American Journal of Epidemiology Vol. 190, No.

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Advance Access publication:
March 29, 2021

Practice of Epidemiology

Data-Driven Model Building for Life-Course Epidemiology

Anne H. Petersen∗, Merete Osler, and Claus T. Ekstrøm

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∗ Correspondence to Anne H. Petersen, Section of Biostatistics, University of Copenhagen, Øster Farigmagsgade 5, 1014
Copenhagen K, Denmark (e-mail: ahpe@sund.ku.dk).

Initially submitted July 2, 2020; accepted for publication March 23, 2021.

Life-course epidemiology is useful for describing and analyzing complex etiological mechanisms for disease
development, but existing statistical methods are essentially confirmatory, because they rely on a priori model
specification. This limits the scope of causal inquiries that can be made, because these methods are suited
mostly to examine well-known hypotheses that do not question our established view of health, which could lead
to confirmation bias. We propose an exploratory alternative. Instead of specifying a life-course model prior to
data analysis, our method infers the life-course model directly from the data. Our proposed method extends the
well-known Peter-Clark (PC) algorithm (named after its authors) for causal discovery, and it facilitates including
temporal information for inferring a model from observational data. The extended algorithm is called temporal
PC. The obtained life-course model can afterward be perused for interesting causal hypotheses. Our method
complements classical confirmatory methods and guides researchers in expanding their models in new directions.
We showcase the method using a data set encompassing almost 3,000 Danish men followed from birth until age
65 years. Using this data set, we inferred life-course models for the role of socioeconomic and health-related
factors on development of depression.

causal discovery; life-course epidemiology; observational data; structure learning

Abbreviations: CPDAG, completed partially directed acyclic graph; DAG, directed acyclic graph; PC, Peter-Clark; TPC, temporal
Peter-Clark; TPDAG, temporal partially directed acyclic graph.

Life-course epidemiology facilitates modeling risk factors
as they develop and aggregate over the life course (1).
Such a perspective is both useful and necessary in order
to understand the etiology of complex chronic diseases
such as cardiovascular disease (2), diabetes (3), and mental
disorders (4–6). However, it is not obvious exactly how the
theoretical life-course framework should be operationalized
into study designs facilitating empirical life-course analysis
(7).
Currently, empirical life-course studies either 1) rely on
traditional statistical exposure-outcome models (for exam-
ple regression models) that only address a single chosen
outcome at a time, or 2) use joint models that try to describe
development over the entire life course at once, for example
by use of structural equation models or path analysis (8, 9).
In the former case, the life-course perspective is not really
utilized, except for interpreting the results, and the models
are therefore essentially simplistic risk-factor analyses that
give little insight into life-course disease development (10).
In the latter case, the models are more consistent with the
life-course perspective, but model building largely relies on
elaborate theories of cause and effect (11). Such models need
to describe both temporal and cross-sectional relationships
among the variables, and thus require extensive prior knowl-
edge.
The reliance on a priori model specification has several
shortcomings. First, it limits the scope of topics that can
be studied using life-course analysis, given that a com-
prehensive body of prior knowledge is needed. Second,
even when studying supposedly well-known phenomena,
the confirmatory nature of the methodology poses a risk of
reproducing existing biases and limits the ability to uncover
new etiological mechanisms. To a large extent, traditional
life-course analysis methods only facilitate quantification
of mechanisms that we already consider well-established.
An exception is approaches that perform model selection,

