2  Simulation example

2.1 Data-generating process

The data-generating process is described via the directed acyclic graph (DAG) in Fig. 2.1. In this DAG, glare perception \((\text{G})\) is directly influenced by social interaction \((\text{I})\) and window state \((\text{W})\), and indirectly by occupancy \((\text{O})\) through social interaction \((\text{I})\). Additionally, occupancy \((\text{O})\) and window state \((\text{W})\) directly influence CO2 concentration \((\text{C})\).

Code
dag_coords.ex2 <-
  data.frame(name = c('I', 'O', 'C', 'G', 'W'),
             x = c(1, 1, 3.5, 6, 6),
             y = c(1, 3, 2, 1, 3))

DAG.ex2 <-
  dagify(I ~ O,
         C ~ O,
         C ~ W,
         G ~ W,
         G ~ I + W,
         coords = dag_coords.ex2)

node_labels <- c(
  I = 'bold(I)', 
  O = 'bold(O)', 
  C = 'bold(C)', 
  G = 'bold(G)', 
  W = 'bold(W)'
)

ggplot(data = DAG.ex2, aes(x = x, y = y, xend = xend, yend = yend)) +
  geom_dag_text(aes(label = node_labels[name]),
                parse = TRUE,
                colour = 'black',
                size = 10,
                family = 'mono') +
  geom_dag_edges(arrow_directed = grid::arrow(length = grid::unit(10, 'pt'), type = 'open'),
                 edge_colour = 'black',
                 family = 'mono',
                 fontface = 'bold') +
  annotate('text', x = 1, y = 0.7, label = 'social interaction', 
           size = 4, hjust = 0.5, colour = 'grey50') +
  annotate('text', x = 3.5, y = 1.7, label = 'CO2', 
           size = 4, hjust = 0.5, colour = 'grey50') +
  annotate('text', x = 1, y = 3.3, label = 'occupancy', 
           size = 4, hjust = 0.5, colour = 'grey50') +
    annotate('text', x = 6, y = 3.3, label = 'window state', 
           size = 4, hjust = 0.5, colour = 'grey50') +
    annotate('text', x = 6, y = 0.7, label = 'glare perception', 
           size = 4, hjust = 0.5, colour = 'grey50') +
  coord_cartesian(xlim = c(0.5, 6.5), ylim = c(0.8, 3.2))  +
  theme_dag()
Fig. 2.1. Graphical representation via DAG of the data-generating process.

The DAG in Fig. 2.1 can be written as:

  • \(I \sim f_{I}(O)\), read as ‘social interaction \((\text{I})\) is some function of occupancy \((\text{O})\)’.
  • \(C \sim f_{C}(O, W)\), read as ‘CO2 concentration \((\text{C})\) is some function of occupancy \((\text{O})\) and window \((\text{W})\)’.
  • \(G \sim f_{G}(I, W)\), read as ‘glare perception \((\text{G})\) is some function of social interaction \((\text{I})\) and window \((\text{W})\)’.

2.2 Synthetic data set

To generate synthetic data, we defined the custom function data.sim_ex2(). This function takes as inputs the sample size n and generates synthetic data according to the DAG in Fig. 2.1.

data.sim_ex2 <- function(n) {
  b_socint.glare = -2 #direct causal effect of I on G
  b_win.glare = c(0, 20) #direct causal effect of W on G
  #Simulate occupancy
  O <- factor(sample(c('low', 'high'), size = n, replace = TRUE))  
  #Simulate window state
  W <- factor(sample(c('closed', 'open'), size = n, replace = TRUE))  
  #Simulate CO2
  C <- rnorm(n = n, mean = 400 + ifelse(O == 'low', 0, 50) + ifelse(W == 'closed', 0, 30), sd = 10)
  #Simulate social interaction
  I <- rpois(n = n, lambda = 7 + ifelse(O == 'low', 0, 3))  
  #Simulate glare perception 
  G <- rnorm(n = n, mean = 50 + b_socint.glare * I + ifelse(W == 'closed', b_win.glare[1], b_win.glare[2]), sd = 5)
  #Return tibble with simulated values
  return(tibble(O, I, C, W, G))
  }

From this data generation mechanism, we simulated the target population, which consists of one million observations.

set.seed(2025) #set random number for reproducibility
#Simulate the population
ex2_population <- data.sim_ex2(n = 1e6)
#Set occupancy reference category to 'low'
ex2_population$O <- relevel(ex2_population$O, ref = 'low')
#Set window state reference category to 'closed'
ex2_population$W <- relevel(ex2_population$W, ref = 'closed')
#View the data frame
ex2_population
# A tibble: 1,000,000 × 5
   O         I     C W          G
   <fct> <int> <dbl> <fct>  <dbl>
 1 low       5  422. closed  41.3
 2 high      6  474. closed  42.5
 3 high     13  473. open    35.9
 4 high     11  461. open    42.1
 5 low       2  391. closed  43.8
 6 low      12  404. closed  18.4
 7 high     16  452. closed  24.0
 8 low      10  416. open    54.2
 9 high     15  496. open    33.4
10 low       5  415. open    50.4
# ℹ 999,990 more rows

From this population, we obtained one data set of five thousand observations using simple random sampling.

n_sims <- 1e3 #number of data sets to simulate

#Set random number for reproducibility
set.seed(2025)  
#Generate a vector of random numbers for reproducibility
ex2_random.seed <- sample(1:1e5, size = n_sims, replace = FALSE)
set.seed(ex2_random.seed[1])
#Sample one data set of 5,000 observations
ex2_sample.random <- 
  ex2_population %>% 
  slice_sample(n = 5e3) #take a simple random sample of size 5,000 

#View the data frame
ex2_sample.random
# A tibble: 5,000 × 5
   O         I     C W          G
   <fct> <int> <dbl> <fct>  <dbl>
 1 high     11  463. closed  32.9
 2 low      11  404. closed  27.3
 3 low       2  393. closed  40.5
 4 high     10  481. open    45.5
 5 low       7  398. closed  38.2
 6 low       6  422. open    62.4
 7 high     11  472. open    47.9
 8 low       5  424. open    58.3
 9 high     13  465. open    47.2
10 low       6  417. open    64.5
# ℹ 4,990 more rows

2.3 Data analysis

In this example, the target of our analysis is the total average causal effect, ACE (also known as total average treatment effect, ATE) of social interaction \((\text{I})\) on glare perception \((\text{G})\), which stands for the expected increase of \(\text{G}\) in response to a unit increase in \(\text{I}\) due to an intervention. The causal effect of interest is visualized in Fig. 2.2.

