Causation, prediction, and search

What assumptions and methods allow us to turn observations into causal knowledge, and how can even incomplete causal knowledge be used in planning and prediction to influence and control our environment? In this book Peter Spirtes, Clark Glymour, and Richard Scheines address these questions using the formalism of Bayes networks, with results that have been applied in diverse areas of research in the social, behavioral, and physical sciences. The authors show that although experimental and observational study designs may not always permit the same inferences, they are subject to uniform principles. They axiomatize the connection between causal structure and probabilistic independence, explore several varieties of causal indistinguishability, formulate a theory of manipulation, and develop asymptotically reliable procedures for searching over equivalence classes of causal models, including models of categorical data and structural equation models with and without latent variables. The authors show that the relationship between causality and probability can also help to clarify such diverse topics in statistics as the comparative power of experimentation versus observation, Simpson's paradox, errors in regression models, retrospective versus prospective sampling, and variable selection. The second edition contains a new introduction and an extensive survey of advances and applications that have appeared since the first edition was published in 1993.

[1]  Godfrey H. Thomson,et al.  A HIERARCHY WITHOUT A GENERAL FACTOR1 , 1916 .

[2]  J. Wishart SAMPLING ERRORS IN THE THEORY OF TWO FACTORS , 1928 .

[3]  Truman Lee Kelley,et al.  Crossroads in the Mind of Man. , 1930 .

[4]  N. Campbell,et al.  Scientific Inference , 1931, Nature.

[5]  S. Wright The Method of Path Coefficients , 1934 .

[6]  G. Thomson ON COMPLETE FAMILIES OF CORRELATION COEFFICIENTS, AND THEIR TENDENCY TO ZERO TETRAD-DIFFERENCES: INCLUDING A STATEMENT OF THE SAMPLING THEORY OF ABILITIES , 1935 .

[7]  R. Doll,et al.  Study of the Aetiology of Carcinoma of the Lung , 1952, British medical journal.

[8]  H. Simon,et al.  Spurious Correlation: A Causal Interpretation* , 1954 .

[9]  H. Whitney Elementary Structure of Real Algebraic Varieties , 1957 .

[10]  M. Friedman,et al.  Theory of the Consumption Function , 1957 .

[11]  E. C. Hammond,et al.  Smoking and lung cancer: recent evidence and a discussion of some questions. , 1959, Journal of the National Cancer Institute.

[12]  Thomas T. Semon,et al.  Planning of Experiments , 1959 .

[13]  M. W. Birch Maximum Likelihood in Three-Way Contingency Tables , 1963 .

[14]  A. E. Maxwell,et al.  Factor Analysis as a Statistical Method. , 1964 .

[15]  H. Blalock Causal Inferences in Nonexperimental Research , 1966 .

[16]  R. L. Basmann A Note on the Statistical Testability of ‘Explicit Causal Chains’ against the Class of ‘Interdependent’ Models , 1965 .

[17]  K. Brownlee A Review of “Smoking and Health” , 1965 .

[18]  Norman,et al.  Structural Models: An Introduction to the Theory of Directed Graphs. , 1966 .

[19]  Rupert G. Miller Simultaneous Statistical Inference , 1966 .

[20]  M. Kendall,et al.  The discarding of variables in multivariate analysis. , 1967, Biometrika.

[21]  S. Kullback Probability Densities with Given Marginals , 1968 .

[22]  Edward R. Tufte,et al.  A Note of Caution in Causal Modelling , 1968, American Political Science Review.

[23]  C. Granger Investigating Causal Relations by Econometric Models and Cross-Spectral Methods , 1969 .

[24]  H. Costner Theory, Deduction, and Rules of Correspondence , 1969, American Journal of Sociology.

[25]  Hubert M. Blalock,et al.  Theory Construction: From Verbal to Mathematical Formulations. , 1970 .

[26]  P. Suppes A Probabilistic Theory Of Causality , 1970 .

[27]  Stephen E. Fienberg,et al.  The Analysis of Multidimensional Contingency Tables , 1970 .

[28]  Takeshi Hirai,et al.  3 A necessary and sufficient condition , 1970 .

[29]  C. Fletcher,et al.  Smoking and health. , 1970, WHO chronicle.

[30]  P. A. V. B. Swamy,et al.  Statistical Inference in Random Coefficient Regression Models , 1971 .

[31]  A. Goldberger,et al.  Causal Models in the Social Sciences. , 1972 .

[32]  C. Blyth On Simpson's Paradox and the Sure-Thing Principle , 1972 .

[33]  Terry J. Wagner,et al.  Consistency of an estimate of tree-dependent probability distributions (Corresp.) , 1973, IEEE Trans. Inf. Theory.

[34]  A. E. Maxwell,et al.  Factor Analysis as a Statistical Method. , 1964 .

[35]  Frank Harary,et al.  Graphical enumeration , 1973 .

[36]  A. Goldberger,et al.  Causal Models in the Social Sciences. , 1972 .

[37]  J. Earman,et al.  The Cement Of The Universe , 1974 .

[38]  D. Rubin Estimating causal effects of treatments in randomized and nonrandomized studies. , 1974 .