1898 Am J Epidemiol. 2021;190(9):1898–1907


but existing methods only search through a rather small,
prespecified set of competing models (12) and therefore they
might not uncover new hypotheses.
In this article, we present an exploratory alternative to
classical confirmatory life-course analysis. Instead of speci-
fying a life-course model prior to data analysis, we propose
a method for inferring the life-course model directly from
the data. Our method is a temporal extension of the Peter-
Clark (PC) algorithm (13) for causal discovery (named after
its authors, Peter Spirtes and Clark Glymour) and we refer
to it as temporal PC (TPC). Although causal discovery
algorithms have been available for a long time, their use in
epidemiology is limited to only a few studies with small
numbers of included variables (see, for example, Rosen-
ström et al. (14)). In the TPC method, we implement new and
previously suggested ideas for causal discovery with infor-
mation about time while tailoring the method specifically for
life-course studies. Thereby, we hope to make causal discov-
ery available for the life-course epidemiologist’s statistical
toolbox.
TERMINOLOGY AND NOTATION
We assume familiarity with the concepts of a directed
acyclic graph (DAG), d-separation, confounding and selec-
tion variables (sometimes referred to as colliders), and the
Markov property (also known as the causal Markov assump-
tion). Hernán and Robins (15) provide an introduction to
these topics.
We will consider a data set consisting of p random vari-
ables X = X1 , . . . , Xp , and an observed counterpart of
n observations corresponding to realizations of those vari-
ables. We assume that the variables are numeric or binary.
We can represent the data by use of graphs where each
variable is represented by a node in the graph, and we use
the terms variable and node interchangeably. When making
general statements not associated with a specific data set, we
sometimes refer to arbitrarily chosen random variables A, B,
and C to ease notation.
The skeleton of a directed graph is obtained by removing
orientations from all edges, and it is thus an undirected
graph. Two nodes are said to be adjacent if they are con-
nected by an edge. A v-structure is a triplet of nodes A →
B ← C where A and C are nonadjacent (for example X3 →
X5 ← X2 in Figure 1A).
A DAG is characterized by its Markov equivalence class,
which consists of all DAGs that have the same conditional
independencies (16). A Markov equivalence class can itself
be represented by a completed partially directed acyclic
graph (CPDAG). A CPDAG has directed edges whenever all
DAGs in the Markov equivalence class agree on the orienta-
tion of the edge, and otherwise the edges are undirected. An
undirected edge in a CPDAG means that the orientation of
the edge cannot be determined from the probability distribu-
tion of the variables. Thus, undirected edges should not be
interpreted as bidirected; the CPDAG describes a family of
DAGs and hence all edges are directed—we might just not
know the directionality. A CPDAG is uniquely given by its
v-structures and its skeleton (17).
Am J Epidemiol. 2021;190(9):1898–1907
Data-Driven Life-Course Epidemiology 1899
A) B)
C)
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Figure 1. An example of a directed acyclic graph (A), its corre-
sponding skeleton (B), and the completed partially directed acyclic
graph that describes its Markov equivalence class (C).
Figure 1 provides an example of a DAG, its underlying
skeleton and its encompassing CPDAG.
We use the following additional notation:
• Z ∈ X denotes that the variable Z is contained in the data
set X.
• Z ⊂ X denotes that the set of variables Z (possibly of size
1) is contained in the data set X.
• X \ Y denotes the data set X without the variable(s) Y.
•X⊥ ⊥ Y denotes that X and Y are independent.
•X ⊥ ⊥ Y | Z denotes that X and Y are conditionally
independent given Z.
CAUSAL DISCOVERY WITH THE PC ALGORITHM
Before we present the TPC method for life-course discov-
ery, we will introduce the method that it extends, namely
the PC algorithm. The PC algorithm is a constraint-based
algorithm for causal discovery, which means that it aims to
reconstruct the data-generating mechanism of a data set by
examining what constraints on the probability distribution
this mechanism implies. The correctness of the PC algorithm
has been proven mathematically (13).
We describe the algorithm in the oracle setting, where
we assume that we have a complete list of all conditional
independencies in X: For any variables, Xi , Xj ∈ X with
i = j and a (possibly empty) set Z ⊂ X \ Xi , Xj , we know
whether Xi ⊥ ⊥ Xj | Z is true. This is captured in assumption
S1 below, and we discuss how we could estimate conditional
independencies empirically in the next section.
PC algorithm in the oracle setting
We provide a conceptual outline of the PC algorithm (see
also algorithm 2 in Appendix 1, and refer to Spirtes et al.
(18) for a complete, technical description).
The PC algorithm starts with a completely connected
graph (step 1) and sequentially removes edges to recover the
skeleton (step 2). It does so by utilizing the property that con-
ditional independencies imply absence of edges in a DAG:
If 2 variables are conditionally independent given any other
set of variables, they cannot be adjacent in the graph. Hence,
1900 Petersen et al.
for each pair of nodes (Xi , Xj ), the algorithm searches for so-
called separating sets S such that Xi ⊥ ⊥ Xj | S. If such an S
exists, the edge between Xi and Xj is removed. The algorithm
terminates when the smallest possible separating set, or no
separating set, is found for each pair of variables (Xi , Xj ).
Afterward, a complete set of orientation rules can be applied
