Porovnať metódy

	Algoritmy kauzálneho objavovania (PC, FCI, LiNGAM)	Metóda instrumentálnych premenných (IV) pre kauzálnu inferenciu	Regresia metódou najmenších štvorcov (OLS)
Odbor	Kauzálna inferencia	Ekonomika zdravotníctva	Ekonometria
Rodina	Regression model	Process / pipeline	Regression model
Rok vzniku	2000	1990s (modern applications)	2019
Tvorca	Spirtes, Glymour & Scheines (PC/FCI); Shimizu et al. (LiNGAM)	Angrist & Pischke (applied econometrics); rooted in econometric theory	Wooldridge (textbook treatment); classical least squares
Typ	Causal structure learning	Method	Linear regression
Pôvodný zdroj	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: Princeton University Press.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Ďalšie názvy	PC algorithm, FCI algorithm, LiNGAM, causal structure learning	IV, two-stage least squares, TSLS, causal estimation	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Príbuzné	5	3	5
Zhrnutie	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.	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).