15. m-Separation Test
15.1. Summary
The m-Separation Test is a graphical independence test that does not use data. Instead, it tests whether two variables X and Y are m-separated by a set S in a given graph (for example, a DAG, MAG, or PAG). It is used when the underlying independence information comes from a known causal graph rather than from statistical tests.
15.2. When to use
You have a known or assumed causal graph and want to compute implied independences X ⟂ Y | S directly from the graph structure.
You are debugging search algorithms or comparing learned graphs to ground truth.
You are using oracle experiments where m-separation plays the role of an independence oracle.
15.3. Assumptions
The graph is interpreted under standard rules of d-separation (for DAGs) or m-separation (for MAGs/PAGs).
The causal Markov and faithfulness assumptions relate graphical separation to statistical independence.
15.4. Test details (conceptual)
For each independence query X ⟂ Y | S, the test:
Examines all paths between X and Y in the graph.
Determines whether every such path is blocked given S by the rules of m-separation (colliders, non-colliders, descendant conditions, etc.).
Returns “independent” if all paths are blocked, and “dependent” otherwise.
No numeric statistic or p-value is computed; the output is exact given the graph.
15.5. Parameters in Tetrad
No Parameters.
15.6. Strengths
Exact given the graph; no sampling error.
Ideal for debugging algorithms and running simulation studies with a known ground truth.
Extremely fast for moderate graph sizes.
15.7. Limitations
Requires a known graph; not applicable when only data are available.
Assumes that independences correspond exactly to m-separation in the graph.
15.8. References
Spirtes, P., Glymour, C. N., & Scheines, R. (2000). Causation, Prediction, and Search (2nd ed.). MIT Press.
Zhang, J. (2008). On the completeness of orientation rules for causal discovery in the presence of latent confounders and selection bias. Artificial Intelligence, 172(16–17), 1873–1896.