to obtain a CPDAG (step 3). These rules rely primarily on
the fact that selection variables create special independence
structures that make it possible to recover some v-structures,
as well as the assumption of acyclicity. Web Appendix 1
and Web Figures 1–2 (available at https://doi.org/10.1093/
aje/kwab087) provide an example that shows how the PC
algorithm infers the CPDAG in Figure 1C from information
about conditional independencies.
Assumptions
The PC algorithm produces the correct CPDAG under the
following 4 assumptions (19):
S1: Conditional independence information is available.
This is necessary for the skeleton-building step from
algorithm 2 in Appendix 1. In practice, the assumption
will be asymptotically satisfied if we have an adequate
statistical testing procedure that can produce condi-
tional independence information from empirical data.
C1: Causal sufficiency, which means that there are no
unobserved confounding or selection variables. This
assumption ensures that we are inferring relationships
for the data-generating mechanism rather than just
the variables in the observed data. Note that DAGs
are generally not valid descriptions of data-generating
mechanisms without the assumption of causal suffi-
ciency. Thus, causal sufficiency is a familiar, but per-
haps often implicitly stated, assumption of empirical
studies utilizing DAGs.
C2: Faithfulness, which ensures that d-separations in the
CPDAG imply causal unrelatedness (15). Heuristi-
cally, it means that the data-generating mechanism can
be described solely by a DAG without an additional list
of distributional information. Faithfulness is routinely
applied in epidemiologic studies, for example, when
a precisely estimated null effect is interpreted as no
causal effect—this would not be the case, if the data-
generating mechanism were not faithful to the graph,
as a null finding could then arise from non-null effects
canceling each other out perfectly (15). Faithfulness
is thus crucial for inferring causal relationships from
observational data.
C3: Acyclicity, which states that no cycles are allowed
in the data-generating mechanism. This assumption is
needed in order to orient edges in the graph, because
the orientation rules in step 3 utilize the property that
each edge has a unique (but possibly indeterminable)
orientation. Note that it is allowed to include multiple
variables measuring the same construct at different
times, and that this is often a useful strategy for avoid-
ing cyclic graphs.
Following the suggestion of Pearl (16), we want to stress
the distinction between statistical (testable) and causal
(untestable) assumptions. Assumption S1 relates to the
probability distribution of the data, and therefore it is a
statistical assumption. Assumptions C1–C3 are, on the other
hand, causal; they refer to the data-generating mechanism,
which we cannot observe directly.
TEMPORAL PC FOR LIFE-COURSE DISCOVERY
We propose an extension of the PC algorithm that accom-
modates life-course data where the same individuals are
followed over time, and where variables have a known
partial temporal ordering into time periods. As examples, we
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could divide the life course into just 3 periods (childhood,
adulthood, and old age) or into many periods each cover-
ing 1-year intervals. All variables in the data set must be
assigned to exactly 1 of the periods. Variables within a period
can be constructed by aggregating over more finely observed
measurements within that period, for example as a sum of
hospitalization days during the period.
Our proposal is a combination of previous ideas for incor-
porating (temporal) background information in causal dis-
covery, especially those of Spirtes et al. (18), and specific
suggestions for how these ideas can be used with the data
structures typically available for life-course epidemiology.
Temporal PC in the oracle setting
Algorithm 2 in Appendix 2, temporal PC, summarizes our
modification of the PC algorithm, and steps that have been
modified are labeled in bold. We describe the differences
between the 2 algorithms in more detail below.
We refer to the model resulting from the TPC algorithm as
a life-course model and the corresponding graph as a tempo-
ral partially directed acyclic graph (TPDAG). A life-course
model contains information about the temporal ordering of
variables as well as the causal data-generating mechanism,
and it can be analyzed using the usual d-separation rules.
Note, however, that the graph is generally no longer a
CPDAG, because the temporal information allows us to rule
out certain graph instances in the Markov equivalence class.
It thus contains more information than a CPDAG.
Example. Consider again the DAG from Figure 1A, and
assume that the placement of the nodes reflects their obser-
vation times such that X1 and X2 were measured in child-
hood, X3 and X4 were measured in youth, and X5 and X6
were measured in old age. The TPC algorithm applied on
this data-generating mechanism will recover the TPDAG
shown in Figure 2 (see Web Appendix 2 and Web Figure 3
for details). In this graph, we see that the childhood variable
X2 is directly connected to the adulthood variable X5 but not
indirectly so via directed paths. This would imply that the
childhood exposure X2 had a delayed, latent effect that could
not be prevented by interventions during youth.
Temporal modifications. For the skeleton-construction
step, we have made the following modifications in the
TPC algorithm: Temporal information is accounted for by
restricting what variables are considered for separating sets,
as suggested by Spirtes et al. (18): When searching for a
Am J Epidemiol. 2021;190(9):1898–1907

