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인과관계 발견 알고리즘 (PC, FCI, LiNGAM)×최소제곱법(OLS) 회귀×
분야인과추론계량경제학
계열Regression modelRegression model
기원 연도20002019
창시자Spirtes, Glymour & Scheines (PC/FCI); Shimizu et al. (LiNGAM)Wooldridge (textbook treatment); classical least squares
유형Causal structure learningLinear regression
원전Spirtes, P., Glymour, C., & Scheines, R. (2000). Causation, Prediction, and Search (2nd ed.). MIT Press. ISBN: 978-0262194402Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
별칭PC algorithm, FCI algorithm, LiNGAM, causal structure learningordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
관련55
요약Causal 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.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).
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