
of the best programwouldbe reflected in increasesin Rubin(1980,1983).Animportant emphasisinthesepapers
statewideaveragereadingscores. is on thewaysthatpre-exposure variables be usedto
can
The averagecausaleffectT is an averageand as such replacethe independence assumption withless stringent
enjoysalloftheadvantages anddisadvantages ofaverages. conditional independence assumptionsthatare usefulin
For example,if the variability in the causal effects observational studies.Rosenbaumand Rubinreferred to
Yt(u) - Yc(u) is largeoverU, thenT maynotrepresent one suchassumption as "strongignorability."
thecausaleffect ofa specific
unit,uo,verywell.Ifuois the
unitofinterest,thenT maybe irrelevant, no matter
how
5. COMMENTSON SELECTEDPHILOSOPHERS
we estimate
carefully it!
The assumption ofconstanteffectis thattheeffect
oft So muchhas been written aboutcausalityby philoso-
on everyunitis thesame,and underthisassumption we phersthatitis impossibleto givean adequatecoverageof
havetheequation theideasthattheyhaveexpressedin a shortarticle.This
sectionviewssomeoftheseideasinthecontext ofRubin's
T = Yt(u) - Yc(u), forall u in U. (12) modelforcausalinference
givenin Sections3 and 4. It
Hence underthe assumption of constanteffectT is the makesno attempt tobe exhaustive orevenrepresentative.
causaleffectforeveryunitin U. Thisassumption is also Aristotledistinguishedfour";causes"'of a thingin his
calledadditivity
in statistical
modelsforexperiments be- Physics:The materialcause(thatoutofwhichthethingis
cause the treatment t adds a constantamountT to the made), theformalcause (thatintowhichthething ismade),
controlresponseforeachunit. theefficient
cause (thatwhich makesthething),and the

finalcause(thatfor whichthething ismade).Itishisnotion ofthemodel.Measurement erroroftencreatesviolations

ofefficient causethatis relevantto ourdiscussion andto ofconstant conjunction inrealscientific investigations. We
mostdiscussions of causationthatgrowout of inquiries maythinkwe havea case of"A andnotB" butwe really
intothemethods ofscience.Locke (1690)proposedthese havea caseof"A' andnotB" forsomeA' thatwemistook
definitions:"Thatwhichproducesanysimpleor complex forA (similarly forexamplesof "notA and B"). In the
idea,wedenotebythegeneralname'cause',andthatwhich modelthese"errors ofmeasurement" caninvolveboththe
is produced,'effect'."Althoughit is evidentthatthese causesandtheresponse variablethatdetermines theeffect.
definitionsreferto thesamekindsofthings thatconcern The other,morefundamental waythatconstant conjunc-
themodelin Section3, theydo littlemorethansuggest tioncan failin the modelis forthe constanteffectas-
thatthe modelis not out of linewithan ancientphilo- sumptionto failto hold,thatis, forthe causal effects
sophicaltradition.It shouldbe noted,however,that Y,(u) - Y,(u) to varywiththeunitu. Hence,ifwe dis-
Aristotle emphasized thecausesofa thingratherthanthe regardthosecasesofnonconstant conjunction thataredue
effectsofcauses.Lockeseemsa littlemoreeven-handed. to measurement error,we see thatHume'sthirdcriterion
Bunge(1959)gavea veryaccessiblediscussion ofthehis- requires theconstant effect assumption toholdinourmodel.
toryofmanyideasabouttheessentialmeaningofcausa- Humewouldprobablyarguethatanyweakening of this
tion. assumption wouldallowcasesthathewouldnotcall"cau-
sation"intothemodel.Wewillhavetobe satisfied thatat
5.1 Hume leastHume's analysisfitsintothe modeland let others
Whenweturntotheanalysis ofcausation givenbyHume judgetheutility oftheconstant effect assumption. I should
(1740,1748)wefinda critical basisforexamining Rubin's pointoutthatthedistinction between constant andvariable
model.Hume'sanalysisofcausality is generallyregarded causaleffects (a) is oftennoteasytoproveonewayorthe
to be an important contribution to theliterature of this otherin a particular case and (b) has beenat theheartof
subject.Humeemphasized thatcausationis a relationbe- atleastoneimportant controversy inthehistory ofstatistics
tweenexperiences ratherthanone betweenfacts.He ar- (see Sec. 6).
gued thatit is not empirically verifiablethatthe cause WhatI see thatis missing fromHume'sanalysisis any
producestheeffect, butonlythattheexperienced event notionthattheeffect ofcauseis alwaysrelative toanother
calledthecauseis invariably followedbytheexperienced cause.The notionthata causecouldhavebeendifferent
eventcalledthe effect.Hume'sempiricalstancecan be fromwhatitwas andthatitis thisdifference thatdefines
regardedas sympathetic withtheclassicalstatistical view theeffectis completely missingfromHume. In Hume's
thattheroleofstatistics is to drawinferences aboutunob- analysiscausesare notdelineatedin anyway.Anything
servedquantities on thebasisof observedfacts.He was can be a cause. The importance ofthispointwillbe em-
alsoveryclearabouttheroleofuntestable assumptions in phasizedinSection7. Finally,Humedoesnotidentify the
drawing causalconclusions. idea ofan experiment as relatedto or important forcau-
Hume'sanalysisrecognized threebasiccriteria forcausation.
sation: (a) spatial/temporal contiguity, (b) temporal
succession,and (c) constantconjunction. In theanalysis 5.2 Mill
oftheidea thatA causesB thismeansthat(a) A and B
arecontiguous inspaceandtime,(b) A precedesB intime, JohnStuartMillis ratherdifferent in thisregard.Mill
and(c) A andB alwaysoccur(or do notoccur)together. (1843)waspositively disposedtowardexperiments.
Interms ofRubin'smodelthefirst twoofHume'scriteria Observation, inshort,without experimentation (supposingno aid from
are easilyaccommodated. The criterion of spatial/tem-deduction)canascertainsequencesandco-existences, butcannotprove
causation.(p. 253)
poralcontiguity is expressed inthemodelbytheactionof
thecauseandthemeasurement oftheeffectalltaking place . . . wehavenotyetprovedthatantecedent tobe thecauseuntilwehave
reversed theprocessandproduced theeffectbymeansofthatantecedent
on a common entity, theunit.Sincerealentities mustexist artificially, and if,whenwe do so, theeffect follows,theinduction is
in space and timethecontiguity criterionis satisfiedand complete.... (p. 252)
possiblyclarified bythemodel.Temporalcontiguity is rel-
andelaborating onseveral
evantto thedegreethatthetimeperiodinvolvedaffects Milliscredited withcodifying
theunit.Spatialcontiguity isoftendefined bytheunititself
methods of experimental inquiry that had been putforth
by SirFrancis Bacon 250 years earlier. Mill identified four
and maynotinvolvesimple"nearness."
generalmethods, whichI nowdiscuss.
The issue of temporalsuccessionis shamelessly em-
bracedbythemodelas one ofthedefining characteristics The Methodof Concomitant Variation.This method
ofa response variable.Theideathataneffect mightprecede flies in the face of the distinctions thatI havedrawnbe-
a cause in timeis regardedas meaningless in themodel, tween association and causation.
andapparently also byHume. Whatever phenomenon variesin anymanner, whenever anotherphe-
Hume'snotionofconstant conjunction is moredifficult nomenonvariesinsomeparticular manner, is eithera causeoran effect
simply becauseitmight notholdformanyreasons.Interms ofthatphenomenon, or is connected withitthrough somefactofcaus-
ation.(p. 464)
ofthemodelthereare twotypesofreasonswhyit might
nothold.One oftheseinvolves"measurement error,"and I thinkthatas a methodofsciencethewidespread use
theotheris morefundamental and involvesthestructure ofthismethodis indisputable. Mostscientists wouldagree

