J. Pearl: Challenging the Hegemony of Randomized Controlled Trials: Comments on Deaton and Cartwright


Judea Pearl

Judea Pearl* wrote to me to invite readers of Error Statistics Philosophy to comment on a recent post of his (from his Causal Analysis blog here) pertaining to a guest post by Stephen Senn (“Being a Statistician Means never Having to Say You Are Certain”.) He has added a special addendum for us.[i]

Challenging the Hegemony of Randomized Controlled Trials: Comments on Deaton and Cartwright

Judea Pearl

I was asked to comment on a recent article by Angus Deaton and Nancy Cartwright (D&C), which touches on the foundations of causal inference. The article is titled: “Understanding and misunderstanding randomized controlled trials,” and can be viewed here: https://goo.gl/x6s4Uy

My comments are a mixture of a welcome and a puzzle; I welcome D&C’s stand on the status of randomized trials, and I am puzzled by how they choose to articulate the alternatives.

D&C’s main theme is as follows: “We argue that any special status for RCTs is unwarranted. Which method is most likely to yield a good causal inference depends on what we are trying to discover as well as on what is already known.” (Quoted from their introduction)

As a veteran challenger of the supremacy of the RCT, I welcome D&C’s challenge wholeheartedly. Indeed, “The Book of Why” (forthcoming, may 2018, http://bayes.cs.ucla.edu/WHY/) quotes me as saying:

If our conception of causal effects had anything to do with randomized experiments, the latter would have been invented 500 years before Fisher.

In this, as well as in my other writings I go so far as claiming that the RCT earns its legitimacy by mimicking the do-operator, not the other way around. In addition, considering the practical difficulties of conducting an ideal RCT, observational studies have a definite advantage: they interrogate populations at their natural habitats, not in artificial environments choreographed by experimental protocols.

Deaton and Cartwright’s challenge of the supremacy of the RCT consists of two parts:

  1. The first (internal validity) deals with the curse of dimensionality and argues that, in any single trial, the outcome of the RCT can be quite distant from the target causal quantity, which is usually the average treatment effect (ATE). In other words, this part concerns imbalance due to finite samples, and reflects the traditional bias-precision tradeoff in statistical analysis and machine learning.
  2. The second part (external validity) deals with biases created by inevitable disparities between the conditions and populations under study versus those prevailing in the actual implementation of the treatment program or policy. Here, Deaton and Cartwright propose alternatives to RCT, calling all out for integrating a web of multiple information sources, including observational, experimental, quasi-experimental, and theoretical inputs, all collaborating towards the goal of estimating “what we are trying to discover”.

My only qualm with D&C’s proposal is that, in their passion to advocate the integration strategy, they have failed to notice that, in the past decade, a formal theory of integration strategies has emerged from the brewery of causal inference and is currently ready and available for empirical researchers to use. I am referring of course to the theory of Data Fusion which formalizes the integration scheme in the language of causal diagrams, and provides theoretical guarantees of feasibility and performance. (see http://www.pnas.org/content/pnas/113/27/7345.full.pdf )

Let us examine closely D&C’s main motto: “Which method is most likely to yield a good causal inference depends on what we are trying to discover as well as on what is already known.” Clearly, to cast this advice in practical settings, we must devise notation, vocabulary, and logic to represent “what we are trying to discover” as well as “what is already known” so that we can infer the former from the latter. To accomplish this nontrivial task we need tools, theorems and algorithms to assure us that what we conclude from our integrated study indeed follows from those precious pieces of knowledge that are “already known.” D&C are notably silent about the language and methodology in which their proposal should be carried out. One is left wondering therefore whether they intend their proposal to remain an informal, heuristic guideline, similar to Bradford Hill’s Criteria of the 1960’s, or be explicated in some theoretical framework that can distinguish valid from invalid inference? If they aspire to embed their integration scheme within a coherent framework, then they should celebrate; Such a framework has been worked out and is now fully developed.

