Сравнение методов

	Байесовское моделирование структурными уравнениями (BSEM)	Causal Mediation Analysis	Регрессия методом обыкновенных наименьших квадратов (ОНМК)
Область	Байесовские методы	Причинно-следственный вывод	Эконометрика
Семейство	Bayesian methods	Regression model	Regression model
Год появления	2012	2010	2019
Автор метода	Bengt Muthén & Tihomir Asparouhov	Pearl (2001); general framework by Imai, Keele & Tingley (2010)	Wooldridge (textbook treatment); classical least squares
Тип	Bayesian latent variable model	Counterfactual causal decomposition	Linear regression
Основополагающий источник	Muthén, B. & Asparouhov, T. (2012). Bayesian SEM: A More Flexible Representation of Substantive Theory. Psychological Methods, 17(3), 313–335.	Pearl, J. (2001). Direct and Indirect Effects. In Proceedings of the Seventeenth Conference on Uncertainty in Artificial Intelligence (UAI), 411-420.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Другие названия	BSEM, Bayesian latent variable model, approximate zero constraints SEM, Bayesçi Yapısal Eşitlik Modeli	natural direct effect, natural indirect effect, NDE / NIE decomposition, counterfactual mediation	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Связанные	6	5	5
Сводка	Bayesian SEM, introduced by Muthén and Asparouhov in 2012, extends classical structural equation modeling by placing prior distributions on factor loadings, path coefficients, and covariances. Instead of returning a single maximum-likelihood estimate, it uses Markov chain Monte Carlo to produce a full posterior distribution for every parameter, enabling principled uncertainty quantification in models with latent variables.	Causal mediation analysis is a counterfactual framework that splits a treatment's total effect into a Natural Direct Effect (NDE) and a Natural Indirect Effect (NIE) that runs through a mediator. The modern general approach was formalised by Pearl (2001) and Imai, Keele and Tingley (2010), giving the decomposition a precise causal interpretation.	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).