thatwherethereis correlational smokethereis likelyto cussedfirstbecauseit is so clearlya partof scientific in-

be causational fire.Mostwouldnot,however, go as faras vestigations. I have leftit to theend becauseit requires
Mill'sstatement ofthemethod. theintroduction ofthenotionofa "nulleffect." Themethod
Of course,evenifRubin'smodeldoes apply,thecor- is statedas follows:
relation betweentheobservedvariablesS and Ys doesnot If twoor moreinstancesof a phenomenonunderinvestigationhave only
saymuchaboutthecausaleffects oreventheaveragecausal one circumstancein common, the circumstancein whichalone all the
effect, becausethecorrelationofYsandS issimply another instancesagree, is the cause (or effect)of the givenphenomenon.(p.
451)
wayofexpressing theprimafaciecausaleffect,TPF.
Moregenerally, noteverythingcanbe a "cause" inthe Although itlookslikea methodforidentifying thecause
senseusedinthemodel,butMill'smethodofconcomitant ofa phenomenon, itis clearto anyonewhohaseverused
variation canbe appliedtocasesforwhichonlyassociation themethodof agreement thatall thatthemethodreally
is appropriate.Thatthiscanresultinnonsensediscussions does is to ruleoutpossiblecauses.It is thisaspectofthe
ofcausationis wellknown. methodofagreement thatfitsintothemodel.
If,as in thediscussion ofthemethodofdifference, we
MethodofDifference.Thismethodis almostan exact let Y = 1 (or 0) denotetheoccurrence (or not) of "the
statement ofwhatwe meanbya causaleffect, eventhough phenomenon underinvestigation," and thenif thephe-
itis couchedin a moregenerallanguageanditsproposed nomenonoccurswhenthecause t occursand also when
use is to identifycausesandeffects. thecausetdoesnotoccur,thatis,c, we have
Ifan instance
inwhichthephenomenon underinvestigation
occurs,and
aninstanceinwhichitdoesnotoccur,haveevery circumstance
incommon Y,(u) = 1 and YC(u) = 1,
saveone, thatone occurring
in theformer; thecircumstances
in which
alonethetwoinstances orthecause,oran indispen- so
is theeffect,
differ,
sablepartofthecauseofthephenomenon. (p. 452)
Yt(u) - YC(U) = 0.
Ifwerestrictourattentiontothefollowing interpretationHencethecausaleffect oft is 0; thatis,tis a causewitha
oftheelementsofthisquotationwe see a fairly straight- nulleffect.The principleofcausalitystatesthateveryphe-
forward definitionof causaleffect:"phenomenon under nomenonhas a cause; thatis, everyeffecthas a cause.
investigation"occurs-Y = 1; "phenomenon underin- Everypracticing experimentalist canattestto thefactthat
vestigation"doesnotoccur-Y = 0; "thecircumstance in thereverseis nottrue-experiments fail.Causes do not
whichtheinstances differ"-when present= t,whenab- necessarily have effects.Null effectsare the stufffrom
sent = c. Then Y,(u) = 1 denotesthe factthatwhen the whichnullhypotheses aremade!
circumstance was presentthe phenomenon occurs,and Myconclusion isthatMill'sthinking, beingdrivenbyan
Yj(u) = 0 denotesthefactthatwhenthecircumstance was experimental model,isinreasonably closeagreement with
absentthephenomenon didnotoccur.The equalityofall themodelof Section3. He is close to theidea thatthe
othercircumstances is modeledby considering thesame effect ofa causeis alwaysrelative toanother cause,unlike
unit.Thus Yt(u) - Yj(u) = 1, so the causal effectof the Hume.Like Hume,however, he doesnotrestrict theno-
circumstance on the unitis 1 and corresponds to Mill's tionofcauseinanyway.ForHumeandMillanyphenom-
statement thatthecircumstance is "thecauseor an indis- enoncan be a cause. Finally,like Hume,Mill does not
pensablepartofthecauseofthephenomenon." consider variation (i.e., eitherunitinhomogeneity orvari-
Mill also consideredreversing theprocessto look for able causaleffects) inanyseriousway.
causesofgiveneffects. Thisis a well-known tech-
scientific
nique-for example,it occursoftenin epidemiological 5.3 Suppes
studiesof publichealthproblems.It is beyondthescope
Variation is an explicit consideration inPatrick Suppes's
ofthisarticleto applythemodelto sucha case,butsome
(1970)probabilistic theory ofcausality. Suppes'sgoalwas
workalongthislinecanbe foundin Hamilton(1979)and
toimprove uponHume'sanalysis, specifically theconstant
HollandandRubin(1980).
conjunction criterion, because
TheMethodofResidues. Thismethod alsoappliesfairly ... in restrictinghimselfto the conceptof constantconjunction,Hume
simplyto themodel.Itsstatement is was not fairto the use of causal notionsin ordinarylanguage and expe-
rience. (p. 10)
Subductfromanyphenomenon suchpartas is knownbyprevious
induc-
tionstobe theeffect
ofcertainantecedents,andtheresidueofthephe- Like Hume,Suppesputsno restriction on whatcauses
nomenon is theeffect
oftheremainingantecedents.(p. 460) andeffectsaresaveonlythattheybe expressible
as events
To place thisintothecontextof themodelletthean- thatoccurintime.ThusSuppesusesthelanguageofsto-
tecedents(i.e., causes) be denotedbya = thosewhose chasticprocessestoformalize
histheory.
He explainedthe
effectis knownandb = theremaining antecedents. idea ofhistheory
intuitive as follows:
The causaleffect ofab relativeto a is simplyYab(U) - Roughlyspeaking,the modificationof Hume's analysisI propose is to
Ya(u), whichistheresidueMilltellsustocompute.I regard say thatone eventis the cause of anotherifthe appearance of the first
Mill's methodof residuesto be a nearlyexplicit,early event isfollowedwitha highprobabilitybytheappearance
andthereis no thirdeventthatwe can use to factor
ofthesecond,
outtheprobability
statement ofthedefinition ofcausaleffect. relationship
betweenthefirst andsecondevents.(p. 10)
TheMethodofAgreement.Usuallythismethodis dis- Suppesexpressly

adoptedthetemporalsuccessioncri-

terionthatall causesprecedetheireffects intime.He first intotheprimafaciecausaleffect as follows. Theassociation

