השוואת שיטות

	זיהוי סיבתי באמצעות גרפי ייחוס מכוונים (do-calculus)	שיטת המשתנים המתערבים (IV) להסקה סיבתית	רגרסיית ריבועים פחותים רגילים (OLS)
תחום	הסקה סיבתית	כלכלת בריאות	אקונומטריקה
משפחה	Regression model	Process / pipeline	Regression model
שנת המקור	2009	1990s (modern applications)	2019
הוגה השיטה	Judea Pearl	Angrist & Pischke (applied econometrics); rooted in econometric theory	Wooldridge (textbook treatment); classical least squares
סוג	Causal identification framework	Method	Linear regression
מקור מכונן	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
כינויים	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
קשורות	5	3	5
תקציר	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).