Code
ggplot(data = DAG.ex2, aes(x = x, y = y, xend = xend, yend = yend)) +
  #visualise causal effect path
  geom_segment(x = 1, xend = 6, y = 1, yend = 1,
               linewidth = 14, lineend = 'round', colour = '#009E73', alpha = 0.05) +
geom_dag_text(aes(label = node_labels[name]),
                parse = TRUE,
                colour = 'black',
                size = 10,
                family = 'mono') +
  geom_dag_edges(arrow_directed = grid::arrow(length = grid::unit(10, 'pt'), type = 'open'),
                 edge_colour = 'black',
                 family = 'mono',
                 fontface = 'bold') + 
  annotate('text', x = 1, y = 0.7, label = 'social interaction', 
           size = 4, hjust = 0.5, colour = 'grey50') +
  annotate('text', x = 3.5, y = 1.7, label = 'CO2', 
           size = 4, hjust = 0.5, colour = 'grey50') +
  annotate('text', x = 1, y = 3.3, label = 'occupancy', 
           size = 4, hjust = 0.5, colour = 'grey50') +
  annotate('text', x = 6, y = 3.3, label = 'window state', 
           size = 4, hjust = 0.5, colour = 'grey50') +
  annotate('text', x = 6, y = 0.7, label = 'glare perception', 
           size = 4, hjust = 0.5, colour = 'grey50') +
  #causal effect number
  annotate('text', x = 3.5, y = 1.2, label = '-2', 
           size = 4.5, hjust = 0.5, colour = 'black', parse = TRUE) +
  coord_cartesian(xlim = c(0.5, 6.5), ylim = c(0.8, 3.2))  +
  theme_dag()
Fig. 2.2. Graphical representation via DAG of the data-generating process. The green line indicates the causal question of interest, and the number on the path indicates the total average causal effect.

2.3.1 Identification

The first step to answer the causal question of interest is identification. Identification answers a ‘theoretical’ question by determining whether a causal effect can, in principle, be estimated from observed data. The backdoor criterion and its generalization, the adjustment criterion, allow us to understand whether our causal effect of interest can be identified and, if so, which variables we should (or should not) statistically adjust for (i.e., the adjustment set) to estimate the causal effect from the data.

Given its simplicity, we will first apply the backdoor criterion to identify valid adjustment sets to estimate the causal effect of interest. If the backdoor criterion is not applicable, we will apply its generalization, the adjustment criterion.

Backdoor criterion

Applying the backdoor criterion revealed the absence of any backdoor path (i.e., a non-causal path) from social interaction \((\text{I})\) to glare perception \((\text{G})\). As a result, there is no confounding and no adjustment is required.

Given the DAG in Fig. 2.2, we can use the adjustmentSets() function to identify the adjustment set algorithmically. It is essential to note that this function applies the adjustment criterion and not the backdoor criterion. As such, the adjustmentSets() function can find adjustment sets even when the backdoor criterion is not applicable.

adjustmentSets(DAG.ex2,
               exposure = 'I', #social interaction
               outcome = 'G', #glare perception
               type = 'all', 
               effect = 'total', 
               max.results = Inf)
 {}
{ O }
{ C, O }
{ W }
{ C, W }
{ O, W }
{ C, O, W }

As expected, the resulting adjustment set includes the empty set (i.e., no adjustment is required). However, the backdoor criterion reveals that there are six other possible adjustment sets to get the correct estimate of the total average causal effect of \(\text{I}\) on \(\text{G}\). Specifically:

  • adjust for occupancy \((\text{O})\)
  • adjust for CO2 concentration \((\text{C})\) and occupancy \((\text{O})\)
  • adjust for window state \((\text{W})\)
  • adjust for CO2 concentration \((\text{C})\) and window state \((\text{W})\)
  • adjust for occupancy \((\text{O})\) and window state \((\text{W})\)
  • adjust for CO2 concentration \((\text{C})\), occupancy \((\text{O})\) and window state \((\text{W})\)

Therefore, to get the correct estimate of the total average causal effect, any of the aforementioned adjustment sets will work; failing to do so will lead to bias.

2.3.2 Estimation

Following the identification step is the estimation step. This step addresses a statistical question by determining how the causal effect identified in the previous step can be estimated. To perform this step, we used a parametric (model-based) estimator, specifically, linear regression. This was possible because we designed the illustrative examples to be simple and with a linear relationship between the variables. This way, we limited the complexity of the examples themselves and shifted the focus to the application of the backdoor criterion to define ‘correct’ adjustment sets.

For transparency and understanding, all (implicit) assumptions used for this illustrative example are (explicitly) provided in Table 2.1.

Table 2.1. Summary description of the simulation example
Research question Total average causal effect (ACE) of social interaction (I) on glare perception (G).
Assumptions Random sample (simple random sampling): everyone in the population has an equal chance of being selected into the sample.
Limited random variability: large sample size.
Independence of observations: each observation represents independent bits of information.
No confounding: the DAG includes all shared causes among the variables.
No model error: perfect functional form specification.
No measurement error: all variables are measured perfectly.
Variables Social interaction (I): discrete (count) variable [unit: -]
Occupancy (O): categorical variable ['low'; 'high']
CO2 concentration (C): continuous variable [unit: ppm]
Window state (W): categorical variable ['closed'; 'open']
Glare perception (G): continuous variable [unit: -]

To carry out the estimation step, we utilized linear regression within both the frequentist and Bayesian frameworks. Specifically, we will run three regression models:

  • Model.1 will include only social interaction \((\text{I})\) as predictor;
  • Model.2 will include social interaction \((\text{I})\) and CO2 concentration \((\text{C})\) as predictors.
  • Model.3 will include social interaction \((\text{I})\), CO2 concentration \((\text{C})\) and window state \((\text{W})\) as predictors.

