Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| PC, FCI, LiNGAM algoritmide abil põhinev kausaalsuse avastamine× | Kausalidentifitseerimine suunatud atsükliliste graafide abil (do-arvutus)× | Erinevused erinevustes (Diff-in-Diff)× | Instrumentaalmuutujate (IV) meetod kausaalse järelduse tegemiseks× | Tavaline vähimruutude (OLS) regressioon× | |
|---|---|---|---|---|---|
| Valdkond≠ | Põhjuslik järeldamine | Põhjuslik järeldamine | Ökonomeetria | Terviseökonoomika | Ökonomeetria |
| Perekond≠ | Regression model | Regression model | Regression model | Process / pipeline | Regression model |
| Tekkeaasta≠ | 2000 | 2009 | 1994 | 1990s (modern applications) | 2019 |
| Looja≠ | Spirtes, Glymour & Scheines (PC/FCI); Shimizu et al. (LiNGAM) | Judea Pearl | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) | Angrist & Pischke (applied econometrics); rooted in econometric theory | Wooldridge (textbook treatment); classical least squares |
| Tüüp≠ | Causal structure learning | Causal identification framework | Causal inference / panel regression | Method | Linear regression |
| Algallikas≠ | 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 | Angrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press. link ↗ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 |
| Rööpnimetused≠ | PC algorithm, FCI algorithm, LiNGAM, causal structure learning | do-calculus, backdoor adjustment, Pearl causal identification, DAG ile Nedensel Tanımlama (do-calculus) | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) | IV, two-stage least squares, TSLS, causal estimation | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| Seotud≠ | 5 | 5 | 5 | 3 | 5 |
| Kokkuvõte≠ | 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. | Difference-in-Differences is a causal-inference method that estimates the effect of an intervention by comparing how a treatment group and a control group change over time. Made famous by Card and Krueger's 1994 minimum-wage study and developed in Angrist and Pischke's Mostly Harmless Econometrics, it isolates the treatment effect as the difference between the two groups' before-after changes. | Instrumental variables (IV) is an econometric method to estimate causal effects when treatment or exposure is not randomly assigned and confounding is severe or unmeasured. IV relies on a third variable (instrument) that influences treatment but does not directly affect the outcome, allowing researchers to isolate the causal effect from the noise of confounding. Developed extensively in econometrics (Angrist & Pischke, 1990s–2000s), IV methods are increasingly used in health economics and health services research to leverage natural experiments and policy changes. | Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE). |
| ScholarGateAndmestik ↗ |
|
|
|
|
|