Figure 2. Temporal partially directed acyclic graph resulting from
using the temporal Peter-Clark (TPC) algorithm in a simulated data
example. The placement of nodes into columns represents their
periods such that X1 and X2 were measured in childhood, X3 and
X4 in youth, and X5 and X6 in old age.
separating set S for 2 variables A and B, we do not allow S
to contain variables that occur strictly later than both A and
B—conditioning on the future is prohibited.
In the edge-orientation step, temporal information is uti-
lized in the TPC algorithm by 2 means. First, an extra step
(3.0) has been inserted where edges connecting nodes from
different periods are oriented according to the direction of
time. Second, step 3.1 has been modified such that we allow
potential v-structures to be oriented only if such an orienta-
tion does not result in edges being directed against time.
Implementation suggestions for empirical setting
An implementation of the TPC algorithm must provide 2
elements:
• Test: a procedure for testing approximate conditional
independencies
• Level: a strategy for choosing the level for the tests
We present suggestions for each below.
For simplicity, we assume that all variables are binary or
numeric, that there is no missing information in the data, and
that the variables have a positive joint density with respect
to a product measure so they can vary independently of each
other.
Test: regression-based information-loss test. We use regres-
sion modeling as a heuristic test of conditional indepen-
dence. For each pair of variables (Xi , Xj ) and potential
separating set Z = {Z1 , . . . , Zm } ∈ X \ {Xi , Xj }, we fit the 4
models:

m
M0a : g(Xi ) = fk (Zk )
k=1
   m
M1a : g(Xi ) = f0 Xj + fk (Zk )
k=1
  
M0b : g̃ Xj = f̃k (Zk )
  
m percentages are placed near the end of the directed edge,
M1b : g̃ Xj = f̃0 (Xi ) + f̃k (Zk ),
k=1
where g and g̃ are identity or logit link functions (for numeric
and binary outcomes, respectively), and f and f̃ are both
Am J Epidemiol. 2021;190(9):1898–1907
Data-Driven Life-Course Epidemiology 1901
defined as follows:

α · Zk , if Zk is binary
fk (Zk ) = S (Zk ), if Zk is numeric,
where s is a cubic spline. Due to lack of symmetry, we
need to consider models in both directions. We then test the
hypotheses
H0a : M0a = M1a and H0b : M0b = M1b
using likelihood ratio tests and conclude approximate con-
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ditional independence whenever at least one of H0a and
H0b is not rejected. Without distributional assumptions, this
procedure will test a necessary (but not sufficient) condition
for conditional independence. See Web Appendix 3 for more
details.
Level: sparsity sequence. The tests described above rely
on the choice of a significance level. Instead of considering
only a single significance level, we assess how the model
develops for a sequence of significance levels. The result will
then be a sequence of life-course models that describe the
data at different levels of sparsity.
More specifically, we apply the TPC algorithm multiple
times. For each application, we use a single significance
level for all tests, and we refer to these significance levels
as sparsity levels, ψ = {ψ1 , . . . , ψk }, ψi ∈ [0, 1]. It should
be noted that the sparsity levels are not valid significance
levels in the sense that they do not measure the risk of type I
errors, because the result of one test will have implications
for what other tests will be conducted.
Example: TPC on simulated data
Here we provide a small example showcasing practi-
cal use of TPC with the implementation suggestions listed
above. We apply the method to simulated data. We simu-
lated data according to the data-generating mechanism from
Figure 1, using a mix of numeric and binary variables along
with curvilinear relationships between variables. Details
about the simulations are available in Web Appendix 4.
We applied the TPC algorithm with the implementation
suggestions outlined above. Replication code is provided
in Web Appendix 5. In this scenario, TPC should ideally
reproduce the TPDAG in Figure 2.
Figure 3 presents an overview of the results from 100
simulated data sets, and with TPC applied using 3 different
sparsity levels, ψ ∈ {0.1, 0.01, 0.001}. For each sparsity
level, we provide a graph that summarizes the resulting
TPDAGs. A directed edge is drawn if it is identified in
any of the 100 simulations, and the edge is annotated with
the percentage of simulations for which it was found. The
that is, closest to the arrowhead. Only a single edge was
identified with contradictory directions across simulations
(the edge between X5 and X6 for ψ = 0.1), and for this edge,
there are 2 annotated percentages, one corresponding to each
direction. The edge between X1 and X2 was always identified
1902 Petersen et al.
Figure 3. Temporal partially directed acyclic graphs resulting from
using the temporal Peter-Clark (TPC) algorithm on data simulated
from the data-generating mechanism in Figure 1. All edges that occur
at least once over the 100 simulations are included and the edges are
annotated with the percentage of times they were identified by the
TPC algorithm. The true TPDAG is marked in black, while spurious
edges are marked in gray. A) The results for ψ = 0.1; B) the results
for ψ = 0.01; C) the results for ψ = 0.001.
as undirected, and therefore, the percentage annotation is
placed by the middle of the edge. The true TPDAG is marked
in black, while spurious edges are marked in gray.
We find that for ψ = 0.1, several spurious edges are
sometimes identified; for ψ = 0.01, a single spurious edge
is identified, and for ψ = 0.001, only edges from the true
TPDAG occur. Generally, we see that TPC is successful in
identifying the correct edges, but also that the graphs on
average become sparser as ψ decreases. Hence, for this small
example, the algorithm performs as expected.
APPLICATION: DEVELOPMENT OF DEPRESSION IN
DANISH MEN
We showcase the TPC algorithm by investigating how
socioeconomic and health-related factors throughout the life
course are connected to development of depression in early
old age. All computations were performed in R using the
package causalDisco (20), and replication code is available
in Web Appendix 5.
Data
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We use data (n = 2, 928) from the Metropolit Cohort (21),
encompassing Danish men born in 1953, followed from birth
until age 65 years. The data comprise information from
several contacts, including surveys at ages 12 and 51 years,
along with extensive administrative register data from the
Danish national registers.
We consider a total of 33 variables measured in 5 periods
over the life course: birth, childhood (approximately age 12
years), youth (ages 18–30 years), adulthood (approximately
age 51 years), and early old age (approximately age 65
years). We focus on development of clinical depression but
note that a life-course model does not necessarily have a
specific outcome of interest. Web Appendix 6, Web Fig-
ure 4, and Web Table 1 provide more details about the
data.
Results
In the interest of brevity, we present results only for
selected sparsity levels here, namely ψ ∈ {0.001, 0.00001,
0.0000001}, but TPDAGs for additional sparsity levels are
available in Web Figures 5–13. These specific values of
ψ are arbitrary and chosen to showcase how varying the
sparsity level affects the resulting TPDAG. Note that when
ψ becomes small, we impose a stricter threshold for tests,
which means that only the strongest relationships remain in
the graph.
In Figure 4, we see that there are generally few edges
between birth variables and variables from adulthood. We
also see that depression in early old age is adjacent only
to depression in adulthood. We also see a large degree
of interconnections for variables within the time periods,
especially for childhood and adulthood variables.
In Figure 5, a more sparse graph has been produced,
because ψ has been decreased by a factor of 100, and we
see that especially edges from birth variables and adulthood
variables have been pruned, while most edges from child-
hood and youth remain.
In Figure 6, we have again decreased ψ by a factor of
100, and we now find that only few variables have edges
connecting them to nonadjacent time periods. The only
exceptions are height and intelligence score measured at
youth, which have links to birth variables.
Table 1 provides an overview of the stability of the pro-
cedure across all sparsity levels. We see that 1 new edge is
added when the sparsity level is changed from ψ = 10−5
to ψ = 10−6 , but other than that, edges are removed when
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 Data-Driven Life-Course Epidemiology 1903

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Figure 4. Temporal partially directed acyclic graph for the Metropolit data (Danish men born in 1953) for ψ = 0.001. Nodes are ordered in
columns according to time from left to right: birth (orange), childhood (purple), youth (green), adulthood (blue), and early old age (red). The
edges are colored according to the first time period that they refer to.

ψ decreases. The retention thus measures the percentage of
edges that are not newly introduced in the TPDAG between 2
consecutive sparsity levels. We see that 96.88% of the edges
present in the TPDAG with sparsity 10−6 are retained from
the previous sparsity level. For all other pairs of graphs, the
retention rate is 100%, which means that no new edges are
added when ψ is reduced by a factor 10. Thus, when ψ is
reduced, not many new edges are introduced in the TPDAGs.
This implies that conclusions from small values of ψ are
generally retained for larger values of ψ.

Figure 5. Temporal partially directed acyclic graph for the Metropolit data (Danish men born in 1953) for ψ = 0.00001. Nodes are ordered
in columns according to time from left to right: birth (orange), childhood (purple), youth (green), adulthood (blue), and early old age (red). The
edges are colored according to the first time period that they refer to.