[39]  Donald Nute,et al.  Counterfactuals , 1975, Notre Dame J. Formal Log..

[40]  Dag Sörbom,et al.  DETECTION OF CORRELATED ERRORS IN LONGITUDINAL DATA , 1975 .

[41]  P. Holland,et al.  Discrete Multivariate Analysis. , 1976 .

[42]  T. Lancaster Introduction to Structural Equation Models , 1976 .

[43]  Tom M. Mitchell,et al.  Version Spaces: A Candidate Elimination Approach to Rule Learning , 1977, IJCAI.

[44]  K. Jöreskog Structural analysis of covariance and correlation matrices , 1978 .

[45]  P. Whittle,et al.  Latent Variables in Socio‐Economic Models , 1978 .

[46]  Dennis J. Aigner,et al.  Latent variables in socio-economic models , 1978 .

[47]  Murray Aitkin,et al.  A Simultaneous Test Procedure for Contingency Table Models , 1979 .

[48]  A. Dawid Conditional Independence in Statistical Theory , 1979 .

[49]  S. Geisser,et al.  A Predictive Approach to Model Selection , 1979 .

[50]  P M Bentler,et al.  Models of female orgasm , 1979, Archives of sexual behavior.

[51]  T. Speed,et al.  Markov Fields and Log-Linear Interaction Models for Contingency Tables , 1980 .

[52]  P. Bentler MULTIVARIATE ANALYSIS WITH LATENT VARIABLES: CAUSAL MODELING , 1980 .

[53]  P. Bentler,et al.  Significance Tests and Goodness of Fit in the Analysis of Covariance Structures , 1980 .

[54]  F. Krauss Latent Structure Analysis , 1980 .

[55]  William R. Darden,et al.  Causal Models in Marketing , 1980 .

[56]  R. Rindfuss,et al.  Education and fertility: implications for the roles women occupy. , 1980, American sociological review.

[57]  G. Maruyama,et al.  Evaluating causal models: An application of maximum-likelihood analysis of structural equations , 1980 .

[58]  N. Breslow,et al.  Statistical methods in cancer research. Vol. 1. The analysis of case-control studies. , 1981 .

[59]  Cheng Hsiao,et al.  AUTOREGRESSIVE MODELLING AND MONEY-INCOME CAUSALITY DETECTION , 1981 .

[60]  A. Fine Hidden Variables, Joint Probability, and the Bell Inequalities , 1982 .

[61]  R L Blum,et al.  Discovery, confirmation, and incorporation of causal relationships from a large time-oriented clinical data base: the RX project. , 1982, Computers and biomedical research, an international journal.

[62]  James C. Anderson,et al.  Some Methods for Respecifying Measurement Models to Obtain Unidimensional Construct Measurement , 1982 .

[63]  T. Speed,et al.  Structural Analysis of Multivariate Data: A Review , 1982 .

[64]  C. Schriesheim Causal Analysis: Assumptions, Models, and Data , 1982 .

[65]  D. Freedman A Note on Screening Regression Equations , 1983 .

[66]  D. Edwards,et al.  The analysis of contingency tables by graphical models , 1983 .

[67]  J. Hartigan Theories of Probability , 1983 .

[68]  N. Wermuth,et al.  Graphical and recursive models for contingency tables , 1983 .

[69]  Graham K. Rand,et al.  Quantitative Applications in the Social Sciences , 1983 .

[70]  John Geweke,et al.  Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence☆ , 1983 .

[71]  C. Glymour Social science and social physics , 1983 .

[72]  P. Burch The surgeon general's "epidemiologic criteria for causality." A critique. , 1983, Journal of chronic diseases.

[73]  Wolfgang Spohn,et al.  Deterministic and probabilistic reasons and causes , 1983 .

[74]  D. J. Spiegelhalter,et al.  Statistical and Knowledge‐Based Approaches to Clinical Decision‐Support Systems, with an Application in Gastroenterology , 1984 .

[75]  D. Topping,et al.  Smoking and health , 1984, The Medical journal of Australia.

[76]  T. Speed,et al.  Recursive causal models , 1984, Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics.

[77]  O. D. Duncan,et al.  Linear statistical models and related methods , 1984 .

[78]  Sik-Yum Lee Analysis of covariance and correlation structures , 1985 .

[79]  David J. Spiegelhalter,et al.  Probabilistic Reasoning in Predictive Expert Systems , 1985, UAI.

[80]  A. L. Edwards,et al.  An introduction to linear regression and correlation. , 1985 .

[81]  D. Edwards,et al.  A fast procedure for model search in multidimensional contingency tables , 1985 .

[82]  Thomas J. Page,et al.  Causal modelling in nonexperimental research : an introduction to the LISREL approach , 1985, American Political Science Review.

[83]  C. Glymour,et al.  STATISTICS AND CAUSAL INFERENCE , 1985 .

[84]  George J. Klir,et al.  General Reconstruction Characteristics of Probabilistic and Possibilistic Systems , 1986, Int. J. Man Mach. Stud..

[85]  Judea Pearl,et al.  Structuring causal trees , 1986, J. Complex..

