Department of Statistics Unitmark
Dietrich College of Humanities and Social Sciences

Estimation of Effects of Sequential Treatments by Reparameterizing Directed Acyclic Graphs

Publication Date

February, 1997

Publication Type

Tech Report


James M. Robins and Larry Wasserman


The standard way to parameterize the distributions represented by a directed acyclic graph is to insert a parametric family for the conditional distribution of each random variable given its parents. We show that when one's goal is to test for or estimate an effect of a sequentially applied treatment, this natural parameterization has serious deficiencies. By reparameterizing the graph using structural nested models, these deficiencies can be avoided.