The results of the fitted statistical models (i.e., Model.1, Model.2 and Model.3) are presented here.

Frequentist framework

Click to expand
#Fit the linear regression model with I and G (Model 1)
ex2_Model.1 <-
  lm(formula = G ~ I,
     data = ex2_sample.random)
#View of the model summary
summary(ex2_Model.1)

Call:
lm(formula = G ~ I, data = ex2_sample.random)

Residuals:
     Min       1Q   Median       3Q      Max 
-27.8784  -9.9755  -0.2005  10.0889  25.5743 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept) 59.29801    0.43856   135.2   <2e-16 ***
I           -1.92618    0.04756   -40.5   <2e-16 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 11.21 on 4998 degrees of freedom
Multiple R-squared:  0.2471,    Adjusted R-squared:  0.2469 
F-statistic:  1640 on 1 and 4998 DF,  p-value: < 2.2e-16
#Fit the linear regression model with I, C and G (Model 2)
ex2_Model.2 <-
  lm(formula = G ~ I + C,
     data = ex2_sample.random)
#View of the model summary
summary(ex2_Model.2)

Call:
lm(formula = G ~ I + C, data = ex2_sample.random)

Residuals:
     Min       1Q   Median       3Q      Max 
-29.1718  -7.1808  -0.1675   7.4538  28.7898 

Coefficients:
             Estimate Std. Error t value Pr(>|t|)    
(Intercept) -17.57969    2.04883   -8.58   <2e-16 ***
I            -2.62628    0.04568  -57.49   <2e-16 ***
C             0.18872    0.00494   38.21   <2e-16 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 9.862 on 4997 degrees of freedom
Multiple R-squared:  0.4173,    Adjusted R-squared:  0.4171 
F-statistic:  1789 on 2 and 4997 DF,  p-value: < 2.2e-16
#Fit the linear regression model with I, C, W and G (Model 3)
ex2_Model.3 <-
  lm(formula = G ~ I + C + W,
     data = ex2_sample.random)
#View of the model summary
summary(ex2_Model.3)

Call:
lm(formula = G ~ I + C + W, data = ex2_sample.random)

Residuals:
     Min       1Q   Median       3Q      Max 
-18.1535  -3.4904   0.0251   3.4565  18.6750 

Coefficients:
             Estimate Std. Error t value Pr(>|t|)    
(Intercept) 50.759671   1.198330  42.359   <2e-16 ***
I           -1.975151   0.024053 -82.115   <2e-16 ***
C           -0.002258   0.003002  -0.752    0.452    
Wopen       20.079323   0.169566 118.416   <2e-16 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 5.055 on 4996 degrees of freedom
Multiple R-squared:  0.8469,    Adjusted R-squared:  0.8468 
F-statistic:  9214 on 3 and 4996 DF,  p-value: < 2.2e-16

The estimated coefficients for the three models are then plotted in Fig. 2.3.

Code
b_socint.glare = -2

data.frame(model = c('Model.1', 'Model.2', 'Model.3'),
           estimate = c(coef(ex2_Model.1)['I'], 
                        coef(ex2_Model.2)['I'], 
                        coef(ex2_Model.3)['I']),
           lower.95.CI = c(confint(ex2_Model.1, level = 0.95, type = 'Wald')['I', 1],
                           confint(ex2_Model.2, level = 0.95, type = 'Wald')['I', 1],
                           confint(ex2_Model.3, level = 0.95, type = 'Wald')['I', 1]),
           upper.95.CI = c(confint(ex2_Model.1, level = 0.95, type = 'Wald')['I', 2],
                           confint(ex2_Model.2, level = 0.95, type = 'Wald')['I', 2],
                           confint(ex2_Model.3, level = 0.95, type = 'Wald')['I', 2])) %>%
  
ggplot(aes(x = estimate, y = model, xmin = lower.95.CI, xmax = upper.95.CI)) + 
  geom_vline(xintercept = b_socint.glare, alpha = 0.8, linetype = 'dashed', colour = 'blue') + 
  geom_linerange() +
  geom_point(shape = 21, size = 2, fill = 'white', stroke = 1) +
  scale_x_continuous('Estimate', 
                     breaks = seq(from = -5, to = 5, by = 0.25),
                     limits = c(-3, -1.5)) +
  theme(panel.grid = element_blank(),
        panel.background = element_blank(),
        panel.border = element_rect(colour = 'black', fill = NA),
        axis.title.y = element_blank())
Fig. 2.3. Estimates of the social interaction coefficient for the three models. The white dots represent the point estimate, and the black lines represent the 95% confidence intervals. The blue dashed line represents the parameter used to generate the data.

Fig. 2.3 shows the estimates (point estimate and 95% confidence interval) of the coefficient for social interaction for Model.1, Model.2 and Model.3.

For Model.1 we found a negative coefficient between social interaction \((\text{I})\) and glare perception \((\text{G})\) equal to -1.926 with 95% confidence interval (CI) [-2.019, -1.833]. Since the 95% CI excludes zero, the regression coefficient is statistically significantly different from zero at the 0.05 level (p-value = 2.35e-310). Additionally, since the 95% CI includes the data-generating parameter for social interaction (i.e., b_socint.glare = -2), we can deduce that the estimated coefficient for social interaction is not statistically significantly different from -2 at the 0.05 level. We can test this more formally by using the linearHypothesis() function. Specifically,

#Test for I = -2
car::linearHypothesis(ex2_Model.1, 'I = -2') # car:: access the function from the car package without loading it in the environment 

Linear hypothesis test:
I = - 2

Model 1: restricted model
Model 2: G ~ I

  Res.Df    RSS Df Sum of Sq      F Pr(>F)
1   4999 628314                           
2   4998 628012  1    302.67 2.4088 0.1207

The resulting p-value is 0.121, which indicates that we fail to reject the null hypothesis (i.e., I = -2) at the 0.05 level. This result suggests that the regression coefficient for social interaction (i.e., -1.926) is not statistically significantly different from -2. Since the estimated causal effect from Model.1 is unbiased, we would correctly conclude that an increase of unit in social interaction causes a decrease in glare perception by -1.926 units (95% CI [-2.019, -1.833]).

