
Causal Models - zerealshadowban
https://plato.stanford.edu/entries/causal-models/
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usgroup
Anyone read Judea Pearls, Causality book? I’ve started, and Im hoping it’s
going to be my next of those rare “oh f??k ... wow ...” moments. It’s a short-
ish textbook that needs to be slowly read.

I read a SEM book , with a chapter on casual models ... which made me wonder
why the hell I bothered with SEM. Any practitioners care to comment?

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ced
FYI there's (at least?) two Judea Pearl books on causality. "Causality" was
written in early 2000s, and is filled with theorems + proof + prose detailing
all the major results from the theory. It's not a particularly hard book if
you studied Mathematics, but it is Mathematics.

"Causal inference in statistics" is a 2017 book that covers the actually
important results from the previous book, in an approachable manner, and with
a focus on applying the results to actual problems. Some theorems are stated
formally, but usually without proof. It's 40$ on Amazon, strongly recommended.
[https://www.amazon.com/Causal-Inference-Statistics-Judea-
Pea...](https://www.amazon.com/Causal-Inference-Statistics-Judea-
Pearl/dp/1119186846/)

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justinpombrio
There's also "The Book of Why", which is a pop-sci-ish book by Pearl and Dana
Mackenzie. It contained just enough math and examples to get me really excited
for causal inference, so I just bought "Causal inference in statistics" to see
the theory in detail. If you want to learn what causal inference is about, but
don't necessarily want to wade through a textbook immediately, I highly
recommend "The Book of Why".

[https://www.amazon.com/Book-Why-Science-Cause-
Effect/dp/0465...](https://www.amazon.com/Book-Why-Science-Cause-
Effect/dp/046509760X)

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kaseyb002
I've spent a fair amount of time studying econometrics. Is there a fundamental
difference between that and causal models?

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noobhacker
Econometric models typically do not say anything about causality. For example,
the coefficients in OLS are just correlation, i.e. one unit increase in X is
_associated_ with $\beta$ increase in Y. Let's say that we regress "happiness"
on "being married." It's impossible to tell which way does the causal relation
flow, or if "happiness" and "being married" are both caused by a third factor
altogether.

In contrast, causal models explicitly think about when we can claim that an
effect is causal.

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xapata
While an econometrician is aware that statistics does not prove causality, the
primary goal of econometrics is causal inference.

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wirrbel
yes and no.

From the econometrics I have seen there is a heavy focus on finding
correlations and at best argumentations whether such correlations are
plausible causal relationships.

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xapata
Good scientific method suggests working in the opposite direction: first make
a hypothesis, then test it. Working backwards from the statistical test to the
hypothesis is... troublesome.

