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| Algorithmen zur kausalen Entdeckung (PC, FCI, LiNGAM)× | Kausale Identifikation mit gerichteten azyklischen Graphen (do-calculus)× | Two-Stage Least Squares (2SLS)× | |
|---|---|---|---|
| Fachgebiet | Kausale Inferenz | Kausale Inferenz | Kausale Inferenz |
| Familie | Regression model | Regression model | Regression model |
| Entstehungsjahr≠ | 2000 | 2009 | 2009 |
| Urheber≠ | Spirtes, Glymour & Scheines (PC/FCI); Shimizu et al. (LiNGAM) | Judea Pearl | Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory) |
| Typ≠ | Causal structure learning | Causal identification framework | Instrumental-variables regression |
| Wegweisende Quelle≠ | Spirtes, P., Glymour, C., & Scheines, R. (2000). Causation, Prediction, and Search (2nd ed.). MIT Press. ISBN: 978-0262194402 | Pearl, J. (2009). Causality: Models, Reasoning, and Inference (2nd ed.). Cambridge University Press. ISBN: 978-0521895606 | Angrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Aliasnamen≠ | PC algorithm, FCI algorithm, LiNGAM, causal structure learning | do-calculus, backdoor adjustment, Pearl causal identification, DAG ile Nedensel Tanımlama (do-calculus) | instrumental variables, IV estimation, 2SLS, instrumental variable regression |
| Verwandt | 5 | 5 | 5 |
| Zusammenfassung≠ | Causal discovery is a family of algorithms that automatically learn a directed acyclic graph (DAG) describing causal structure directly from observational data. The constraint-based PC and FCI algorithms were developed by Spirtes, Glymour and Scheines (2000), while the LiNGAM model of Shimizu et al. (2006) exploits linear non-Gaussian structure to orient edges. | DAG causal identification is a framework, developed by Judea Pearl (2009), that encodes causal assumptions as a directed acyclic graph and uses the do-calculus rules to determine whether and how a causal effect can be identified from observational data. It systematically handles confounders, instrumental variables, and backdoor paths. | IV/2SLS is a two-stage estimation method that recovers the causal effect of an endogenous regressor by isolating the part of its variation driven by an external instrument. It is the workhorse identification strategy in modern applied econometrics, developed at length in Angrist and Pischke's Mostly Harmless Econometrics (2009). |
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