defineda primafaciecauseof an eventas an eventthat betweentheobservedresponseYsandthecausalindicator
temporally precedesitandthatispositively associatedwith S can be measuredbythedifference in theaveragevalue
it. He thendefineda spuriouscauseofan effect (i.e., an oftheresponsebetweentheunitsexposedto t and those
event)as a primafaciecauseoftheeffect thatis, in fact, exposedto c. We have calledthistheprimafaciecausal
conditionally independent oftheeffectgivena secondevent effect oft (relativeto c), thatis,
thatis temporally priorto theprimafaciecauseand that
is conditionally positively associatedwiththeeffect given TPF= E(Ys I S = t)-E(Ys I S = c). (19)
theprimafaciecause.Thisis whathe meantby"factoring We have seen thattheassociationbetweencause and
out"a probability relationship. A genuine causeis a prima effectthatdefinesa primafaciecause is a causaleffect
faciecausethatis notspurious. undercertainconditions thathavewideuseinscience,but
Moreprecisely Suppes'sdefinitions are as follows: TpFis notalways a causaleffect. ThisiswhySuppesdefined
(Si) If r < s denotetwotimevalues,theeventCris a prima facie causes.
primafaciecauseoftheeventEs if I willfinish thissectionbyshowing whathappenswhen
weapplySuppes'snotionofa spurious causetothecontext
Pr(Es | Cr) > Pr(Es). (16) ofa randomized experiment. Thiswillshedsomelighton
(S2) Cris a spuriouscause of Es if Cris a primafacie therelationofhistheory to Rubin'smodel.
cause of Es and forsomeq < r < s thereis an eventDq If the response variable Y is a 0/1indicator, thenwe
suchthat maykeep the discussionin terms of the event terminology
thatSuppesused. Thus{Ys = 1} corresponds to ES and
Pr(Es | Cr, Dq) = Pr(Es I Dq) (17) {S = t} correspondsto Cr,and I will discussthe meaning
and oftheeventDq subsequently.
ConsiderEquation(17) from(S2). For a randomized
Pr(Es | Cr, Dq) ? Pr(EsI Cr). (18) experiment itis
(S3) Cris a genuine causeofEs ifCrisa primafaciecause Pr(Ys = 1 St, Dq) = Pr(Ys = 1 | Dq). (20)
ofEs butCris nota spuriouscauseofEs.
By usingtheusualrulesforhandlingconditional proba-
In all of thesedefinitions theprobabilities of theevents bilitieswe mayexpress(20) as follows:
usedintheconditioning statementsareassumedtobe pos-
itive.Suppesalso considered otherissues,suchas direct {Pr(Yt = 1 1S = t, Dq) - Pr(Yc = 1 1S = c, Dq)}
and indirect causes,but(S1)-(S3) are themainelements x Pr(S = c I Dq) = O. (21)
ofhistheory.
It is clearthatSuppes'sanalysisis quitedifferent from Hence the onlywaythatEquation(20) can hold is for
thatgivenin Section3. He definedthecauseofan effect either
ratherthantheeffect ofa cause. LikeHumeandMillhe Pr(S = tIDq) = 1 (22)
placednogeneralrestriction onthenatureofa causeother
thanthatitbe expressible as an eventthatoccurspriorin or
timeto theeffect.Thereis no explicitplace forunitsin Pr(Yt = 1 S = t,Dq) = Pr(Yc = 1 | S = c, Dq). (23)
1
Suppes'sstochastic processmodel-theyareburiedinthe
probability space on whichtheeventshe consideredare IfDq is an eventthatoccurspriorintimetotheexposure
defined.Hence Suppesdoes nothave the machinery to oftheunitstotorc,thenI willassumethatDq isdetermined
expresstheeffect ofa causeina particular case. Hismodel bythevaluesofpre-exposure variablesdefined ontheunits
describesaveragebehavior,notindividual behavior. in U. Now supposethattheassumption ofindependence
At bottom, Suppes'snotionofa genuinecauseis simply holdsso thatS is statistically independent ofYt,Ycandof
a correlation betweena cause and effect thatwillnotgo thepre-exposure variablesthatdefineDq. Furthermore,
awayby"partialling out"legitimate competing causes.In supposethat
a sensethenforSuppesall genuinecausesare onlytem- 0 < Pr(S = t) < 1, (24)
porarily so as theyawaitthecleverness of theanalystto
identify theproperconditioning eventthatwillrendernull so each unithas positiveprobability ofbeingexposedto
theirassociationwiththeeffect.Althoughthismay,in- eithercause.The independence assumption and(24) then
deed, describe much informal scientific
practice, it does imply that(22) cannot hold and that Equation (17), there-
notappearto me to getto theheartofthenotionofcau- fore,reducesto
sation,which,I believe,Rubin'smodeldoes. Pr(Yt = 1 1Dq) = Pr(Yc = 1 | Dq). (25)
Suppes'stheory, however, doescapturesomeuseful ideas,
andbecauseitis statedwithprecision itis a fairlyeasytask Because Y is an indicator variablewe can rewrite (25) in
to relatetheseideasto Rubin'smodel. termsofan averagecausaleffect; thatis,
In whatfollows,all probabilities and expectations are I = 0. (26)
T(Dq) = E(Yt - lDq)
computed overthepopulationU ofunits.
Earlier,hisnotionofa primafaciecausewastranslated The averagecausal effectT(Dq) in (26) is the average

Holland: Statistics and Causal Inference 953
causal effectoverall unitsin U forwhichtheeventDq Kempthorne'snotation.The unitsare the"plots,"so the

occurs.Hence we see thatSuppes'scondition(17) fora unitsneed twosubscripts thatis, uijis
foridentification;
spuriouscausereducesto thecondition blocki. The yieldoftreatment
thejthplotwithin k on the
unit Uij is Yijk = Yk(uij), where Yk(u) is the value of the
T(Dq) = 0 (27)
responsethatis observedifu is exposedto treatment k.
ina randomizedexperiment. Theothercondition thatSuppes The randomization processpicksone ofthetreatments to
(18), whichis,inthepresent apply to unit uij, and thiscan be indicatedby S(uij); that
requiredin (S2) is inequality
context,equivalent to is,iftreatment k is appliedtounituijthenS(uij) = k. The
observed yield on uij is
Pr(Ys = 1 IS = t,Dq) :Pr(Ys = 1 1S t). (28)
thisbecomes
Underrandomization Yijs(ui1)= YS(U(uij)
The plotinblocki to whichtreatmentk is appliedcanbe
Pr(Yt = 1 Dq) ? Pr(Yt
| = 1). (29)
denotedbyjk so thattheobservedyieldoftreatment k on
If we put(29) and (27) together withthecondition thatt blocki is
be a primafaciecause we findthatthe treatment in a Yik = Yk(Uijk).
randomized experiment is a spuriouscauseoftheeffect if
and onlyifit has a positiveaveragecausaleffect, buta In D. R. Cox's (1958)bookon theplanning ofexperi-
subpopulation of unitscan be identifiedon the basisof mentshe definedtruetreatment effectsinan experiment in
pre-exposure variables(a) on whichthe averagecausal almostexactlythesamewaythatwe havedefinedcausal
effectis 0 and (b) forwhichtheresponseundert is more effects. Inanexperiment withtreatments T1,T2,hedefined
likelyto occurthanit is forall of U. I thinkthatpart(a) thetruetreatment effectsas thedifference between"the
is moreaccurately describedas a nulleffectin the sub- observation obtainedonanyunitwhen,say,T1is applied"
population andpart(b) is unrelatedtothenotionofcause. and"theobservation thatwouldhavebeenobservedhad,
The existenceof a subpopulation on whichthe effectis say,T2beenapplied"(p. 15). HenceCox appearstohave
nullwhiletheoveralleffectis positiveis an exampleof acceptedtheidea thattheresponseofa unitcouldbe one
nonconstant conjunctioninHume'ssense.Itwouldbe called value, Yt(u),ifthe unitwereexposedto t and another,
an interaction bymoststatisticians. possibly differentvalue,Yc(u),iftheunitwereexposedto
c. Cox also madetheassumption ofconstant effectin de-
fining truetreatment effects.His reasonsforthisare not
6. COMMENTS FROM A FEWSTATISTICIANS clearbutappearto be primarily technical rather thancon-
This sectionis devotedto a briefexamination of the ceptual.He didnotrejecttheideaofvariablecausaleffects,
writings of a fewstatisticians to see in whatwaytheidea however, anddiscussed waysinwhichcausaleffects might
ofmultiple versions oftheresponse, thatis, Y,andYc,has depend"on thevalue of some supplementary measure-
appearedbefore.I findthatmanypeoplehavedifficultymentthatcan be madeon eachunit"(p. 18).
withtheidea ofdistinguishing Y,andYcfromY or Ys and Curiously, R. A. Fisher,whofoundedthemodernthe-
perhapsthislook at earlierworkmayhelpclarify thisas- oryof experimental design,neverdealtdirectly withthe
sumption. Unfortunately, the exactidea is neverstated ideaofmultiple versions oftheresponse.Instead,he gave
explicitly, so thereis a need fora certainamountof de- examplesthatare so laced withspecificdetailsthatit is
tectiveworkto findit. I hopeI willnotbe heldguilty of notalwaysclearwhatlevelofgenerality he meantto con-
wrongly reinterpreting theworkofothers. vey.Forexample,inthefirst articleinwhichFisher(1926)
A fairlyclear statement of this idea was givenby attempted to set out theprinciples of thedesignof field
Kempthorne (1952)in a discussion oftheanalysisofran- experiments in agriculture we findthisquestionin a dis-
domizedblockdesigns.(A randomized blockdesignis a cussionof a hypothetical experiment to evaluatetheap-
typical agriculturalexperimental planinwhichlargertracts parentproductive valueoftreating a givenacreofground
ofland,calledblocks,areeachsubdivided intop plotsand witha manurial treatment:
thenone oftheexperimental treatments is appliedat ran- Whatreasonis theretothinkthat,evenifno manurehadbeenapplied,
domtoeachofthep plotswithin eachblock.)Forexample, theacrewhichactuallyreceiveditwouldnotstillhavegiventhehigher
Kempthorne (1952,p. 136)first defined yieldsas follows: yield?(p. 504)
"We shall denote the yieldwithtreatmentk . .. on plotj clearin thisquotationthathe couldconsider
It is fairly
... ofblocki ... byYijk." He thenwrote: thepossibility thathada different treatment(i.e., no man-
In factwe do notobservetheyieldoftreatment k on plotj butmerely ure) been applied to the field
the resultingyieldmight have
theyieldoftreatment k on a randomly chosenplotintheblock.... we beenthesame. Thisclearlyconcerns thenullhypothesis
denotetheobservedyieldoftreatment k inblocki byyik. (p. 137)
of no treatment effectand,moregenerally, Fishercame
It seemsevidentfromthetwoquotations that the Yijkin closest to the idea of multipleversions of the responsein
thefirst refers to different versionsof the response-one his discussions of the relationship between the nullhy-
foreachk-on eachcombination (i,j) ofplotwithin block. pothesis and randomization.
TheYikinthesecondquotationis thevalueofYijkforthat The earliestexplicit referencethatI havefoundto mul-
plotto whichtreatment k is actually applied in block i. tiple versions of the response is Neyman(1935). In his
It is not difficult to make the following translation of paper (read before the Industrial and Agricultural Re-