For Model.2 we found a negative coefficient between coefficient between social interaction \((\text{I})\) and glare perception \((\text{G})\) equal to -2.626 with 95% CI [-2.716, -2.537]. Since the 95% CI excludes zero, the regression coefficient is statistically significantly different from zero at the 0.05 level (p-value = 0). Additionally, since the 95% CI does not include the data-generating parameter for social interaction (i.e., b_socint.glare = -2), we can deduce that the estimated coefficient for social interaction is statistically significantly different from -2 at the 0.05 level (although this will be the case for all numbers within the 95% confidence interval). We can test this more formally by using the linearHypothesis() function. Specifically,

#Test for I = -2
car::linearHypothesis(ex2_Model.2, 'I = -2') # car:: access the function from the car package without loading it in the environment 

Linear hypothesis test:
I = - 2

Model 1: restricted model
Model 2: G ~ I + C

  Res.Df    RSS Df Sum of Sq      F    Pr(>F)    
1   4998 504312                                  
2   4997 486032  1     18280 187.94 < 2.2e-16 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

The resulting p-value is 5.11e-42, which indicates that we can reject the null hypothesis (i.e., I = -2) at the 0.05 level. This result suggests that the regression coefficient for social interaction (i.e., -2.626) is statistically significantly different from -2. Since the estimated causal effect from Model.2 is biased, we would erroneously conclude that an increase of unit in social interaction causes a decrease in glare perception by -2.626 units (95% CI [-2.716, -2.537]).

For Model.3 we found a negative coefficient between social interaction \((\text{I})\) and glare perception \((\text{G})\) equal to -1.975 with 95% CI [-2.022, -1.928]. Since the 95% CI excludes zero, the regression coefficient is statistically significantly different from zero at the 0.05 level (p-value = 0). Additionally, since the 95% CI includes the data-generating parameter for social interaction (i.e., b_socint.glare = -2), we can deduce that the estimated coefficient for social interaction is not statistically significantly different from -2 at the 0.05 level. We can test this more formally by using the linearHypothesis() function. Specifically,

#Test for I = -2
car::linearHypothesis(ex2_Model.3, 'I = -2') # car:: access the function from the car package without loading it in the environment 

Linear hypothesis test:
I = - 2

Model 1: restricted model
Model 2: G ~ I + C + W

  Res.Df    RSS Df Sum of Sq      F Pr(>F)
1   4997 127705                           
2   4996 127678  1    27.275 1.0673 0.3016

The resulting p-value is 0.302, which indicates that we fail to reject the null hypothesis (i.e., I = -2) at the 0.05 level. This result suggests that the regression coefficient for social interaction (i.e., -1.975) is not statistically significantly different from -2. Since the estimated causal effect from Model.3 is unbiased, we would correctly conclude that an increase of unit in social interaction causes a decrease in glare perception by -1.975 units (95% CI [-2.022, -1.928]).

Importantly, for Model.1, Model.2, and Model.3, the 95% confidence interval means that if we were to repeat the sampling process and calculate the interval many times, 95% of those calculated intervals would contain the true population parameter. To highlight this, we can repeat the analysis by fitting the three models to one thousand data sets randomly selected from our population.

The for-loop shown in the code below performs the following operations. First, sample (using simple random sampling) a data set of 5,000 observations from the target population. Subsequently, perform linear regression using Model.1, Model.2 and Model.3 and store the estimated coefficients for interaction, its standard error and 95% confidence interval in the data frame coefs_ex2. This operation is repeated a thousand times, resulting in the data frame coefs_ex2 containing the estimates (point estimate, standard error and confidence interval) of a thousand random samples of size 5,000 using Model.1, Model.2 and Model.3.

n_model <- c('mod.1', 'mod.2', 'mod.3')     

n_row <- n_sims*length(n_model)

#Create an empty data frame
empty.df <- data.frame(matrix(NA, nrow = n_row, ncol = 7))
#Rename the data frame columns
colnames(empty.df) <- c('sim.id', 'estimate', 'se', 'CI_2.5', 'CI_97.5',
                        'model', 'coverage')

#Sample a thousand data sets of 5,000 observations and perform linear regression 
coefs_ex2 <- empty.df #assign the empty data frame
k = 1
for (i in 1:n_sims){
  set.seed(ex2_random.seed[i]) #set unique seed for each simulation 
#Sample data set from population   
  sample.random <- 
    ex2_population %>% 
    slice_sample(n = 5e3) #take a simple random sample of size 5,000
#Fit models
  for (j in 1:length(n_model)){
    if (n_model[j] == 'mod.1'){
      fit <- lm(formula = G ~ I,
                data = sample.random)
    } else if (n_model[j] == 'mod.2'){
      fit <- lm(formula = G ~ I + C,
                data = sample.random)  
    } else {
      fit <- lm(formula = G ~ I + C + W,
                data = sample.random)
    }  
#Compile matrix  
  coefs_ex2[k, 1] <- i #simulation ID
  coefs_ex2[k, 2] <- coef(fit)['I'] #point estimate
  coefs_ex2[k, 3] <- summary(fit)$coef['I','Std. Error'] #standard error
  coefs_ex2[k, 4:5] <- confint(fit, level = 0.95, type = 'Wald')['I', ] #confidence interval (Wald)
  coefs_ex2[k, 6] <- n_model[j] #sample size
  k = k + 1
  }
}
coefs_ex2 <- as_tibble(coefs_ex2)
#View the data frame
coefs_ex2
# A tibble: 3,000 × 7
   sim.id estimate     se CI_2.5 CI_97.5 model coverage
    <int>    <dbl>  <dbl>  <dbl>   <dbl> <chr> <lgl>   
 1      1    -1.93 0.0476  -2.02   -1.83 mod.1 NA      
 2      1    -2.63 0.0457  -2.72   -2.54 mod.2 NA      
 3      1    -1.98 0.0241  -2.02   -1.93 mod.3 NA      
 4      2    -2.08 0.0483  -2.17   -1.98 mod.1 NA      
 5      2    -2.71 0.0452  -2.80   -2.62 mod.2 NA      
 6      2    -2.04 0.0242  -2.09   -1.99 mod.3 NA      
 7      3    -2.07 0.0483  -2.16   -1.97 mod.1 NA      
 8      3    -2.65 0.0457  -2.74   -2.56 mod.2 NA      
 9      3    -1.99 0.0238  -2.03   -1.94 mod.3 NA      
10      4    -2.01 0.0481  -2.10   -1.92 mod.1 NA      
# ℹ 2,990 more rows

The coverage is defined by setting its value to 1 if the confidence interval overlaps the data-generating parameter for interaction (i.e., b_socint.glare = -2) and 0 otherwise.

