MCAR, MAR, MNAR, all so confusing. But with DAG, oh so amusing! Many technical words, I don’t understand, but with simulation, I am a fan! Join me in exploring missing mechanisms, learn I will with great optimism.
It was enjoyable to visualize the non-linear relationship with interaction and observe the corresponding changes in CATE. If one understands the underlying equation, it’s possible to easily obtain the ATE using calculus. Lastly, adopting Richard McElreath’s Owl framework as a documented procedure ensures quality assurance! 🙌
Beware of what we adjust. As we have demonstrated, adjusting for a collider variable can lead to a false estimate in your analysis. If a collider is included in your model, relying solely on AIC/BIC for model selection may provide misleading results and give you a false sense of achievement.