searchSectionoftheRoyalStatistical SocietyinMarchof esis is one of zero averagecausaleffect, thatis, E(Y, -

1935)Neymangave an explicitstatement of theidea of YJ)= 0, whereasFisher'sis one ofzerocausaleffect for
multiple versions oftheresponse(whichis forNeymanthe all units,thatis, Y,(u) - Y,(u) = 0 forall u E U.
yieldfroman experimental plotoflandin an agricultural
experiment). Unfortunately, Neyman'sdiscussion also in- 7. WHATCAN BE A CAUSE?
troduced thenotionof a stochastic elementthatis added It mayseemveryextremeto someto limitthenotion
to Y to allowfor"technical errors"thatare due to inac- of causeto thesenseused in Section3. Aristotle setthe
curaciesofexperimental technique. Ifwe ignorethisprob- stageforthis,however,by distinguishing morethanone
lemofmeasurement errorandassumezero"technical er- meaning to thewordcause.It might be betterto ask,what
rors,"thenNeyman's definition ofa "trueyield"explicitly can be an "efficient cause" in his sense?Evidently even
refersto multiple versionsof theresponse."ThusX1j(k) thisrestriction did notlimitthenotionof cause forsuch
willmeanthe'true'yieldofthekthobjectobtainable from thinkers as Humeand Mill.Anything can be a causefor
theplot(i, j)" (p. 110;by"object"Neymanmeanstreat- them-or,at least,a potential cause.
ment).His notation is verysimilarto thatusedbyKemp- Put as bluntly and as contentiously as possible,in this
thorne.To putitintothenotationofSection3, theunits articleI takethepositionthatcausesareonlythosethings
aretheplots,uij,andX1j(k) = Yk(uij), whereYk(u) is de- thatcould,inprinciple, be treatments inexperiments. The
finedas inthepreviousdiscussion ofKempthorne. qualification "inprinciple" is important becausepractical,
Neymanalso had an explicit expression fortheaverage ethical,andotherconsiderations might makesomeexper-
valueofXij(k)overall oftheunits,uij.It is X..(k). In the imentsinfeasible, thatis, limitus to contemplating hypo-
notationof Section3 thisis X..(k) = E(Yk). Hence it is thetical experiments. Forexample,inthemedicalandsocial
clearthatby the timeNeymanwas writing the idea of worldwe might be able to conceiveofan experiment, but
multiple versions oftheresponse, one foreachtreatment, no one wouldevertryto carryit out. Instead,we might
was established.It seemsto have been used by writers have to waitfora "naturalexperiment" to occur."Ob-
concerned aboutthedetailsoftheeffects ofrandomization servational study" is the term used by statisticians (e.g.,
in specificexperimental plans (e.g., Cox 1958; Kemp- Cochran1983)torefertostudiesforwhich"Theobjective
thorne1952) butis generally not a partof thestandard is to studythecausaleffects of certainagents"but"For
statistical notationofmanyotherwriters [an exception is one reasonor anothertheinvestigator can not . .. impose
Hamilton(1979)]. on . . . or withholdfromthe subject, a treatmentwhose
The Neyman(1935) reference is also relevantto the effects he desiresto discover"(p. 1).
modelin Section3 becauseof thecontroversy between I believethatthenotionof cause thatoperatesin an
Fisherand Neymanthatit engendered. The controversyexperiment andinan observational studyis thesame.The
revolvesaroundthechoiceof nullhypothesis in experi- difference is in thedegreeofcontrolan experimenter has
mentssuchas randomized blockdesigns.Fisherwasquite overthephenomenaunderinvestigation comparedwith
clearthatthenullhypothesis thathe proposedis thatthe thatwhichan observer has. In Rubin'smodelthisis ex-
causaleffect (as we havedefinedit) is 0 foreachunit.For pressedbythejointdistribution ofS withY,and Yc.Total
example,in thefamousdiscussion at theendofNeyman controlcan makeS independent of Y, and Yc.
(1935)Fisherfirst quotedNeyman,as follows: It maybothersomereadersthatI havebeenusingthe
... thisbias vanisheswhen . .. the objects compared are reactingto term"experiment" ina veryrestricted sense-thoughone
differences in exactlythesamemanner.. . . Thisis not thatis common
in soilfertility in thestudyofthedesignofexperiments.
alwaystrue.(p. 153) For example,experiments in chemistry in whicha sub-
ThenFisherwrote: stance is analyzed into its component ingredients or in
whichingredients are combinedwitheach otherto syn-
However, itwasalwaystrueinthecaseforwhich itwasrequired, namely,
whenthehypothesis tobe testedwastrue,thatdifferences oftreatment thesizea newsubstance oftenmaynothaveclearlyiden-
madeno difference totheyields.(p. 157) tifiableunits,treatments, andresponse variables.Myview
is thatin suchexperiments theAristotelian notionofma-
ThenNeyman,inresponding toFisher'sremarks, empha- terialcause is oftenmorerelevantthanthatof
efficient
sizedhisinterest in whatI wouldcall theaveragecausal
cause,andhencesuchexperiments arenotconcerned with
effect.
thenotionofcausethatis discussedin thisarticle.
'Ourpurposeinthefieldexperiment consistsincomparing numbers such To return to thequestionofwhatcanbe a causeletme
as X.(k), or theaveragetrueyieldswhichourobjectsare able to give
whenappliedtothewholefield.'Itisseenthatthisproblem is essentially consider three examples ofstatements thatinvolve theword
differentfromwhatProfessor Fishersuggested. So longas the average cause but that vary in itsexact usage.
yieldsofanytreatments are identical,
thequestionas to whether these
treatments affect yieldsonsingleplotsseemstobe uninteresting (A) She didwellon theexambecausesheis a woman.
separate
andacademic.(p. 173) (B) She did wellon theexambecauseshe studiedfor
Fisher'ssardonicreplyindicatesthat,at least,he agreed it.
thatNeymanstatedtheirdifferences clearly."It maybe (C) She didwellon theexambecauseshewas coached
foolish,butthatis whatthez testwas designedfor,and by herteacher.
theonlypurposeforwhichit has beenused" (p. 173). I thinkthatthesestatements, eventhough theyareper-
Evidently, I wouldconcludethatNeyman's nullhypoth- fectly understandable Englishsentences, varyinthemean-

