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arXiv:1505.03118stat.ME

When causation does not imply correlation: robust violations of the Faithfulness axiom

Richard Kennaway

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Abstract

We demonstrate that the Faithfulness property that is assumed in much causal analysis is robustly violated for a large class of systems of a type that occurs throughout the life and social sciences: control systems. These systems exhibit correlations indistinguishable from zero between variables that are strongly causally connected, and can show very high correlations between variables that have no direct causal connection, only a connection via causal links between uncorrelated variables. Their patterns of correlation are robust, in that they remain unchanged when their parameters are varied. The violation of Faithfulness is fundamental to what a control system does: hold some variable constant despite the disturbing influences on it. No method of causal analysis that requires Faithfulness is applicable to such systems.

arXiv comments
18 pages. Matlab code for running the reported simulations and generating the figures is included
Journal reference
DOI
Subjects
stat.MEMethodology (Statistics) math.STStatistics Theory

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    • > 6. Causation does not imply correlation: https://arxiv.org/abs/1505.03118 And in the paper, from the abstract, > We demonstrate that the Faithfulness property that is assumed in much causal analysis is robustly violated for a large class of systems... In preliminaries, > The…

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