Collider bias in economic history research
Eric Schneider ()
LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library
Economic historians have long been aware of many forms of bias that could lead to spurious causal inferences. However, our approach to these biases has been muddled at times by dealing with each bias separately and by confusion about the sources of bias and how to mitigate them. This paper shows how the methodology of directed acyclical graphs (DAGs) formulated by Pearl (2009) and particularly the concept of collider bias can provide economic historians with a unified approach to managing a wide range of biases that can distort causal inference. I present ten examples of collider bias drawn from economic history research, focussing mainly on examples where the authors were able to overcome or mitigate the bias. Thus, the paper addresses how to diagnose collider bias and also strategies for managing it. The paper also shows that quasi-random experimental designs are rarely able to overcome collider bias. Although all of these biases were understood by economic historians before, conceptualising them as collider bias will improve economic historians’ understanding of the limitations of particular sources and help us develop better research designs in the future.
Keywords: collider bias; directed acyclical graphs; sample-selection bias (search for similar items in EconPapers)
JEL-codes: N01 N30 (search for similar items in EconPapers)
Pages: 12 pages
New Economics Papers: this item is included in nep-ban, nep-cwa and nep-his
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Published in Explorations in Economic History, 1, October, 2020, 78. ISSN: 0014-4983
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http://eprints.lse.ac.uk/106578/ Open access version. (application/pdf)
Journal Article: Collider bias in economic history research (2020)
Working Paper: Collider Bias in Economic History Research (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:ehl:lserod:106578
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