ingofthe"because"ineach.In each,theeffect, usingthe Thegeneralproblem, I think, is indeciding whensome-

termloosely,is thesame-doing wellon an exam.The thingis an attribute ofunitsandwhenitis a causethatcan
causes,againusingthetermloosely,are different. In (A) act on units.In theformer case all thatcan be discussed
the"cause" is ascribedto an attribute she possesses.In is association, whereasin thelattercase it is possible,at
(B) the"cause"is ascribedto somevoluntary activity she least,to contemplate measuring causaleffects.
performed, andin (C) itis ascribedto an activity thatwas One mayviewFisher's(1957)attackon thosewhoused
imposedon her. theassociation betweensmoking and lungcanceras evi-
Anattribute cannotbe a causeinanexperiment, because denceof a "causallink"betweenthemas an exampleof
thenotionofpotential exposability does not applyto it. the difficulty in decidingwhetheror not smokingis an
The onlywayforan attribute to changeitsvalueis forthe attribute or a cause. Certainly the data thatbeganthis
unitto changein somewayand no longerbe the same debatearepurely associational. Doll andHill'sstudies (1950,
unit.Statements of "causation"thatinvolveattributes as 1952,1956)ascertained onlysmoking statusandlungcan-
''causes''arealwaysstatements ofassociation betweenthe cerstatuson setsofsubjects.Fisherarguedthatsmoking
valuesof an attribute and a responsevariableacrossthe mightonlybe indicative ofcertaingeneticdifferences be-
unitsin a population.In (A) all thatis meantis thatthe tweensmokers andnonsmokers andthatthesegeneticdif-
performance ofwomenontheexamexceeds,insomesense, ferences couldbe relatedtothedevelopment ornotoflung
thatofmen. cancer.Fisher(1957)didfeelthat"a goodprimafaciecase
Examplesoftheconfusion between attributes andcauses had beenmadeforfurther investigation."
fillthesocialscienceliterature. SarisandStronkhorst (1984) The responseto Fisher'scriticism can also be viewedas
gavethefollowing exampleofa causalhypothesis: "Scho- attempting to showthatsmoking shouldbe thought ofin
lasticachievement affects thechoiceofsecondary school" causaltermsrather thanas indicative ofa geneticattribute
(p. 13). Theseauthorsclearlyintended forthishypothesis ofsubjects.For example,amonghisresponsesto Fisher,
to statethatan attribute ofa student (i.e., scoreson tests, McCurdy (1957)pointedoutthatlungcancerratesincrease
performance inprimary school)cancause(i.e., affect) the withtheamountofsmoking andthatsubjectswhostopped
student's choiceof a particular typeofsecondary school. smoking had lowerlungcancerratesthanthosewhodid
It is difficultto conceiveof how scholasticachievement not.Bothofthesearguments canbe viewedas emphasizing
couldbe a treatment in an experiment and,therefore, be thecausalaspectsofsmoking-onecando moreorlessof
a "cause" in the senseused in thisarticle.A somewhat it and one mightstopdoingit. A discussion oftheentire
stronger statement ofmypointwasgivenbyKempthorne debatewas givenbyCook (1980).
(1978,p. 15): "It is epistemological nonsensetotalkabout
one traitof an individual causingor determining another 8. COMMENTS ON CAUSAL INFERENCES IN
traitoftheindividual." VARIOUS DISCIPLINES
At theotherextreme is Example(C). Thisis easilyin- Thissectionwillbriefly consider discussions ofcausation
terpreted intermsofthemodel.Theinterpretation is that in threedisciplines-medicine, economics,and "causal
had she notbeen coachedbyherteachershe wouldnot modeling." In eachcase an attempt willbe madetorelate
havedone as wellas shedid. It impliesa comparison be- thediscussion to Rubin'smodelforcausalinference, but
tweentheresponses to twocauses,eventhoughthiscom- noattempt ismadetobe exhaustive orevenrepresentative
parisonis notexplicitly stated. in theselectionoftopicsconsidered.
Example(B) is justone ofmanytypesof examplesin
whichtheapplicability ofthemodelisnotabsolutely clear, 8.1 Causation and Medicine
anditshowsone reasonwhyarguments overwhatconsti- We beginwitha simple,yetbasic,examplefrommedi-
tutesa propercausalinference canragewithout anydefin- cine-theestablishment ofspecific bacteriaas thecauseof
itiveresolution. specific infectious diseases.Yerushalmy andPalmer(1959)
In (B) theproblem arisesbecauseofthevoluntary aspect described thesituation inthefollowing terms:
of thesupposedcause-studyingfortheexam.It is not
Almostfrom theverybeginning, whenbacteriawere first
foundtocause
clearthatwe couldexposea personto studying or notin disease,bacteriologists felttheneedfora setofrulestoactas guideposts
anyverifiable sense.We might be abletoprevent herfrom ininvestigation ofbacteriaas possiblecausalagentsindisease.(p. 28)
studying, butthatwouldchangethesenseof(B) to some-
define Thesetwoauthors described threepostulates formulated
thingmuchmorelike(C). We couldoperationally
by thegreatbacteriologist, RobertKoch,whodiscovered,
studying as so manyhoursof"noseinbook,"butthatjust
otherthings, thetuberculosis bacillus in1882.Koch's
definesan attribute we couldmeasureon a subject.In my among
postulates [also called theKoch-Henlepostulates, Evans
opiniontheapplication of themodelto statement (B) is
(1978)] aresimple,no-nonsense criteria fordeciding when
problematical and noteasilyresolved.The voluntary na-
a microscopic organism is implicated ina disease.Accord-
tureof muchof humanactivity makescausalstatements
ingto Yerushalmy and Palmer(1959),"whilethereis no
abouttheseactivities inmanycases.
difficult
singleformulation ofKoch'spostulates-they canbestated
The voluntary aspectof the "cause" in (B) is notthe
as consisting essentially ofthefollowing:
onlysourceofdifficulty in deciding on theapplicability of
Rubin'smodeltospecific problems. It is,howevrer, a com- I. The organism mustbe foundin all casesofthedis-
monsourceofdifficulty. ease inquestion.

