Võrdle meetodeid

	PC, FCI, LiNGAM algoritmide abil põhinev kausaalsuse avastamine	Kausalidentifitseerimine suunatud atsükliliste graafide abil (do-arvutus)	Instrumentaalmuutujate (IV) meetod kausaalse järelduse tegemiseks	Tavaline vähimruutude (OLS) regressioon
Valdkond	Põhjuslik järeldamine	Põhjuslik järeldamine	Terviseökonoomika	Ökonomeetria
Perekond	Regression model	Regression model	Process / pipeline	Regression model
Tekkeaasta	2000	2009	1990s (modern applications)	2019
Looja	Spirtes, Glymour & Scheines (PC/FCI); Shimizu et al. (LiNGAM)	Judea Pearl	Angrist & Pischke (applied econometrics); rooted in econometric theory	Wooldridge (textbook treatment); classical least squares
Tüüp	Causal structure learning	Causal identification framework	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: Princeton University Press.	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)	IV, two-stage least squares, TSLS, causal estimation	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Seotud	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.	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).