Am J Epidemiol. 2021;190(9):1898–1907
1904 Petersen et al.

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Figure 6. Temporal partially directed acyclic graph for the Metropolit data (Danish men born in 1953) for ψ = 0.0000001. Nodes are ordered
in columns according to time from left to right: birth (orange), childhood (purple), youth (green), adulthood (blue), and early old age (red). The
edges are colored according to the first time period that they refer to.

Interpreting the results Focusing on Figure 6, we apply d-separation to see that

depression in early old age is conditionally independent of
Under assumptions S1 and C1–C3, we may interpret the all remaining variables in the data set given information
TPDAGs as descriptions of the causal data-generating mech- about depression history in adulthood. There is thus no ben-
anism at different levels of imposed sparsity. efit in including any of the childhood information, or other
variables measured in adulthood, if the purpose is under-
standing why a person develops depression in early old age.
Table 1. Edge Development and Retention Rates for the Temporal Moreover, we find no causal effects of birth weight or
Partially Directed Acyclic Graphs From the Application to Metropolit birth length that span longer than youth. This is in contrast
Data, Denmark, for Men Born in 1953 to myriad epidemiologic studies linking these factors to
diabetes (22), death from ischemic heart disease (23), and
ψa dtotal b dnew c dremoved d Retentione , % mental health outcomes such as depression (24).
Note that the strong interpretations of the results discussed
10−2 61 here rely fully on the strong causal assumptions C1–C3.
10−3 47 0 14 100.00 Moreover, the hypotheses in the TPDAG are based on empir-
ical data and imperfect statistical estimation, and therefore,
10−4 39 0 8 100.00
they should not be trusted blindly. But they might serve
10−5 37 0 2 100.00 as inspiration for designing new studies, for instance, by
10−6 32 1 6 96.88 suggesting topics for mediation analysis (such as whether
10−7 27 0 5 100.00 birth weight effects on adulthood variables are mediated by
10−8 23 0 4 100.00 childhood or adolescence variables) or by suggesting what
10−9 22 0 1 100.00
variables need to be considered to make a specific causal
effect identifiable (25).
10−10 22 0 0 100.00
Note also that the TPDAG estimated here is retrospective
in the sense that it conditions on the individuals being alive at
Abbreviation: TPDAG, temporal partially directed acyclic graph.
a Sparsity level. age 65 years. This is not a consequence of the TPC algorithm
b The total number of edges in the TPDAG. as such but rather a property of the data set and the chosen
c The number of newly introduced edges in the TPDAG when testing procedure.
compared with the one in the row above (sparsity level factor 10
larger). DISCUSSION
d The number of edges removed from the TPDAG when compared

to the one in the row above. We have proposed a method extending the PC algorithm,
total − dnew )/dtotal .
e The retention rate is computed as (d
temporal PC, that produces life-course models from an