II. It mustbe isolatedfrompatients andgrowninpure BiologicalGradient. By thisHillreferred to evidence

culture. thatshowedan increasing diseaserateas exposureto the
III. Whenthepureculture isinoculated intosusceptible agentinquestionintensified. Bothexperiment andbiolog-
animalsorman,itmustreproduce thedisease."(p. icalgradient maybe viewedas emphasizing thecausalna-
30) tureoftheproposedcausalagent,as discussedinthepre-
Rubin'smodelappliesratherclearlyto Postulates I and vious section.
III. PostulateI is simplyMill'smethodofagreement ap- Plausibility,Coherence, Analogy. I havegrouped these
pliedto thisproblem.It ensuresthatthereareno datato threetogether becausetheyallrefer tothepriorknowledge
supporta nullcausaleffect in thiscase-that is, ifthere thattheepidemiologist wouldneedtoconsider. Is thesus-
werebonafidecasesofthediseaseinwhichtheorganism pectedcausation biologically plausible?Is itcoherent inthe
was notpresent,alongwithothercases of thediseasein senseofnotbeingseriously in conflict withknownfacts?
whichit was,thenassuming unithomogeneity we would Is itanalogoustoknowncausalrelations forsimilar agents
havean estimate ofzerocausaleffect forthepresenceof and diseases?Thesefactors, although important in some
theorganism relativeto itsabsence.PostulateIII is like cases,all reflect thestateofrelevant scientific knowledge
the lightswitchexample-putin the organismand the and do notdirectly translate intoaspectsofthemodelof
diseaseoccurs.The validity of thispostulatestemsfrom Section3. In particular Hillfeltthatitwasunwisetoplace
theunstated assumption thathadtheanimalorhumannot undueemphasison thesebecauseof therelatively poor
beeninoculated withtheculture thediseasewouldnothave stateof relevantbiologicalknowledgein manycases of
beenexpectedto occur.Notethattheword"susceptible" interest.
hascreptin,presumably to dealwiththeinevitable "non- Although Hillfeltthatthesixfactors listedabovewere
constant conjunction" ofreallaboratory work-inthiscase, important fromtimeto time,theywerethesixleastsig-
theimmunesystem. nificant factorson his list.He feltthatthe threemost
Koch's secondpostulaterelatesmoreto good experi- important factors are thestrength, consistency, andspeci-
mentaltechniques thantocausalinference. Iftheorganism ficityof the associationin question.
is isolatedfrompatientsand grownin pureculture, then
whenitcomestimeto inoculateanimalsor peoplewithit Strength.Thisis Hill'sfirst factor-"Firstuponmylist
theexperimenter knowswhattheinoculant isinfairly exact I would put the strength of the association"(p. 295). This
terms.In a sense,PostulateII is a wayofminimizing mea- may be viewed as simple acceptance of Mill'smethodof
surement errorin thetreatment (t) thatis exposedto the concomitant variation in practical terms orofthescientific
units. utilityof the prima facie causal effect. Although thereis
Medicineis moredifficult whenthebiologicaltheory is no guarantee for this, it is often more likelythat a larger
lesswelldeveloped.As an exampleI nowconsider several prima facie causal effect will hold up when a controlled
suggestions madebySirAustinBradford Hilltothosewho studyis performed thanwilla smallerprimafaciecausal
mightwishto separateassociationfromcausationin the effect. A relevant result in thisregardis the inequality
studyof the environment and disease. He had spenta given in Cornfield et al. (1959) thatboundstheinfluence
lifetime inpublichealthandwas amongthefirst to argue, of unmeasured factors on the relative risk(a form ofprima
quantitatively, forthe causallinkbetweensmokingand faciecausal effect).
lungcancer(Doll and Hill 1950,1952,1956).Hill (1965) Consistency.Hill's secondsignificant factorconcerns
namedninefactors thathe feltwereusefulin suchwork thegenerality oftheassociation acrosspopulations ofunits.
fordecidingthatthemostlikelyinterpretation of an ob- This mightbe viewedas a weakenedformof constant
servedassociation is causation.I willconsiderthesein an conjunction. Attheveryleast,anassociation thatispresent
orderthatdiffers fromHill's. inone population in
andabsent anothersuggests variable
Temporality."Whichis thecartandwhichthehorse?" causaleffects. I think thatthereisa clearbiasagainst calling
(Hill 1965,p. 297). Hill feltthatwhilethetimesequence variablecausaleffects "causal"byscientists, eventhough
ofevents,causepreceding effect, might notbe difficult to thosewho mustdeal withheterogeneous units,suchas
establish in manycases,"itcertainly will
needsto be remem- humans, generally agree that itis usuallytoomuchto
bered,particularly withselectivefactors at workinindus- expect constant effects in the real world.
try"(p. 298). Clearly,temporalsuccessionis a givenfor Specificity.Hill's thirdfactorrefersto specificcauses
Hill. havingspecific effects.
Experiment.In thiscategory Hillplacedtheoccasional If . .. the associationis limitedto specificworkersand to particularsites
"naturalexperiment" thatgivesstrongevidenceforcaus- and typesof disease and thereis no associationbetweenthe workand
ation.He had in mindtheeffectof preventative actions othermodes of dying,thenclearlythatis a strongargumentin favorof
takentoreducetheincidence ofthedisease.Do theywork? causation. (p. 297)
If a personstopssmoking does he lowerhisriskof lung I thinkthatspecificity is relatedto thebelievability of
cancer?Hillclearlyviewssuch"experiments" inthesame theindependence assumption. The lackofan association
wayMillviewedtheproduction ofan effect byartificiallybetweentheexposure ofa persontoa particular workplace
introducing thepresumed causalagent-strong causalevi- and thecausesof thatperson'sdeathsupports theinde-
dencewhenyoucan findit. pendenceassumption ina relevant way(butdoesnotprove

Holland: Statistics and Causal Inference 957
theassumption is valid).Sincetheindependence assump- If X, Y, and Z denotethree(possiblyvector-valued)