[86]  Robert C. MacCallum,et al.  SPECIFICATION SEARCHES IN COVARIANCE STRUCTURE MODELING , 1986 .

[87]  D. Rubin Comment: Which Ifs Have Causal Answers , 1986 .

[88]  C. S. Wallace,et al.  Estimation and Inference by Compact Coding , 1987 .

[89]  D. Edwards,et al.  A fast model selection procedure for large families of models , 1987 .

[90]  William E. Griffiths,et al.  Small Sample Properties of Probit Model Estimators , 1987 .

[91]  Myung Hun Kang,et al.  Money, Income and Causality: Korea and Japan , 1987 .

[92]  V. Flack,et al.  Frequency of Selecting Noise Variables in Subset Regression Analysis: A Simulation Study , 1987 .

[93]  Elliott Sober,et al.  The Principle of the Common Cause , 1988 .

[94]  D. Freedman,et al.  On the Impact of Variable Selection in Fitting Regression Equations , 1988 .

[95]  Wayne A. Davis Probabilistic Theories of Causation , 1988 .

[96]  Judea Pearl,et al.  Probabilistic reasoning in intelligent systems , 1988 .

[97]  T. J. Mitchell,et al.  Bayesian Variable Selection in Linear Regression , 1988 .

[98]  Robert Schlaifer,et al.  On the interpretation and observation of laws , 1988 .

[99]  Ivo W. Molenaar,et al.  Modification of Factor Analysis Models in Covariance Structure Analysis a Monte Carlo Study , 1988 .

[100]  S. Klepper Regressor diagnostics for the classical errors-in-variables model , 1988 .

[101]  Judea Pearl,et al.  Causal networks: semantics and expressiveness , 2013, UAI.

[102]  P. Spirtes,et al.  Latent variables, causal models and overidentifying constraints , 1988 .

[103]  N. Wermuth,et al.  Graphical Models for Associations between Variables, some of which are Qualitative and some Quantitative , 1989 .

[104]  Jan-Bernd Lohmöller,et al.  Latent Variable Path Modeling with Partial Least Squares , 1989 .

[105]  R. Rodgers,et al.  Causal models of publishing productivity in psychology. , 1989 .

[106]  Rina Dechter,et al.  Learning structure from data: a survey , 1989, COLT '89.

[107]  David W. Hosmer,et al.  Applied Logistic Regression , 1991 .

[108]  P. Spirtes,et al.  Causality From Probability , 1989 .

[109]  Judea Pearl,et al.  Equivalence and Synthesis of Causal Models , 1990, UAI.

[110]  Richard Scheines,et al.  Simulation Studies of the Reliability of Computer-Aided Model Specification Using the TETRAD II, EQS, and LISREL Programs , 1990 .

[111]  Wolfgang Spohn Direct and indirect causes , 1990 .

[112]  Joseph B. Kadane,et al.  Randomization in a bayesian perspective , 1990 .

[113]  P. Spirtes,et al.  Causal structure among measured variables preserved with unmeasured variables , 1990 .

[114]  Dan Geiger,et al.  Identifying independence in bayesian networks , 1990, Networks.

[115]  D. Geiger Graphoids: a qualitative framework for probabilistic inference , 1990 .

[116]  Karl G. Jöreskog,et al.  Model Search With TETRAD II and LISREL , 1990 .

[117]  N. Breslow Statistical issues in the analysis of data from occupational cohort studies. , 1990, Recent results in cancer research. Fortschritte der Krebsforschung. Progres dans les recherches sur le cancer.

[118]  N. Wermuth,et al.  On Substantive Research Hypotheses, Conditional Independence Graphs and Graphical Chain Models , 1990 .

[119]  Stuart L. Crawford,et al.  Constructor: A System for the Induction of Probabilistic Models , 1990, AAAI.

[120]  P. Spirtes,et al.  From probability to causality , 1991 .

[121]  David Heckerman,et al.  Advances in Probabilistic Reasoning , 1994, Conference on Uncertainty in Artificial Intelligence.

[122]  P. Spirtes,et al.  An Algorithm for Fast Recovery of Sparse Causal Graphs , 1991 .

[123]  Gregory F. Cooper,et al.  A Bayesian Method for the Induction of Probabilistic Networks from Data , 1992 .

[124]  P. Spirtes,et al.  Prediction and Experimental Design with Graphical Causal Models , 1992 .

[125]  Stuart L. Crawford,et al.  An analysis of two probabilistic model induction techniques , 1992 .

[126]  Janice D. Callahan,et al.  Using TETRAD II as an Automated Exploratory Tool , 1992 .

[127]  Richard Scheines,et al.  Finding latent variable models in large databases , 1992, Int. J. Intell. Syst..

[128]  Peter Spirtes,et al.  Equivalence of causal models with latent variables , 1992 .

[129]  Wolfgang Spohn,et al.  CAUSAL LAWS ARE OBJECTIFICATIONS OF INDUCTIVE SCHEMES , 1993 .

[130]  Wolfgang Spohn,et al.  On Reichenbach's Principle of the Common Cause , 1994 .

[131]  Peter Spirtes,et al.  Building causal graphs from statistical data in the presence of latent variables , 1995 .