Causal diagrams and change variables

The true change in the value of a variable between two time points is often assumed to be a cause or an effect of interest. To our knowledge, this assumption is based on intuition, rather than on any formal theoretical justification.

We used causal directed acyclic graphs to explore the causal properties of a change variable, and critically examined competing structures.

Based on the proposed causal structure, a change variable (true change) is no more than a derived variable. It does not cause anything and is not of causal interest.

A true change is not a variable in the physical world. Therefore, modelling the change between two time points is justified only in a few situations.