tionimpliesthattheprimafaciecausaleffectequals the variablesdefinedon a population, thenX and Y are con-
average causal effect,specificity, in conjunctionwiththe ditionally independent givenZ if
strongassociation, maywellbe convincing evidenceof a
(30)
strong causalconnection. Lackofspecificity, however, does Pr(Y = y IX = x, Z = z) = Pr(Y = yI Z = z).
notdisprovetheindependence assumption inmanycases, Conditional independence is a strong formoftheideathat
andthisexplainswhylackofspecificity is notregarded as thevaluesofX areunabletopredict thevaluesofY, given
a seriousproblembyHill. thevaluesofZ.
In short,ifspecificity existswe maybe able to drawconclusionswithout In Granger'stime-series setting, thevalue of Y is de-
hesitation;ifit is not apparent,we are not therebynecessarilyleftsitting termined at sometimepoints, andthevaluesofX andZ
on the fence. (p. 297) are determined at or priorto someothertimepointr <
Of course, specificitydoes not guaranteethat the inde- s. I willsay that X is nota Granger causeofY (relativeto
pendenceassumption is valid,butitdoesnotdirectly con- the information in Z) ifX and Y are conditionally inde-
tradict thisassumption inthewaythata lackofspecificity pendent given Z. Thus Xis a Granger cause of Yif different
does. valuesofX lead to different predictive distributions of Y
givenbothX and theinformation in Z, thatis, ifX helps
8.2 Granger Causation in Economics predictY evenwhenZ is takenintoconsideration.
Viewedin thisway,Grangernoncausality is verymuch
The primary sourceof data thatis availableto econo- likeSuppes'snotionofa spuriouscause.Bothinvolvethe
mistsisso-called"timeseries"datainwhichmeasurements inability ofthespuriouscauseto predicta future eventor
ofa variableorsetofvariablesaremaderepeatedly on an valuegivencertainotherinformation.
economicentity overtime.Forsuchdata,Granger(1969) How mightGranger's ideasbe appliedto thesetting in
developeda particular notionofcausality thatsomeecon- Section3? It is naturaltomakethefollowing identification
omistshavefoundusefulintheiranalyses. ofGranger's setting withelements ofRubin'smodel.
In myopinion,however,Granger'sessentialideas in-
volving causationdo notrequirethetime-series setting he Granger Rubin'sModel
Y Ys
adopted.I willtrytorestate histheory interms ofthetypes
ofmodelsusedin Sections2 and 3-that is, variablesde- x S
finedon a populationof units.Grangerformulated his Z A set of pre-exposure
theory aroundtheidea ofprediction-a"cause" oughtto variablesalso calledZ.
improveour abilityto predictan effect in a probabilistic The conditional independence condition is
system. In Granger's theory a variablecausesanother vari-
able;thatis,thevaluesofonevariableimprove one'sability Pr(Ys = y I S = t, Z) = Pr(Ys = y I Z)
to predictthefuture valuesofanothervariable.The only andthisreducesto
important waythathistheory usedthetime-series setting
was to separatevariablesintothosewhosevaluesare de- 0 = {Pr(Y, = y I S = t, Z) - Pr(Yc = y S = c, Z)}
termined priorto, at,or aftera givenpointin time.I will x Pr(S = c Z). (31)
simply adoptthesetemporal distinctions inthedefinitions
ofthevariablesthatarise.Granger(1969,p. 430) clearly In a randomized experiment
acceptedtheidea of temporalsuccessionin his analysis: Pr(S = c I Z) = Pr(S = c)
"In theauthor'sopinionthereis littleuse in thepractice
ofattempting todiscusscausality without introducing time." whichwe assumelies strictly in (0, 1). Hence Equation
It is thepastvaluesofa variablethatcause,in Granger's (31) reduces to
sense,thefuture valuesofanothervariable. Pr(Y, = y IS = t,Z) = Pr(Yc = y I S = c, Z). (32)
AlthoughGrangeroriginally formulated his theoryin
termsofone variablecausinganother, laterwriters (e.g., But underrandomization S is independent of Yt,Yc,and
Florensand Mouchart1985)restatedit termsof non- in Z, so Equation (31) becomes
causality andI willfollowthatapproach.In reformulating Pr(Yt= y Z) =Pr(Yc = y I Z), (33)
histheory I willalsoshift from hisemphasis on a particular
typeofpredictor, thatis, "theoptimum, unbiased,least- which,in turn,impliesthat
squarespredictor" (p. 428), to themoregenerally appli- E(YtIZ) = E(YcIZ) (34)
cablenotionofconditional statistical independence. This
meansthatinsteadoflimiting attention to theinability of forall valuesof Z. If we definetheaveragecausaleffect
a specificpredictor to predictthevaluesof a variable,I on thesubpopulation specified byZ = z as
willusethestronger condition thatnopredictor canpredict T(z) = E(Y - Y Z=z) (35)
thedesiredvalues.Although thisis a stronger typeofnon-
causalitythanGrangerdefinedI do notbelievethatthis thenEquation(34) saysthatifS is nota Granger causeof
undulydistorts Granger'stheoryand itcertainly general- Ys relativeto Z, thenT(z) = 0 forall valuesofz. Hence
izesitsapplicability-indeed, see Granger(1980). in a randomized experiment Granger noncausality implies

zero averagecausaleffecton all subpopulations defined thatbysubscripting A, At,andA,. Thissuggests thedia-

bythevaluesof Z. Conversely, it is easyto see thatift gram
has a nulleffect on all units,thenin a randomized exper- S -- (As, YS). (40)
imentS willnotbe a Grangercauseof Ys relativeto any
thatS changesthevaluesofbothA andY This
It indicates
Z thatis a pre-exposure variable.
is thesituationanalyzedbyRosenbaum(1984b).
AlthoughGrangercausalityhas someintuitively satis-
The otherpossibilityis thatthethirdvariableis an in-
fying propertieswithrespectto Rubin'smodel,itfails,in
dicator,R, of a secondsetofcauses,sayt' and c'. If the
myopinion,to getto theheartofthenotionofcausality
R causesacton theunitsatthesametimethattheS causes
in the same way thatSuppes'stheoryof causalityfails.
do, thenwe can combineR and S intoa singlecausal
Granger's"causes" are alwaysonlytemporarily in that
indicator(R, S). Y mustthenbe doublysubscripted to
category. If an analystsimplygathersmoreinformation,
indicatetheresponses to thevarious(R, S) combinations,
thatis, changesZ, an X thatwasoncea Granger causeof
thatis, YRS.This can be denoted by the diagram
Y mightbe shownto be onlya spuriouscause in exactly
thesamespiritas in Suppes'stheory. (R, S)-- YRS (41)
ThefactthattheR causesandtheS causesactat thesame
8.3 Causal Models in Social Science forDiagram(41). It reallysays
timeis notreallyimportant
No discussionof causal inference wouldbe complete thattheR causesdo notaffect exposureto theS causes,
without somereference totheexpanding literature on causal andviceversa.We getan essentially newcase,however,
modeling, thatis,Blalock(1971),Goldberger andDuncan when,forexample,theR causesact temporally priorto
(1973),Duncan(1975),andSarisandStronkhorst (1984). theS causesandtheyaffect theexposureofunitsto theS
LittleworkhasbeendonetorelateRubin'smodeltothose byt' or c', that
causes.ThisrequiresthatS be subscripted
used in the causal modelingliterature-anexceptionis is,
Rosenbaum(1984b),inwhichtheaveragecausaleffect in St'(u) and SA'(u). (42)
a population thatarisein certain Although
is relatedto coefficients itisa mouthful, hereiswhatSt,(u)denotes:St,(u)
linearpathmodels.The relationship betweenthesetwo is theS causethatu is exposedto ifu wasearlierexposed
typesofmodelsis a natural topic,sincebothcausal to theR cause t'. The following
research pathdiagramexpresses
modelsand Rubin'smodelweredevelopedto deal with thissituation:
thesame problem-causalinference in nonexperimental
research. SR
In thissectionI willhintat somepossiblepointsofcon-
tactbetweenthe pathdiagramsthatare used in causal (43)
R YRSR
modelingand themodelused in thisarticle.I thinkthat Y
thisis a largetopic,andI canonlyscratch itssurface here. Diagram(43) indicates thatR changesthevaluesofS and
Pathdiagramsare used to represent visually causal re- Y and thatS changesthevalueof Y R has, potentially,
lationships amonga set of variables.For example,ifX botha directandan indirect (i.e., through S) effecton Y
causesY thisis expressedbythediagram the
An examplemayhelpclarify meaning (43). Sup- of
pose thatwewishtomeasuretheeffect ofstudying certain
X -> Y. (36)
on
material theperformance on a particular test.We might
Fromthepointofviewadoptedinthisarticlesomedia- be able to encourage or notencourage students to study
gramslike(36) are meaningful andsomeare not.For ex- thematerial-these are theR causes,t' andc'. We might
ample, ifA is an attributeof unitsand Y is a response thenbe able to ascertain whether thestudents did or did
variable, then notstudythematerial-these are the S causes,t and c.
The response variable is the score Y on the testgiven
A -Y (37)
subsequentto these events. Diagram(43) indicatesthat
is meaningless. On theotherhand,ifS indicates exposure encouragement can affect studying and possiblythe test
to causesand Ys is an observedresponsevariable, then scoresand thatstudying can affect the scores.Forexample,
one might hypothesize that encouragement reallydoesnot
S --->
Ys (38) affect in the
testscoresdirectly. Thiswouldbe expressed
is a meaningful diagram. model by
Whathappenswhenwe add a thirdvariableto thissys-
Ytf'(u) - Yc,'(u) = 0 (44)
tem?Thereare severalpossibilities. If A is an attribute,
thenit is eithera pre-or post-exposure variable.In the forall u in U ands = torc. Formoreon "encouragement
firstcase we mightdenotethisas designs"see Powersand Swinton(1984).
A S- Ys (39)
The essential pointI wishtomakeaboutthesediagrams
isthattheyareeasilyinterpreted interms ofRubin'smodel
toindicatethetimeflowbutwithout anyarrowfrom A to whentheyarenotcausallymeaningless. Thecausalmodel
S orYs. In thesecondcasethevalueofA might has not been carefulin separating
be affected literature meaningful
byexposureto thecause and we wouldneedto indicate and meaningless causalstatements and pathdiagrams, in

myopinion.For a similarviewsee Kempthorne (1978). tureofthemodelinSection3. UnlessbothY,(u) and Y,(u)

