### Discovering Causal Structure (Advanced Data Analysis from an Elementary Point of View)

How do we get our causal graph? Comparing rival DAGs by testing selected
conditional independence relations (or dependencies). The crucial difference
between common causes and common effects. Identifying colliders, and using
them to orient arrows. Inducing orientation to enforce consistency. The SGS
algorithm for discovering causal graphs; why it works. Refinements of the SGS
algorithm (the PC algorithm). What about latent variables?
Software: `TETRAD` and `pcalg`. Limits to observational causal
discovery: universal consistency is possible (and achieved), but uniform
consistency is not.

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Advanced Data Analysis from an Elementary Point of
View

Posted at April 21, 2011 12:04 | permanent link