Misunderstandings regarding the application of Granger causality in neuroscience

Stokes and Purdon (1) raise several concerns about the use of Granger–Geweke causality (GGC) analysis in neuroscience. They make two primary claims: ( i ) that GGC estimates may be severely biased or of high variance and ( ii ) that GGC fails to reveal the full structural/causal mechanisms of a system. Unfortunately, these claims rest, respectively, on an incomplete evaluation of the literature and a misconception about what GGC can be said to measure. Stokes and Purdon (1) explain how bias and variance in GGC estimation arise from the use of separate, independent full and reduced regressions. However, … [↵][1]1To whom correspondence should be addressed. Email: lionelb{at}sussex.ac.uk. [1]: #xref-corresp-1-1