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| Algoritma Penemuan Kausal (PC, FCI, LiNGAM)× | Pemboleh Ubah Instrumental melalui Kuasa Dua Terkecil Dua Peringkat (IV/2SLS)× | |
|---|---|---|
| Bidang | Inferens Kausal | Inferens Kausal |
| Keluarga | Regression model | Regression model |
| Tahun asal≠ | 2000 | 2009 |
| Pengasas≠ | Spirtes, Glymour & Scheines (PC/FCI); Shimizu et al. (LiNGAM) | Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory) |
| Jenis≠ | Causal structure learning | Instrumental-variables regression |
| Sumber perintis≠ | Spirtes, P., Glymour, C., & Scheines, R. (2000). Causation, Prediction, and Search (2nd ed.). MIT Press. ISBN: 978-0262194402 | Angrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Alias≠ | PC algorithm, FCI algorithm, LiNGAM, causal structure learning | instrumental variables, IV estimation, 2SLS, instrumental variable regression |
| Berkaitan | 5 | 5 |
| Ringkasan≠ | 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. | 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). |
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