统计中的因果推理:概述

IF 11 Q1 STATISTICS & PROBABILITY Statistics Surveys Pub Date : 2009-07-15 DOI:10.1214/09-SS057
J. Pearl
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引用次数: 1798

摘要

本文综述了实证研究人员在因果推理方面的最新进展,并强调了从传统的统计分析到多元数据的因果分析必须进行的范式转变。特别强调的是所有因果推论的假设,在表述这些假设时使用的语言,所有因果和反事实主张的条件性质,以及为评估这些主张而开发的方法。这些进步是用Pearl (2000a)中描述的基于结构因果模型(SCM)的一般因果理论来说明的,它包含并统一了其他因果方法,并为原因和反事实的分析提供了连贯的数学基础。特别是,本文调查了用于推断(从数据和假设的组合)三种类型因果问题的答案的数学工具的发展:(1)关于潜在干预的影响的查询(也称为“因果效应”或“政策评估”);(2)关于反事实概率的查询,(包括评估“后悔”,“归因”或“结果的原因”);(3)关于直接和间接影响的查询(也称为“中介”)。最后,本文定义了结构框架和潜在结果框架之间的形式和概念关系,并提出了利用两者的强大特征进行共生分析的工具。
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Causal inference in statistics: An overview
This review presents empiricalresearcherswith recent advances in causal inference, and stresses the paradigmatic shifts that must be un- dertaken in moving from traditionalstatistical analysis to causal analysis of multivariate data. Special emphasis is placed on the assumptions that un- derly all causal inferences, the languages used in formulating those assump- tions, the conditional nature of all causal and counterfactual claims, and the methods that have been developed for the assessment of such claims. These advances are illustrated using a general theory of causation based on the Structural Causal Model (SCM) described in Pearl (2000a), which subsumes and unifies other approaches to causation, and provides a coher- ent mathematical foundation for the analysis of causes and counterfactuals. In particular, the paper surveys the development of mathematical tools for inferring (from a combination of data and assumptions) answers to three types of causal queries: (1) queries about the effects of potential interven- tions, (also called "causal effects" or "policy evaluation") (2) queries about probabilities of counterfactuals, (including assessment of "regret," "attri- bution" or "causes of effects") and (3) queries about direct and indirect effects (also known as "mediation"). Finally, the paper defines the formal and conceptual relationships between the structural and potential-outcome frameworks and presents tools for a symbiotic analysis that uses the strong features of both.
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来源期刊
Statistics Surveys
Statistics Surveys STATISTICS & PROBABILITY-
CiteScore
11.70
自引率
0.00%
发文量
5
期刊介绍: Statistics Surveys publishes survey articles in theoretical, computational, and applied statistics. The style of articles may range from reviews of recent research to graduate textbook exposition. Articles may be broad or narrow in scope. The essential requirements are a well specified topic and target audience, together with clear exposition. Statistics Surveys is sponsored by the American Statistical Association, the Bernoulli Society, the Institute of Mathematical Statistics, and by the Statistical Society of Canada.
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