#Calculate coverage
coefs_ex2 <-
  coefs_ex2 %>%
  mutate(coverage = case_when(CI_2.5 > b_socint.glare | CI_97.5 < b_socint.glare ~ 0,
                              CI_2.5 <= b_socint.glare & CI_97.5 >= b_socint.glare ~ 1,
                              .default = NA))
#View the data frame
coefs_ex2
# A tibble: 3,000 × 7
   sim.id estimate     se CI_2.5 CI_97.5 model coverage
    <int>    <dbl>  <dbl>  <dbl>   <dbl> <chr>    <dbl>
 1      1    -1.93 0.0476  -2.02   -1.83 mod.1        1
 2      1    -2.63 0.0457  -2.72   -2.54 mod.2        0
 3      1    -1.98 0.0241  -2.02   -1.93 mod.3        1
 4      2    -2.08 0.0483  -2.17   -1.98 mod.1        1
 5      2    -2.71 0.0452  -2.80   -2.62 mod.2        0
 6      2    -2.04 0.0242  -2.09   -1.99 mod.3        1
 7      3    -2.07 0.0483  -2.16   -1.97 mod.1        1
 8      3    -2.65 0.0457  -2.74   -2.56 mod.2        0
 9      3    -1.99 0.0238  -2.03   -1.94 mod.3        1
10      4    -2.01 0.0481  -2.10   -1.92 mod.1        1
# ℹ 2,990 more rows

The results are then plotted in Fig. 2.4.

Code
model_names <- c('mod.1' = 'Model.1', 
                 'mod.2' = 'Model.2',
                 'mod.3' = 'Model.3')

ggplot(data = subset(coefs_ex2, sim.id <= 2e2), aes(x = sim.id, y = estimate, ymin = CI_2.5, ymax = CI_97.5, colour = as.factor(coverage))) + 
  geom_hline(yintercept = b_socint.glare, alpha = 0.8, linetype = 'dashed', colour = 'blue') + 
  geom_linerange() +
  geom_point(shape = 21, size = 1, fill = 'white', stroke = 0.5) +
  scale_colour_manual('', values = c('black', '#FF4040'),
                      breaks = c('1','0')) +
  scale_y_continuous('Estimate') +
  scale_x_continuous('Simulation ID') +
  facet_wrap(model~., 
             labeller = labeller(model = model_names),
             nrow = 3,
             scales = 'fixed') +
  theme(legend.position = 'none', 
        panel.grid = element_blank(),
        panel.background = element_blank(),
        panel.border = element_rect(colour = 'black', fill = NA),
        axis.title.y = element_blank())
Fig. 2.4. Estimates of the social interaction coefficient (only the first hundreds of the thousand simulations are shown). The white dots represent the point estimate, and the black lines represent the 95% confidence intervals. In red are highlighted the confidence intervals that do not overlap the parameter used to generate the data (dashed blue line).

Fig. 2.4 shows the first 200 estimates (point estimate and confidence interval) of the coefficient for social interaction for Model.1, Model.2 and Model.3. If all the thousand simulations are considered, the frequency of the coverage of the calculated confidence intervals (i.e., how many times the confidence intervals overlap the data-generating parameter) is 94.6%, 0.0% and 94.4% for Model.1, Model.2 and Model.3, respectively. Since the estimate of the causal effect for Model.2 are biased, the calculated confidence intervals for this model do not have the expected coverage. In fact, confidence intervals only quantify the uncertainty due to random error (i.e., sample variability), not systematic error (i.e., bias). Instead, the estimates from Model.1 and Model.3 are unbiased and the calculated 95% confidence intervals have the expected coverage (i.e., overlap the data-generating parameter 95% of the times).

We can also visualize all the 1,000 estimates of the coefficient for social interaction for Model.1, Model.2 and Model.3 (the estimates were shown as white dots in Fig. 2.4).

Code
ggplot(data = coefs_ex2, aes(x = estimate, y = ifelse(after_stat(count) > 0, after_stat(count), NA))) +
  geom_histogram(binwidth = 0.02, fill = 'white', colour = 'grey50') +
  geom_vline(xintercept = b_socint.glare, colour = 'blue', linetype = 'dashed') +
  scale_x_continuous('Estimate', 
                     breaks = seq(from = -5, to = 5, by = 0.25),
                     limits = c(-3, -1.5)) +
  facet_grid(model~., 
             labeller = labeller(model = model_names),
             scales = 'fixed') +
  theme(axis.title.y = element_blank(), 
        axis.text.y = element_blank(), 
        axis.ticks.y = element_blank(),
        panel.grid = element_blank(),
        panel.background = element_blank(),
        panel.border = element_rect(colour = 'black', fill = NA))
Fig. 2.5. Histogram of the 1,000 estimates of the social interaction coefficient for the three models. The blue dashed line represents the parameter used to generate the data.

In Fig. 2.5, the estimated coefficients are visualized through a histogram. Here, we can see that the estimates for Model.2 are not clustered around the data-generating parameter (blue dashed line) having a mean estimate of -2.634 (with 0.044 standard deviation). In contrast, the estimates for Model.1 and Model.3 having a mean estimate of -1.994 (with 0.048 standard deviation) and -2.001 (with 0.025 standard deviation), respectively, are centered around the data-generating parameter.