Oneexpectsthattheapplication
ofRubin'smodelwillhelp can be defined,
in principle,
itis impossible
to definethe
clarify
the meaningof complexcausalmodelsand their causal effectY,(u) - Yj(u). For an attributeA(u) we can
pathdiagrams. define Ya(u) for all u for whichA(u) = a, and we can
9. SUMMARY defineYb(u) forall u forwhichA(u) = b. Attributesare
however,andA(u) is eithera or b (or neither)
functions,
Thisarticlehas covereda variety oftopicsthatinvolve butnotbotha and b foranyunit,u. Hence Ya(u) - Yb(u)
causation,buttherearea fewgeneralpointsthat,I think, cannotbe definedforanyunit,u, and attributes are not
areimportant enoughto emphasizeinsummary. causesin thesensethatcausaleffects cannotbe defined
Firstofall,I believeitis veryhelpful
to tryto see what forthem.
experiments (as thetermis used by statisticians)tellus The secondset of important generalpointsI wishto
aboutcausation.I haveemphasized threeideasaboutcau- summarize concerntheimmediate consequences ofRub-
sationonwhichstatisticalexperiments focusourattention. in'smodel.Therearetwoconsequences I wishto empha-
1. The analysisofcausationshouldbeginwithstudying size.
theeffects ofcausesratherthanthetraditional approach 1. The difference betweenthemodel(S, Yt,Y,) andthe
oftrying to definewhatthecauseofa giveneffect is. processofobservation (S, Ys).
2. Effects ofcausesare alwaysrelativeto othercauses 2. TheFundamental Problem ofCausalInference-only
(i.e., ittakestwocausesto definean effect). Y,or Y, butnotbothcanbe observedon anyunitu.
3. Noteverything canbe a cause;inparticular,
attributes Thesetwoconsequences are reallythesamethingsaid
ofunitsare nevercauses. in differentways.It is a greatmistaketo confuseY,or Y,
Let me makea fewbriefcomments on each of these withYs,andyetthisisdoneallthetime.Itisalsoa mistake
important ideas. to concludefromtheFundamental ProblemofCausalIn-
Traditional analysesofcausationstartbylookingforthe ference that causal inference is impossible. Whatis im-
causeofan effect. I thinkthatlookingforcausesofeffects possibleis causal inference without making untestedas-
is a worthwhile scientific
endeavor,butitis nottheproper sumptions. This does notrender causalinference impossible,
perspective in a theoreticalanalysisof causation.More- but it does give it an air of uncertainty. It is the same
over,I wouldholdthatthe "cause" of a giveneffectis uncertainty discussed by Hume. The strength of a model
alwayssubjecttorevision as ourknowledge aboutthephe- likeRubin's is thatitallows us to make these assumptions
nomenonincreases.For example,do bacteriacause dis- moreexplicit thantheyusuallyare.Whentheyareexplic-
.
ease? Well, yes .. untilwe dig deeper and findthatit is itlystatedthe analystcan thenbeginto look forwaysto
thetoxinsthebacteriaproducethatreallycause thedis- evaluate or to partiallytestthem.
ease; and thisis reallynotit either.Certainchemicalre-
ACKNOWLEDGMENTS
actions are the real causes . . . and so on, ad infinitum.
The effectofa causemaybe difficult to measurein some I first
learnedaboutthecausalmodelinSection3 from
circumstances,butit is, at least,preciselydefinable-as thepersonI consideritsoriginator, DonaldRubin.Don's
donein Section3. It is forthisreasonthatI believethat workin thisarea is alwaysa sourceofinspiration forme.
formal theoriesofcausationmustbeginwiththeeffects of LindseyChurchill read an earlydraftof thisarticleand
givencausesratherthanviceversa. madenumeroussuggestions thathave improvedand fo-
That an effectrequirestwocausesforitsdefinition is cusedbothmythinking andthearticleinsubstantial ways.
obviousin thecontextofan experiment butneverseems PaulRosenbaumhas,verygenerously, givenmethebene-
to getmuchrecognition bythosewhodiscusscausationin fitofhisinsight intocausalinference on manyoccasions.
generalterms.Thisis probably an importantcontribution Ben Kingencouragedme to puttheideas in thisarticle
ofstatistical
thinkingto discussions ofcausation.Experi- together as a GeneralMethodology Lectureforthe1985
mentswithout controlcomparisons are simplynotexper- meetings oftheASA. MyothercolleaguesatETS-Henry
iments.Thosewhothinkin termsofphysicalscienceex- Braun,DonaldRock,DorothyThayer,andHowardWai-
periments mayhave somedifficulty withthisidea, butI ner-are alwaysa sourceofintelligence andkeencriticism.
believethatitis trueofanyexperiment. LynneSteinberg, as an ETS postdoctoral fellowduring
Thateverything has a causeis sometimes calledthelaw 1984-1985,spentmanyhoursexplaining to mehowcaus-
ofcausality,
butitdoesnotimplythateverything canbe a ationworksin experimental psychology. Finally,Kathy
cause. The experimental modeleliminatesmanythings Fairall'sgood natureand manyskillsinsuredthetimely
frombeingcauses,andthisis probably verygood,sinceit production ofthemanuscript forthe1985meeting ofthe
givesmorespecificity to themeaningof thewordcause. ASA.
Donald RubinandI oncemadeup themotto October
[Received 1986.]
1985.RevisedJanuary
NO CAUSATION WITHOUT MANIPULATION
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Janet M. Box-Steffensmeier, Henry E. Brady, David Collier The Oxford Handbook of Political Methodology Oxford Handbooks of Pol

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Statistics and Causal Inference

Author(s): Paul W. Holland

This content downloaded from 195.34.79.20 on Sun, 15 Jun 2014 01:49:04 AM

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tionsofunitsexistwithina timeframeofsomesort,and randomized study.I do itto emphasizean idea thatI be-

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becausea variableusuallyrepresents a measurement of ingthatthesimultaneous observationof Y,(u) and Y,(u)

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theobservedresponseon unitu is Ys(u)(u). The observed 4.2 UnitHomogeneity

4. SOME SPECIALCASES OF CAUSAL INFERENCE E(Ys S =c) E(Yc S = c). (6)

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and The assumption of constanteffectmakesthevalueof

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finalcause(thatfor whichthething ismade).Itishisnotion ofthemodel.Measurement erroroftencreatesviolations

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thatwherethereis correlational smokethereis likelyto cussedfirstbecauseit is so clearlya partof scientific in-

TheMethodofAgreement.Usuallythismethodis dis- Suppesexpressly

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terionthatall causesprecedetheireffects intime.He first intotheprimafaciecausaleffect as follows. Theassociation

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causal effectoverall unitsin U forwhichtheeventDq Kempthorne'snotation.The unitsare the"plots,"so the

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searchSectionoftheRoyalStatistical SocietyinMarchof esis is one of zero averagecausaleffect, thatis, E(Y, -

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ingofthe"because"ineach.In each,theeffect, usingthe Thegeneralproblem, I think, is indeciding whensome-

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II. It mustbe isolatedfrompatients andgrowninpure BiologicalGradient. By thisHillreferred to evidence

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theassumption is valid).Sincetheindependence assump- If X, Y, and Z denotethree(possiblyvector-valued)

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zero averagecausaleffecton all subpopulations defined thatbysubscripting A, At,andA,. Thissuggests thedia-

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myopinion.For a similarviewsee Kempthorne (1978). tureofthemodelinSection3. UnlessbothY,(u) and Y,(u)

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