Linked Questions
18 questions linked to/from The Book of Why by Judea Pearl: Why is he bashing statistics?
1
vote
0
answers
33
views
Bayesian Networks vs traditional stats approaches to Causal Inference? [duplicate]
I've been reading the 'book of why' by Judea Pearl and come to understand that Bayesian Networks can be used to establish causality given a directed acyclic graph (DAG) and that the methods are non-...
- 3,520
106
votes
9
answers
290k
views
What's the difference between correlation and simple linear regression?
In particular, I am referring to the Pearson product-moment correlation coefficient.
- 10.1k
42
votes
3
answers
7k
views
Does statistical independence mean lack of causation?
Two random variables A and B are statistically independent. That means that in the DAG of the process: $(A {\perp\!\!\!\perp} B)$ and of course $P(A|B)=P(A)$. But does that also mean that there's no ...
- 663
65
votes
3
answers
7k
views
Statistics and causal inference?
In his 1984 paper "Statistics and Causal Inference", Paul Holland raised one of the most fundamental questions in statistics:
What can a statistical model say about
causation?
This led to his ...
- 12.5k
30
votes
4
answers
4k
views
Is there any theory or field of study that concerns itself with modeling causation rather than correlation?
My understanding is that probability (at least from a frequentist viewpoint) is a mathematical tool for modeling correlations. So, for example, we can say that two events $X$ and $Y$ are defined to be ...
- 763
30
votes
2
answers
8k
views
do(x) operator meaning?
I have seen the $do(x)$ operator everywhere in some literature review I am doing on Causality (see, for instance this wikipedia entry). However, I cannot find a formal and general definition of this ...
- 303
13
votes
4
answers
6k
views
Mathematical definition of causality
Let $Y$ and $X$ be random variables. $E(Y|X)$ is the conditional mean of $Y$ given $X$. We say $Y$ is not causally related to $X$ if $E(Y|X)$ does not depend on $X$, which implies it is equal to $E(Y)$...
- 708
24
votes
1
answer
4k
views
Confounder - definition
According to M. Katz in his book Multivariable analysis (Section 1.2, page 6), "A confounder is associated with the risk factor and causally related to the outcome." Why must the confounder be ...
- 241
10
votes
4
answers
9k
views
Omitted variable bias: which predictors do I need to include, and why?
For a last couple of weeks I've been thinking about OVB (Omitted variable bias) in the context of regression and solution for that (how to avoid this problem). I am acquainted with Shalizi's lectures (...
- 1,608
25
votes
1
answer
5k
views
Which Theories of Causality Should I know?
Which theoretical approaches to causality should I know as an applied statistician/econometrician?
I know the (a very little bit)
Neyman–Rubin causal model (and Roy, Haavelmo etc.)
Pearl's Work on ...
- 3,661
15
votes
2
answers
2k
views
Is a regression causal if there are no omitted variables?
A regression of $y$ on $x$ need not be causal if there are omitted variables which influence both $x$ and $y$. But if not for omitted variables and measurement error, is a regression causal? That is, ...
- 151
11
votes
2
answers
928
views
Recommendation: high-level comparison of formal causal reasoning approaches
I am looking for a good article, blog post, or text that situates the key 'high-level' differences and agreements between the kinds of counterfactual formal causal reasoning championed by Pearl, ...
- 30.7k
12
votes
4
answers
4k
views
Is the linearity assumption in linear regression merely a definition of $\epsilon$?
I am revising linear regression.
The textbook by Greene states:
Now, of course there will be other assumptions on the linear regression model, such as $E(\epsilon|X)=0$.
This assumption ...
- 2,987
9
votes
2
answers
2k
views
Does Simpson's Paradox cover all instances of reversal from a hidden variable?
The following is a question about the many visualizations offered as 'proof by picture' of the existence of Simpson's paradox, and possibly a question about terminology.
Simpson's Paradox is a fairly ...
- 2,049
18
votes
2
answers
1k
views
How would econometricians answer the objections and recommendations raised by Chen and Pearl (2013)?
In their article, Chen and Pearl (2013), critically examined 6 econometric textbooks, among these the textbooks written by Wooldridge (2009) {the introductory book}, and Stock & Watson (2011). ...
- 4,792