手法を比較
選択した手法を並べて確認できます。異なる行はハイライト表示されます。
| DAG (Directed Acyclic Graph) による因果推論特定 (do-calculus)× | 操作変数法(IV/2SLS)による推定× | |
|---|---|---|
| 分野 | 因果推論 | 因果推論 |
| 系統 | Regression model | Regression model |
| 提唱年 | 2009 | 2009 |
| 提唱者≠ | Judea Pearl | Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory) |
| 種類≠ | Causal identification framework | Instrumental-variables regression |
| 原典≠ | 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 |
| 別名≠ | do-calculus, backdoor adjustment, Pearl causal identification, DAG ile Nedensel Tanımlama (do-calculus) | instrumental variables, IV estimation, 2SLS, instrumental variable regression |
| 関連 | 5 | 5 |
| 概要≠ | 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). |
| ScholarGateデータセット ↗ |
|
|