To be more specific, the Data Fusion theory described in http://www.pnas.org/content/pnas/113/27/7345.full.pdf provides us with notation to characterize the nature of each data source, the nature of the population interrogated, whether the source is an observational or experimental study, which variables are randomized and which are measured and, finally, the theory tells us how to fuse all these sources together to synthesize an estimand of the target causal quantity at the target population. Moreover, if we feel uncomfortable about the assumed structure of any given data source, the theory tells us whether an alternative source can furnish the needed information and whether we can weaken any of the model’s assumptions.[i]

You can read the rest of Pearl’s original article here.


Addendum to ” Challenging the Hegemony of RCTs”
March 11, 1018
Upon re-reading the post above I realized that I have assumed readers to be familiar with Data Fusion theory. This Addendum aims at readers who are not familiar with the theory, and who would probably be asking: “Who needs a new theory to do what statistics does so well?” “Once we recognize the importance of diverse sources of data, statistics can be helpful in making decisions and quantifying uncertainty.” [Quoted from Andrew Gelman’s blog]. The reason I question the sufficiency of statistics to manage the integration of diverse sources of data is that statistics lacks the vocabulary needed for the job. Let us demonstrate it in a couple of toy examples, taken from BP-2015

Example 1
Suppose we wish to estimate the average causal effect of X on Y, and we have two diverse sources of data:

(1) an RCT in which Z, not X, is randomized, and
(2) an observational study in which X Y and Z are measured.

What substantive assumptions are needed to facilitate a solution to our problem? Put another way, how can be sure that, once we make those assumptions, we can solve our problem.

Example 2
Suppose we wish to estimate the average causal effect ACE of X on Y, and we have two diverse sources of data:

(1) an RCT in which the effect of X on both Y and Z is measured, but the recruited subjects had non-typical values of Z.
(2) an observational study conducted in the target population, in which both X and Z (but not Y) were measured.

What substantive assumptions would enable us to estimate ACE, and how should we combine data from the two studies so as to synthesize a consistent estimate of ACE.

The nice thing about a toy example is that the solution is known to us in advance, and so, we can check any alternative solution for correctness. Curious readers can find the solutions for these two examples in http://ftp.cs.ucla.edu/pub/stat_ser/r450-reprint.pdf. More ambitious readers will probably try to solve them using statistic techniques, such as meta analysis or partial pooling. The reason I am confident that the second group will end up with disappointment comes from a profound statement made by Nancy Cartwright in 1989: “No Causes In, No Causes Out”. It means not only that you need substantive assumptions to derive causal conclusions; it also means that the vocabulary of statistical analysis, since it is built entirely on properties of distribution functions, is inadequate for expressing those substantive assumptions that are needed for getting causal conclusions.

In our examples, although part of the data is provided by an RCT, hence it is causal, one can still show that the needed assumptions must invoke causal vocabulary; distributional assumptions are insufficient. As someone versed in both graphical modeling and counterfactuals, I would go even further and state that it would be a miracle if anyone succeeds in translating the needed assumptions into a comprehensible language other than causal diagrams. (See http://ftp.cs.ucla.edu/pub/stat_ser/r452-reprint.pdf Appendix, Scenario 3.)

Armed with these examples and findings, we can go back and examine why D&C do not embrace the Data Fusion methodology in their quest for integrating diverse sources of data.  The answer, I conjecture, is that D&C were not intimately familiar with what this methodology offers and how vastly different it is from previous attempts to operationalize Cartwright’s dictum: “No causes in, no causes out”.

[i] Pearl’s blog post, originally posted here, ends with the following; I hope that readers take him up on his invitation:

I would be very interested in seeing other readers reaction to D&C’s article, as well as to my optimistic assessment of what causal inference can do for us in this day and age. I have read the reactions of Andrew Gelman (on his blog) and Stephen J. Senn (on Deborah Mayo’s blog https://errorstatistics.com/2018/01/), but they seem to be unaware of the latest developments in Data Fusion analysis. I also invite Angus Deaton and Nancy Cartwright to share a comment or two on these issues. I hope they respond positively.