Am J Epidemiol. 2021;190(9):1898–1907

observed data set. We have implemented TPC in the
causalDisco R package (20), and we hope it will find prac-
tical use in life-course epidemiology. The TPC algorithm
was used for generating new hypotheses in an applica-
tion concerning development of depression. However, it
requires strong causal assumptions in order to be interpret-
able.
A strength of the TPC algorithm is that it considers
information from the whole life course jointly and allows for
exploratory model building. This facilitates building global
models for the whole life course that can provide empirical
evidence about presence or absence of causal links between
exposures occurring early in life and disease onset much
later (9). In particular, our method provides a framework
for investigating whether hypotheses such as critical periods
of development (26) and the hygiene hypothesis (27) are
supported by empirical evidence, and perhaps even disentan-
gle their respective effects, in contrast to existing methods
(28). Note, however, that when data are used to infer a
model, the same data cannot be used to estimate effect sizes
for that model; the estimates would then be biased due to
overfitting. This issue can easily be overcome by splitting the
data randomly and training the model on one subset, while
estimating the effects on the other (29).
We have based our life-course discovery methodology on
the PC algorithm, which is a constraint-based discovery al-
gorithm. Constraint-based methods utilize conditional inde-
pendencies in the data to infer missing causal links, while the
competing approach within causal discovery, score-based
methods, uses heuristic search strategies to go through dif-
ferent possible models and score each according to fit (for
example, using the Bayesian information criterion) (17).
Both of these approaches could be useful for life-course
discovery.
We provide no method for choosing the sparsity level.
This reflects an ontological viewpoint on causal inference in
epidemiology: We believe that true data-generating mecha-
nisms for phenomena of epidemiologic interest are generally
not sparse by nature; rather, they rely on complex causal
mechanisms that consist of myriad minor causal effects
along with a few stronger ones (similar to De Stavola et al.
(8)). Hence, we do not aim to learn the “correct” sparsity
level and the corresponding “correct” life-course model;
rather, our method relies on the researcher choosing how
sparse a model is of interest, and then our method finds the
strongest causal relationships available in the data at that
level of sparsity. We consider the very large retention rates
in Table 1 to be an indication that we are actually achieving
this ideal for sparsity control.
In the application, the time periods were given by the data-
collection times. In other settings, researchers will have to
define the time periods themselves. In the oracle setting,
exactly how the periods are defined should not affect the
overall results: As long as the temporal order is retained,
changing the periods would correspond to removing or
inserting intermediate variables on direct causal links in the
model, and this does not affect the overall causal structure.
However, in empirical settings, the TPC algorithm might be
more sensitive toward how the periods are defined due to
finite sample properties (8).
Am J Epidemiol. 2021;190(9):1898–1907
Data-Driven Life-Course Epidemiology 1905
Moreover, in the oracle setting there is no difference
between the skeletons constructed by TPC and the original
PC algorithm; the temporal independence constraints uti-
lized in the former will be available in the data already. How-
ever, when conditional independencies are estimated from
observed data, the choice of skeleton-construction method
can make a difference, because the TPC algorithm places
more trust in temporally induced conditional independencies
than conditional independencies inferred from data. We
consider this to be an attractive feature of the TPC algorithm.
This feature is not present in an alternative suggestion
for how to incorporate background information originally
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proposed by Meek (30) and recently further developed by
Perković et al. (31) and implemented in the R package pcalg
(32). In these works, first the skeleton (or possibly the full
CPDAG) is learned from data alone, and afterward the graph
is altered to comply with background information. While the
results will be the same as for TPC in the oracle setting, these
procedures do not put more trust in background information
than statistical tests. When the background information is
temporal, we believe that using post-hoc correction is there-
fore suboptimal.
Other related work includes using the PC algorithm for
discovering the structures of time series (33, 34). Note how-
ever that methods developed for time-series data require that
the same variables are measured at all time points. This data
structure is not the typical case for life-course epidemiology,
and hence we do not consider these works readily applicable
within this field.
Our suggested testing procedure allows only for numeric
and binary variables. Extending the procedure to accommo-
date other data types, including nominal categorical vari-
ables and censored time-to-event variables, would be useful.
However, we do not aim to find a truly general test for
conditional independence that accommodates all variable
types without parametric assumptions; unfortunately, it can
be mathematically proven that such a test does not exist (35).
Therefore, if we are to test conditional independence in prac-
tice, we will have to be pragmatic in one of 2 ways: Either we
need to adopt parametric assumptions that might not be fully
satisfied (for example, linearity), or we will have to accept
that we are testing necessary rather than sufficient conditions
for conditional independence (for example, no association).
We suggest that empirical studies using TPC conduct sen-
sitivity analyses to assess the robustness of their results
with different choices of independence tests, for example,
comparing our proposed regression-based information loss
test with testing for vanishing partial correlations.
An interesting avenue for future research is accommodat-
