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A general dynamical statistical model with causal interpretation

hal.structure.identifierInstitut de Santé Publique, d'Epidémiologie et de Développement [ISPED]
hal.structure.identifierBiostatistique
dc.contributor.authorCOMMENGES, Daniel
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorGEGOUT-PETIT, Anne
dc.date.accessioned2024-04-04T03:03:41Z
dc.date.available2024-04-04T03:03:41Z
dc.date.created2007-10-29
dc.date.issued2009
dc.identifier.issn1369-7412
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/193091
dc.description.abstractEnWe develop a general dynamical model as a framework for possible causal interpretation. We first state a criterion of local independence in terms of measurability of processes involved in the Doob-Meyer decomposition of stochastic processes, as in Aalen (1987); then we define direct and indirect influence. We propose a definition of causal influence using the concepts of ``physical system''. This framework makes it possible to link descriptive and explicative statistical models, and encompasses quantitative processes and events. One of the features of this paper is the clear distinction between the model for the system and the model for the observation. We give a dynamical representation of a conventional joint model for HIV load and CD4 counts. We show its inadequacy to capture causal influences while on the contrary known mechanisms of HIV infection can be expressed directly through a system of differential equations.
dc.language.isoen
dc.publisherRoyal Statistical Society
dc.title.enA general dynamical statistical model with causal interpretation
dc.typeArticle de revue
dc.subject.halMathématiques [math]/Statistiques [math.ST]
dc.subject.halStatistiques [stat]/Théorie [stat.TH]
dc.identifier.arxiv0710.4396
bordeaux.journalJournal of the Royal Statistical Society: Series B
bordeaux.page1-18
bordeaux.volume71
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-00194281
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00194281v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Journal%20of%20the%20Royal%20Statistical%20Society:%20Series%20B&rft.date=2009&rft.volume=71&rft.spage=1-18&rft.epage=1-18&rft.eissn=1369-7412&rft.issn=1369-7412&rft.au=COMMENGES,%20Daniel&GEGOUT-PETIT,%20Anne&rft.genre=article


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