As expected, since there is no backdoor path open, regressing glare perception \((\text{G})\) on social interaction \((\text{I})\) (i.e., using Model.1) leads to the correct estimate of the total average causal effect. However, when CO2 is included as a predictor (i.e., using Model.2) the estimates are biased. Adjusting for CO2 alone opens the backdoor path \(\text{I} \leftarrow \text{O} \rightarrow \text{C} \leftarrow \text{W} \rightarrow \text{G}\) that was previously closed. As a result, association can flow from \(\text{I}\) to \(\text{G}\) through \(\text{O}\), \(\text{C}\) and \(\text{W}\). This happens because CO2 is a collider. However, when we also include window state \((\text{W})\) as a predictor (i.e., using Model.3) the backdoor path is closed, leading to the correct estimate of the total average causal effect of social interaction \((\text{I})\) on glare perception \((\text{G})\).

This bias is known as M-bias. Generally, adjusting for an inappropriate variable (a collider on a non-causal path) opens an M-shaped backdoor path and creates spurious association.

Bayesian framework

#Fit the linear regression model with I and G (Model 1)
ex2_Model.1 <- stan_glm(formula = G ~ I,
                        family = gaussian(),
                        data = ex2_sample.random,
                        #Prior coefficients
                        prior = normal(location = 0, scale = 4),
                        #Prior intercept
                        prior_intercept = normal(location = 50, scale = 10),
                        #Prior sigma
                        prior_aux = exponential(rate = 0.5),
                        iter = 4000, warmup = 1000, 
                        save_warmup = TRUE,
                        chains = 4, cores = 4,
                        seed = 2025) #for reproducibility   
#View of the model
ex2_Model.1
stan_glm
 family:       gaussian [identity]
 formula:      G ~ I
 observations: 5000
 predictors:   2
------
            Median MAD_SD
(Intercept) 59.3    0.4  
I           -1.9    0.0  

Auxiliary parameter(s):
      Median MAD_SD
sigma 11.2    0.1  

------
* For help interpreting the printed output see ?print.stanreg
* For info on the priors used see ?prior_summary.stanreg
#Fit the linear regression model with I, C and G (Model 2)
ex2_Model.2 <- stan_glm(formula = G ~ I + C,
                        family = gaussian(),
                        data = ex2_sample.random,
                        #Prior coefficients
                        prior = normal(location = c(0, 0), scale = c(4, 1)),
                        #Prior intercept
                        prior_intercept = normal(location = 50, scale = 10),
                        #Prior sigma
                        prior_aux = exponential(rate = 0.5),
                        iter = 4000, warmup = 1000, 
                        save_warmup = TRUE,
                        chains = 4, cores = 4,
                        seed = 2025) #for reproducibility
#View of the model
ex2_Model.2
stan_glm
 family:       gaussian [identity]
 formula:      G ~ I + C
 observations: 5000
 predictors:   3
------
            Median MAD_SD
(Intercept) -17.5    2.0 
I            -2.6    0.0 
C             0.2    0.0 

Auxiliary parameter(s):
      Median MAD_SD
sigma 9.9    0.1   

------
* For help interpreting the printed output see ?print.stanreg
* For info on the priors used see ?prior_summary.stanreg
#Fit the linear regression model with I, C, W and G (Model 3)
ex2_Model.3 <- stan_glm(formula = G ~ I + C + W,
                        family = gaussian(),
                        data = ex2_sample.random,
                        #Prior coefficients
                        prior = normal(location = c(0, 0, 0), scale = c(4, 1, 40)),
                        #Prior intercept
                        prior_intercept = normal(location = 50, scale = 10),
                        #Prior sigma
                        prior_aux = exponential(rate = 0.5),
                        iter = 4000, warmup = 1000, 
                        save_warmup = TRUE,
                        chains = 4, cores = 4,
                        seed = 2025) #for reproducibility
#View of the model
ex2_Model.3
stan_glm
 family:       gaussian [identity]
 formula:      G ~ I + C + W
 observations: 5000
 predictors:   4
------
            Median MAD_SD
(Intercept) 50.8    1.2  
I           -2.0    0.0  
C            0.0    0.0  
Wopen       20.1    0.2  

Auxiliary parameter(s):
      Median MAD_SD
sigma 5.1    0.1   

------
* For help interpreting the printed output see ?print.stanreg
* For info on the priors used see ?prior_summary.stanreg

In Bayesian analysis, there are important diagnostics that have to be carried out in order to assess the convergence and efficiency of the Markov Chains. This is done by using the monitor() function which computes summaries of MCMC (Markov Chain Monte Carlo) draws and monitor convergence. Specifically, we will look at Rhat, Bulk_ESS and Tail_ESS metrics.

#Diagnostics for model 1
monitor(ex2_Model.1$stanfit)  
Inference for the input samples (4 chains: each with iter = 4000; warmup = 0):

                    Q5      Q50      Q95     Mean  SD  Rhat Bulk_ESS Tail_ESS
(Intercept)       58.6     59.3     60.0     59.3 0.4     1    11109     7597
I                 -2.0     -1.9     -1.8     -1.9 0.0     1    11198     7423
sigma             11.0     11.2     11.4     11.2 0.1     1    12198     8926
mean_PPD          42.4     42.7     43.1     42.7 0.2     1    11230    10778
log-posterior -19189.8 -19187.1 -19186.1 -19187.4 1.2     1     5159     7821

For each parameter, Bulk_ESS and Tail_ESS are crude measures of 
effective sample size for bulk and tail quantities respectively (an ESS > 100 
per chain is considered good), and Rhat is the potential scale reduction 
factor on rank normalized split chains (at convergence, Rhat <= 1.05).
#Diagnostics for model 2
monitor(ex2_Model.2$stanfit) 
Inference for the input samples (4 chains: each with iter = 4000; warmup = 0):

                    Q5      Q50      Q95     Mean  SD  Rhat Bulk_ESS Tail_ESS
(Intercept)      -20.9    -17.5    -14.3    -17.6 2.0     1    14345     9537
I                 -2.7     -2.6     -2.6     -2.6 0.0     1    11779     8439
C                  0.2      0.2      0.2      0.2 0.0     1    13380     9184
sigma              9.7      9.9     10.0      9.9 0.1     1    12884     9520
mean_PPD          42.4     42.7     43.1     42.7 0.2     1    11998    10505
log-posterior -18550.3 -18547.3 -18546.0 -18547.6 1.4     1     5374     6558

