Complex systems can be modelled at various levels of detail. Ideally, causal
models of the same system should be consistent with one another in the sense
that they agree in their predictions of the effects of interventions. We
formalise this notion of consistency in the case of Structural Equation Models
(SEMs) by introducing exact transformations between SEMs. This provides a
general language to consider, for instance, the different levels of description
in the following three scenarios: (a) models with large numbers of variables
versus models in which the `irrelevant' or unobservable variables have been
marginalised out; (b) micro-level models versus macro-level models in which the
macro-variables are aggregate features of the micro-variables; (c) dynamical
time series models versus models of their stationary behaviour. Our analysis
stresses the importance of well specified interventions in the causal modelling
process and sheds light on the interpretation of cyclic SEMs.Comment: equal contribution between Rubenstein and Weichwald; accepted
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