ing correlated data in causal discovery. TPC assumes inde-
pendent observations, and hence further work will be needed
to handle, for example, spatial data, sibling or twin designs,
and other multilevel designs. To our knowledge, none of the
available methods for causal discovery accommodate such
data. All these methods are local in the sense that they use
heuristic searches to sequentially go through possible edges
in the graph. Therefore, we believe it will not be straight-
forward to extend them to take into account, for example,
symmetry constraints (as imposed by sibling designs) or
contamination effects (as imposed by spatial models).
1906 Petersen et al.
In the application, we noted that the life course was
modeled retrospectively. This means that the resulting mod-
els should be thought of as descriptions of data-generating
mechanisms rather than tools for designing interventions
on, for example, children, because the variables are con-
ditional on being alive at age 65 years. They are thus not
representative of all children in the relevant background
population. A natural first step to overcome this limitation
will be to incorporate right censoring and an absorbing state
(death) into the conditional-independence testing procedure,
for example, by using methods for survival analysis with
competing risks (36). This would also make it possible to
include individuals that are available only for some of the
time periods by constructing relevant risk sets, which would
be very useful because life-course studies often suffer from
rather large loss to follow-up (7, 8, 37, 38).
The most critical limitation for interpretability of the TPC
algorithm output is reliance on causal sufficiency. Causal
sufficiency is both untestable and often not very realistic in
practical applications within epidemiology, but it is crucial
because it is mathematically impossible to infer a CPDAG
without this assumption. However, it is possible to infer
a more general class of models, namely maximal ances-
tral graphs, using, for example, the fast causal inference
(FCI) algorithm (18). However, maximal ancestral graphs
are fundamentally different from DAGs; they are not a
simple generalization because they do not marginalize to
DAGs. We believe that most epidemiologists are currently
not sufficiently familiar with maximal ancestral graphs, and
hence, in order for discovery without causal sufficiency to
become truly useful, this “new” graphical object will need
to be introduced broadly in the field. Until this has been
achieved, we believe that the TPC algorithm, combined
with skepticism about the validity of the causal sufficiency
assumption, is an acceptable first step.
It might be possible to obtain meaningful, although non-
causal, interpretations of the TPC result under less-restrict-
ive assumptions. The skeleton construction step of the TPC
algorithm does not rely on assumptions C2 and C3, and
even if only S1 is satisfied, it produces a correct skeleton.
In the latter case, the skeleton will be a correct description
of separating sets in the observed data, and a conservative
description of separating sets in the data-generating mech-
anism, in the sense that spurious conditional dependencies
might be present (18). If C1 is also satisfied, the skeleton will
describe separating sets in the data-generating mechanism.
However, the theory and interpretation of DAG skeletons
is currently not very well-developed, so further research is
needed for this to become useful.
ACKNOWLEDGMENTS
Author affiliations: Section of Biostatistics, Department
of Public Health, University of Copenhagen, Copenhagen,
Denmark (Anne H. Petersen, Claus T. Ekstrøm); Center for
Clinical Research and Prevention, Bispebjerg and
Frederiksberg Hospitals, Copenhagen, Denmark (Merete
Osler); and Section of Epidemiology, Department of Public
Health, University of Copenhagen, Copenhagen, Denmark
(Merete Osler).
This work was funded by the Independent Research
Fund Denmark (grant 8020-00031B).
Data availability statement: The data used in the example
(temporal PC on simulated data) can be reproduced using
the replication code available in Web Appendix 5. The data
used in the application (development of depression in
Danish men) are not available online for replication
because they cannot be anonymized. Researchers interested
in gaining access to the data may contact the Public Health
Database at the Department of Public Health, University of
Downloaded from https://academic.oup.com/aje/article/190/9/1898/6189737 by guest on 13 September 2023
Copenhagen.
Conflict of interest: none declared.
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APPENDIX 1
Algorithm 1: PC (Peter-Clark) algorithm
1. Construct a fully connected graph over the variables X.
2. Learn the graph skeleton:
For increasing d = 0, . . . , do:
For each pair of adjacent variables A and B do:
2.1. Let XAB be variables in X \ {A, B} that are
connected to A.
2.2. Search for a separating set S of size d in
XAB such that A ⊥ ⊥ B | S. If such an S is
found, remove the edge between A and B.
3. Orient edges:
3.1 For each structure A − B − C, A − / C: orient as
A → B ← C if B ∈ / S for all S such that A ⊥⊥
C | S.
3.2 Recursively apply additional orientation rules to
ensure that no cycles are introduced and no further
v-structures are created.
4. Output completed partially directed acyclic graph
(CPDAG).
APPENDIX 2
Algorithm 2: Temporal PC algorithm
1. Construct a fully connected graph over the variables X.
2. Learn the skeleton:
For increasing d = 0, . . . , do:
For each pair of adjacent variables A and B, do:
2.1. Let X̃AB be variables in X \ {A, B} that are
connected to A and that occur no later than
the latest variable among A and B.
2.2 Search for a separating set S of size d in X̃AB
such that A ⊥ ⊥ B | S. If such an S is found,
remove the edge between A and B.
3. Orient edges:
3.0. Direct any edges that move across 2 time periods:
For any adjacent pair (A, B) with A occurring
strictly before B, direct the edge: A → B.
3.1. For each structure A − B − C, A − / C: orient as
A → B ← C if B ∈ / S for all S such that A ⊥
⊥C|S
and neither A ← B nor B → C after step 2.1.
3.2. Recursively apply additional rules from the Peter-
Clark (PC) algorithm (no cycles, no further v-
structures).
4. Output temporal partially directed acyclic graph
(TPDAG).