For each parameter, Bulk_ESS and Tail_ESS are crude measures of 
effective sample size for bulk and tail quantities respectively (an ESS > 100 
per chain is considered good), and Rhat is the potential scale reduction 
factor on rank normalized split chains (at convergence, Rhat <= 1.05).
#Diagnostics for model 3
monitor(ex2_Model.3$stanfit) 
Inference for the input samples (4 chains: each with iter = 4000; warmup = 0):

                    Q5      Q50      Q95     Mean  SD  Rhat Bulk_ESS Tail_ESS
(Intercept)       48.8     50.8     52.8     50.8 1.2     1    10783     9224
I                 -2.0     -2.0     -1.9     -2.0 0.0     1     9359     8154
C                  0.0      0.0      0.0      0.0 0.0     1     9643     8274
Wopen             19.8     20.1     20.4     20.1 0.2     1     9978     8954
sigma              5.0      5.1      5.1      5.1 0.1     1     9898     8482
mean_PPD          42.6     42.7     42.9     42.7 0.1     1     9558     9741
log-posterior -15208.6 -15205.1 -15203.5 -15205.5 1.6     1     5197     7655

For each parameter, Bulk_ESS and Tail_ESS are crude measures of 
effective sample size for bulk and tail quantities respectively (an ESS > 100 
per chain is considered good), and Rhat is the potential scale reduction 
factor on rank normalized split chains (at convergence, Rhat <= 1.05).

Rhat is a metric used to assess the convergence of Markov Chain Monte Carlo (MCMC) simulations. It helps determine if the MCMC chains have adequately explored the target posterior distribution. Specifically, it compares the between- and within-chain estimates for model parameters: If chains have not mixed well (i.e., the between- and within-chain estimates do not agree), R-hat is larger than 1. A general rule of thumb is to use the sample only if R-hat is less than 1.05; a larger value suggests that the chains have not mixed well, and the results might not be reliable. In our three models, all Rhat are equal to 1 indicating that the chains have mixed well and have adequately explored the target posterior distribution.

Bulk_ESS and Tail_ESS stand for ‘Bulk Effective Sample Size’ and ‘Tail Effective Sample Size,’ respectively. Since MCMC samples are not truly independent (they are correlated), these metrics assess the sampling efficiencies, that is, they help evaluate how efficiently the MCMC sampler is exploring the parameter space.

  • Bulk_ESS is a useful measure for sampling efficiency in the bulk (center) of the distribution (e.g., efficiency of mean and median estimates);
  • Tail_ESS is a useful measure for sampling efficiency in the tails of the distribution (e.g., efficiency of variance and tail quantile estimates). A general rule of thumb is that both Bulk-ESS and Tail-ESS should be at least 100 (approximately) per Markov Chain in order to be reliable and indicate that estimates of respective posterior quantiles are reliable. In our three models, all Bulk-ESS and Tail-ESS are well above 400 (i.e., 100 multiplied by 4, the number of chains we used) indicating that estimates of posterior quantiles are reliable.

Since we have established that the posteriors are reliable, we can now explore the model estimates.

The estimated coefficients for the three models are then plotted in Fig. 2.6.

Code
#Extract draws from model 1 
post_ex2_Model.1 <-
  ex2_Model.1 %>% 
  spread_draws(I) %>% #extract draws from the fitted model
  mutate(model = 'Model.1') #add a new column to specify that the model

#Extract draws from model 2
post_ex2_Model.2 <-
  ex2_Model.2 %>% 
  spread_draws(I) %>% #extract draws from the fitted model
  mutate(model = 'Model.2') #add a new column to specify that the model

#Extract draws from model 3
post_ex2_Model.3 <-
  ex2_Model.3 %>% 
  spread_draws(I) %>% #extract draws from the fitted model
  mutate(model = 'Model.3') #add a new column to specify that the model

#Combine draws
plot.post <- rbind(post_ex2_Model.1, post_ex2_Model.2, post_ex2_Model.3)

# Plot
plot.post  %>%
  ggplot(aes(y = model, x = I)) +
  stat_slabinterval(point_interval = 'mean_hdi',
                    .width = c(.95)) +
  geom_vline(xintercept = b_socint.glare, alpha = 0.8, linetype = 'dashed', colour = 'blue') + 
  scale_x_continuous('Estimate', 
                     breaks = seq(from = -5, to = 5, by = 0.25),
                     limits = c(-3, -1.5)) +
  theme(panel.grid = element_blank(),
        panel.background = element_blank(),
        panel.border = element_rect(colour = 'black', fill = NA),
        axis.title.y = element_blank())
Fig. 2.6. Posterior distribution of the social interaction coefficient for the three models. The black line and dot at the bottom of each distribution represent the highest density interval (HDI) and the mean, respectively.

Fig. 2.6 shows the estimates (mean and 95% HDI) of the coefficient for social interaction for Model.1, Model.2 and Model.3.

For Model.1 we found a negative coefficient between social interaction \((\text{I})\) and glare perception \((\text{G})\) (mean = -1.927, 95% HDI [-2.022, -1.835]). The estimated causal effect is unbiased, leading to the correct conclusion that an increase of unit in social interaction causes a decrease in glare perception by -1.927 units, on average.

For Model.2 we found a negative coefficient between social interaction \((\text{I})\) and glare perception \((\text{G})\) (mean = -2.625, 95% HDI [-2.714, -2.537]). However, the estimated causal effect is biased, leading to the wrong conclusion that an increase of unit in social interaction causes a decrease in glare perception by -2.625 units, on average.

For Model.3 we found a negative coefficient between social interaction \((\text{I})\) and glare perception \((\text{G})\) (mean = -1.975, 95% HDI [-2.023, -1.928]). However, now the estimated causal effect is unbiased, leading to the correct conclusion that an increase of unit in social interaction causes a decrease in glare perception by -1.975 units, on average.