* Chancellor’s Professor of Computer Science and Statistics,
Director, Cognitive Systems Laboratory
University of California Los Angeles,


Categories: RCTs | 6 Comments

S. Senn: Evidence Based or Person-centred? A Statistical debate (Guest Post)


Stephen Senn
Head of  Competence Center
for Methodology and Statistics (CCMS)
Luxembourg Institute of Health
Twitter @stephensenn

Evidence Based or Person-centred? A statistical debate

It was hearing Stephen Mumford and Rani Lill Anjum (RLA) in January 2017 speaking at the Epistemology of Causal Inference in Pharmacology conference in Munich organised by Jürgen Landes, Barbara Osmani and Roland Poellinger, that inspired me to buy their book, Causation A Very Short Introduction[1]. Although I do not agree with all that is said in it and also could not pretend to understand all it says, I can recommend it highly as an interesting introduction to issues in causality, some of which will be familiar to statisticians but some not at all.

Since I have a long-standing interest in researching into ways of delivering personalised medicine, I was interested to see a reference on Twitter to a piece by RLA, Evidence based or person centered? An ontological debate, in which she claims that the choice between evidence based or person-centred medicine is ultimately ontological[2]. I don’t dispute that thinking about health care delivery in ontological terms might be interesting. However, I do dispute that there is any meaningful choice between evidence based medicine (EBM) and person centred healthcare (PCH). To suggest so is to commit a category mistake by suggesting that means are alternatives to ends.

In fact, EBM will be essential to delivering effective PCH, as I shall now explain. Continue reading

Categories: personalized medicine, RCTs, S. Senn | 7 Comments

S. Senn: Being a statistician means never having to say you are certain (Guest Post)


Stephen Senn
Head of  Competence Center
for Methodology and Statistics (CCMS)
Luxembourg Institute of Health
Twitter @stephensenn

Being a statistician means never having to say you are certain

A recent discussion of randomised controlled trials[1] by Angus Deaton and Nancy Cartwright (D&C) contains much interesting analysis but also, in my opinion, does not escape rehashing some of the invalid criticisms of randomisation with which the literatures seems to be littered. The paper has two major sections. The latter, which deals with generalisation of results, or what is sometime called external validity, I like much more than the former which deals with internal validity. It is the former I propose to discuss.

Continue reading

Categories: Error Statistics, RCTs, Statistics | 25 Comments

S. Senn: Fishing for fakes with Fisher (Guest Post)



Stephen Senn
Head of  Competence Center
for Methodology and Statistics (CCMS)
Luxembourg Institute of Health
Twitter @stephensenn

Fishing for fakes with Fisher

 Stephen Senn

The essential fact governing our analysis is that the errors due to soil heterogeneity will be divided by a good experiment into two portions. The first, which is to be made as large as possible, will be completely eliminated, by the arrangement of the experiment, from the experimental comparisons, and will be as carefully eliminated in the statistical laboratory from the estimate of error. As to the remainder, which cannot be treated in this way, no attempt will be made to eliminate it in the field, but, on the contrary, it will be carefully randomised so as to provide a valid estimate of the errors to which the experiment is in fact liable. R. A. Fisher, The Design of Experiments, (Fisher 1990) section 28.

Fraudian analysis?

John Carlisle must be a man endowed with exceptional energy and determination. A recent paper of his is entitled, ‘Data fabrication and other reasons for non-random sampling in 5087 randomised, controlled trials in anaesthetic and general medical journals,’ (Carlisle 2017) and has created quite a stir. The journals examined include the Journal of the American Medical Association and the New England Journal of Medicine. What Carlisle did was examine 29,789 variables using 72,261 means to see if they were ‘consistent with random sampling’ (by which, I suppose, he means ‘randomisation’). The papers chosen had to report either standard deviations or standard errors of the mean. P-values as measures of balance or lack of it were then calculated using each of three methods and the method that gave the value closest to 0.5 was chosen. For a given trial the P-values chosen were then back-converted to z-scores combined by summing them and then re-converted back to P-values using a method that assumes the summed Z-scores to be independent. As Carlisle writes, ‘All p values were one-sided and inverted, such that dissimilar means generated p values near 1’. Continue reading

Categories: Fisher, RCTs, Stephen Senn | 5 Comments

Stephen Senn: Randomization, ratios and rationality: rescuing the randomized clinical trial from its critics


Stephen Senn
Head of Competence Center for Methodology and Statistics (CCMS)
Luxembourg Institute of Health

This post first appeared here. An issue sometimes raised about randomized clinical trials is the problem of indefinitely many confounders. This, for example is what John Worrall has to say:

Even if there is only a small probability that an individual factor is unbalanced, given that there are indefinitely many possible confounding factors, then it would seem to follow that the probability that there is some factor on which the two groups are unbalanced (when remember randomly constructed) might for all anyone knows be high. (Worrall J. What evidence is evidence-based medicine? Philosophy of Science 2002; 69: S316-S330: see p. S324 )

It seems to me, however, that this overlooks four matters. The first is that it is not indefinitely many variables we are interested in but only one, albeit one we can’t measure perfectly. This variable can be called ‘outcome’. We wish to see to what extent the difference observed in outcome between groups is compatible with the idea that chance alone explains it. The indefinitely many covariates can help us predict outcome but they are only of interest to the extent that they do so. However, although we can’t measure the difference we would have seen in outcome between groups in the absence of treatment, we can measure how much it varies within groups (where the variation cannot be due to differences between treatments). Thus we can say a great deal about random variation to the extent that group membership is indeed random. Continue reading

Categories: RCTs, S. Senn, Statistics | Tags: , | 6 Comments

Stephen Senn: Indefinite irrelevance

Stephen SennStephen Senn
Head, Methodology and Statistics Group,
Competence Center for Methodology and Statistics (CCMS),

At a workshop on randomisation I attended recently I was depressed to hear what I regard as hackneyed untruths treated as if they were important objections. One of these is that of indefinitely many confounders. The argument goes that although randomisation may make it probable that some confounders are reasonably balanced between the arms, since there are indefinitely many of these, the chance that at least some are badly confounded is so great as to make the procedure useless.

This argument is wrong for several related reasons. The first is to do with the fact that the total effect of these indefinitely many confounders is bounded. This means that the argument put forward is analogously false to one in which it were claimed that the infinite series ½, ¼,⅛ …. did not sum to a limit because there were infinitely many terms. The fact is that the outcome value one wishes to analyse poses a limit on the possible influence of the covariates. Suppose that we were able to measure a number of covariates on a set of patients prior to randomisation (in fact this is usually not possible but that does not matter here). Now construct principle components, C1, C2… .. based on these covariates. We suppose that each of these predict to a greater or lesser extent the outcome, Y  (say).  In a linear model we could put coefficients on these components, k1, k2… (say). However one is not free to postulate anything at all by way of values for these coefficients, since it has to be the case for any set of m such coefficients that inequality (2)where  V(  ) indicates variance of. Thus variation in outcome bounds variation in prediction. This total variation in outcome has to be shared between the predictors and the more predictors you postulate there are, the less on average the influence per predictor.

The second error is to ignore the fact that statistical inference does not proceed on the basis of signal alone but also on noise. It is the ratio of these that is important. If there are indefinitely many predictors then there is no reason to suppose that their influence on the variation between treatment groups will be bigger than their variation within groups and both of these are used to make the inference. Continue reading

Categories: RCTs, Statistics, Stephen Senn | 15 Comments

RCTs, skeptics, and evidence-based policy

Senn’s post led me to investigate some links to Ben Goldacre (author of “Bad Science” and “Bad Pharma”) and the “Behavioral Insights Team” in the UK.  The BIT was “set up in July 2010 with a remit to find innovative ways of encouraging, enabling and supporting people to make better choices for themselves. A BIT blog is here”. A promoter of evidence-based public policy, Goldacre is not quite the scientific skeptic one might have imagined. What do readers think?  (The following is a link from Goldacre’s Jan. 6 blog.)

Test, Learn, Adapt: Developing Public Policy with Randomised Controlled Trials

‘Test, Learn, Adapt’ is a paper which the Behavioural Insights Team* is publishing in collaboration with Ben Goldacre, author of Bad Science, and David Torgerson, Director of the University of York Trials Unit. The paper argues that Randomised Controlled Trials (RCTs), which are now widely used in medicine, international development, and internet-based businesses, should be used much more extensively in public policy.
 …The introduction of a randomly assigned control group enables you to compare the effectiveness of new interventions against what would have happened if you had changed nothing. RCTs are the best way of determining whether a policy or intervention is working. We believe that policymakers should begin using them much more systematically. Continue reading

Categories: RCTs, Statistics | Tags: | 4 Comments

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