Importantly, for Model.1, Model.2 and Model.3, the 95% HDI is the range of parameter values within which the most credible 95% of the posterior distribution falls. Unlike a frequentist confidence interval, the Bayesian 95% HDI has a direct probabilistic meaning: every point inside the HDI has a higher probability density than any point outside the interval. Therefore, given the model, the prior and the data, we can say that there is a 95% probability that the data-generating parameter (i.e., b_socint.glare = -2) lies within the HDI. However, since Model.2 leads to a biased estimate, we will reach the wrong conclusion by stating that there is a 95% probability that the data-generating parameter lies within the [-2.714, -2.537] interval. This probability is 0%.

As expected, since there is no backdoor path open, regressing glare perception \((\text{G})\) on social interaction \((\text{I})\) (i.e., using Model.1) leads to the correct estimate of the total average causal effect. However, when CO2 is included as a predictor (i.e., using Model.2) the estimates are biased. Adjusting for CO2 alone opens the backdoor path \(\text{I} \leftarrow \text{O} \rightarrow \text{C} \leftarrow \text{W} \rightarrow \text{G}\) that was previously closed. As a result, association can flow from \(\text{I}\) to \(\text{G}\) through \(\text{O}\), \(\text{C}\) and \(\text{W}\). This happens because CO2 is a collider. However, when we also include window state \((\text{W})\) as a predictor (i.e., using Model.3) the backdoor path is closed, leading to the correct estimate of the total average causal effect of social interaction \((\text{I})\) on glare perception \((\text{G})\).

This bias is known as M-bias. Generally, adjusting for an inappropriate variable (a collider on a non-causal path) opens an M-shaped backdoor path and creates spurious association.

Session info

Version information about R, the OS and attached or loaded packages.

R version 4.2.3 (2023-03-15 ucrt)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 10 x64 (build 26200)

Matrix products: default

locale:
[1] LC_COLLATE=English_United Kingdom.utf8 
[2] LC_CTYPE=English_United Kingdom.utf8   
[3] LC_MONETARY=English_United Kingdom.utf8
[4] LC_NUMERIC=C                           
[5] LC_TIME=English_United Kingdom.utf8    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] rstan_2.32.7        StanHeaders_2.32.10 gt_1.1.0           
 [4] lubridate_1.9.4     forcats_1.0.1       stringr_1.6.0      
 [7] dplyr_1.1.4         purrr_1.2.0         readr_2.1.6        
[10] tidyr_1.3.1         tibble_3.3.0        ggplot2_4.0.1      
[13] tidyverse_2.0.0     ggdist_3.3.3        tidybayes_3.0.7    
[16] rstanarm_2.32.2     Rcpp_1.1.0          dagitty_0.3-4      
[19] ggdag_0.2.13       

loaded via a namespace (and not attached):
  [1] backports_1.5.0       plyr_1.8.9            igraph_2.2.1         
  [4] splines_4.2.3         svUnit_1.0.8          crosstalk_1.2.2      
  [7] rstantools_2.5.0      inline_0.3.21         digest_0.6.38        
 [10] htmltools_0.5.8.1     viridis_0.6.5         magrittr_2.0.4       
 [13] checkmate_2.3.3       memoise_2.0.1         tzdb_0.5.0           
 [16] graphlayouts_1.2.2    RcppParallel_5.1.11-1 matrixStats_1.5.0    
 [19] xts_0.14.1            timechange_0.3.0      colorspace_2.1-2     
 [22] ggrepel_0.9.6         rbibutils_2.4         xfun_0.54            
 [25] jsonlite_2.0.0        lme4_1.1-37           survival_3.8-3       
 [28] zoo_1.8-14            glue_1.8.0            reformulas_0.4.2     
 [31] polyclip_1.10-7       gtable_0.3.6          V8_8.0.1             
 [34] distributional_0.5.0  car_3.1-3             pkgbuild_1.4.8       
 [37] abind_1.4-8           scales_1.4.0          miniUI_0.1.2         
 [40] viridisLite_0.4.2     xtable_1.8-4          Formula_1.2-5        
 [43] stats4_4.2.3          DT_0.34.0             htmlwidgets_1.6.4    
 [46] threejs_0.3.4         arrayhelpers_1.1-0    RColorBrewer_1.1-3   
 [49] posterior_1.6.1       pkgconfig_2.0.3       loo_2.8.0            
 [52] farver_2.1.2          sass_0.4.10           utf8_1.2.6           
 [55] tidyselect_1.2.1      labeling_0.4.3        rlang_1.1.6          
 [58] reshape2_1.4.5        later_1.4.4           tools_4.2.3          
 [61] cachem_1.1.0          cli_3.6.5             generics_0.1.4       
 [64] evaluate_1.0.5        fastmap_1.2.0         yaml_2.3.10          
 [67] knitr_1.50            fs_1.6.6              tidygraph_1.3.1      
 [70] ggraph_2.2.2          nlme_3.1-168          mime_0.13            
 [73] xml2_1.5.0            compiler_4.2.3        bayesplot_1.14.0     
 [76] shinythemes_1.2.0     rstudioapi_0.17.1     curl_7.0.0           
 [79] tweenr_2.0.3          stringi_1.8.7         lattice_0.22-7       
 [82] Matrix_1.6-5          nloptr_2.2.1          markdown_2.0         
 [85] shinyjs_2.1.0         tensorA_0.36.2.1      vctrs_0.6.5          
 [88] pillar_1.11.1         lifecycle_1.0.4       Rdpack_2.6.4         
 [91] httpuv_1.6.16         QuickJSR_1.8.1        R6_2.6.1             
 [94] promises_1.5.0        gridExtra_2.3         codetools_0.2-20     
 [97] boot_1.3-32           colourpicker_1.3.0    MASS_7.3-58.2        
[100] gtools_3.9.5          withr_3.0.2           shinystan_2.6.0      
[103] parallel_4.2.3        hms_1.1.4             grid_4.2.3           
[106] coda_0.19-4.1         minqa_1.2.8           rmarkdown_2.30       
[109] S7_0.2.1              carData_3.0-5         otel_0.2.0           
[112] ggforce_0.5.0         shiny_1.11.1          base64enc_0.1-3      
[115] dygraphs_1.1.1.6