Graphs, Causality, and Structural Equation Models |
|||||||
文献名称 | Graphs, Causality, and Structural Equation Models | ||||||
文献作者 | JUDEA PEARL | ||||||
作者所在单位 | University of California | ||||||
文献分类 | 已发表文献 | ||||||
学科一级分类 | 统计 | ||||||
学科二级分类 | 统计 | ||||||
文献摘要 |
Structural equation models (SEMs) have dominated causal analysis in the social and behavioral sciences since the 1960s. Currently, many gEM practitioners are having difficulty articulating the causal content of SEM and are seeking foundational anawers. Recent developments in the areas of graphical models and the logic of causality show potential for alleviating such difficulties and, thus, revitalizing structural equations as the primary language of causal modeling. This arlicle summarizes several of these developments, including the prediction of vanishing partial correlations, model testing, model equivalence, parametric and nonparametric identifiability, control of confound- ing, and covariate selection. These developments clarify the causal and statistical components of SEMs and the role of gEM in the empirical sciences. |
||||||
参考文献 |
Andersson, Steen A., David Madigan, Michael D. Perlman, and Thomas S. Richardson. 1997. "Graphical Markov Models in Multivariate Analysis." Unpublished manuscript. Bagozzi, Richard P. and Robert E. Bumkrant. 1979. "Attitude Organization and the Attitude- Behavior Relationship." Journal of Personality and Social Psychalogy 37:913-29. Berkson, Joseph. 1946. "Limitations of the Application of Fourfold Table Analysis to Hospital Data." Biometrics Bulletin 2:47-53. Biekel, Peter J.. Eugene A. Hammel, and J. W. O'Connell. 1975. "Sex Bias in Graduate Admissions: Data From Berkeley." Science 187:398-404. Blalock, Hubert M. Jr. 1962. "Four-Vatiabhi Causal Models and Partial Correlations." Amer/can Journal of Sociology 68:182-94. Bollen, Kenneth A. 1989. Structural Equations Pcith Latent Variables. New York: John Wiley. Bowden, Roger J. and Darrell A. Turkington. 1984. Instrumental Variables. Cambridge: Cam- bridge University Press. Brecklcr, Stcven J. 1990. "Applications of Covariance Structure Modeling in Psychology: Cause for Concern?" Psychological Bulletin 107:260-73. Cartwright, Nancy. 1995. "Probabilities and Experiments," Journal of Econometrics 67:47-59. Chickering, D. Maxwell. 1995, "A Transformational Characterization of Bayesian Network Structures." Pp. 87-98 in Uncertainty in Artificial Intelligence I], edited by P. Bcsnard and S. Hanks, San Francisco: Morgan Kau fmann. Chou, Chih-Ping and Peter Benfler. 1995. "Estimations and Tests in Structural Equation Modeling." Pp. 37-55 in Structural Equation Modeling, edited by R. H. Hoyle. Thousand Oaks, CA: Sage. Cox, David R, and Nanny Wcrmuth. 1996. Multivariate Dependencies: Models, Analysis and Interpretation. London: Chapman and Hall, Dawid, A. Phil. 1979. "Conditional Imiepcndcncc in Statistical Tlmory." Journal of the Royal Statistical Society, Series A 41:1-31. Duncan, Otis D. 1975. Introduction to Structural Equation Models. New York: Academic Press. Englc, Robert E, David E Hendry, and Jean-Francois Richard. 1983. "Exogeneity." Economet- rica 51:277-304. Epstein, Roy J. 1987. A History of Econometrics. New York: Elsevier Science. Fisher, Franklin M. 1970. "A Correspondence Principle for Simultaneous Equations Models." Econometrica 38:73-92. Freethnan, David A. 1987. "As Others See Us: A Case Study in Path Analysis (With Discussion)." Journal of Educational Statistics 12:101-223. Galles, David J. and Judea Pearl. 1995. "Testing ldentifiability of Causal Effects." pp. 185-95 in Uncertainty in Artificiallntelligence 11, edited by E Besnard and S. Hanks. San Francisco: Morgan Kaufmann. --. 1997. "Axioms of Causal Relevance." Artificial Intelligence 97:9-43. --. 1998. "An Axiomatic Characterization of Causal Counterfactuals." Foundations of Science 3:151-82. Geiger, Dan, Thomas S. Venna, and Judea Pearl. 1990. "Identifying Independence in Bayesian Networks." Pp. 507-34 in Networks, Volume 20. Sussex: John Wiley. Goldberger, Arthur S. 1972. "Structural Equation Models in the Social Sciences." Econometrica 40:979-1001. ----. 1992. "Models of Substance: Comment on lq. Wermuth, 'On Block-Recursive Linear Regression Equations.' "Brazilian Journal of probability and Statistics 6:1-56. Goldszmidt, MoisEs and Judea Pearl. 1992. "Stratified Rankings for Causal Modeling and Reasoning About Actions." Pp. 99-110in Proceedings of the Fourth International Workshop on Nonmonotonic Reasoning, Vermont. Grayson, D. A. 1987. "Confounding Confounding." American Journal of Epidemiology 126:546-53. Greenland, Sander, Judea Pearl, and James M Robins. 1998. "Causal Diagrams for Epidemiologic Research.'' Epidemiology. Greenland, Sander and James M. Robins. 1986. "ldentifiability, Exchangeability, and Epidemiological Confounding." International Journal of Epidemiology 15:413-19. Haavelmo, Trygve. 1943. "The Statistical Implications of a System of Simultaneous Equations." Econometrica 11:1-12. Hendry, David E 1995. Dynamic Econometrics, New York: Oxford University Press, Holland, Paul W. 1986. "Statistics and Causal Inference." JASA 81:945-60. Greenland, Sander and James M. Robins. 1986. "ldentifiability, Exchangeability, and Epidemiohigical Confounding." International Journal of Epidemiology 15:413-19. Haavelmo, Trygve. 1943. "The Statistical Implications of a System of Simultaneous Equations." Econometrica 11:1-12. Hendry, David E 1995. Dynamic Econometrics, New York: Oxford University Press, Holland, Paul W. 1986. "Statistics and Causal Inference." JASA 81:945-60. ~ 1988. "Causal Inference, Path Analysis, and Re.cursive Structural Equations Models," Pp. 449-84 in Sociological Methodology, edited by C. Clogg. Washington, DC: American Sociological Association. 1995. "Some Reflections on Freedman's Critiques." Foundations of Science 1:50-57, Holland, Paul W. and Donald B. Rubin, 1983, "On Lord's Paradox," Pp, 3-25 in Principals of M~h4ern Psychological Measurement, editod by H. Wainer and S. Messiek. Hillsdale, NJ: Lawrence F~'lbaum. James, Lawrence R., Stanley A. Mulalk, and JealLBe M. Brett. 1982. Causal Analysis: Assump- tions, Models, andData. Beverly Hills, CA; Sage. Kim, Jin H. and Judea Pearl. 1983. "A Computational Model for Combined Causal and Diagnostic Reasoning in Inference Systems." Pp. 190-93 in IJCAI-83: Proceedings of the Eighth International Joint Conference on Artificial Intelligence, edited by A. Bundy. Los Altos, CA: William Kaufmann. Koopmans, Tjallin C. 1953. "Identification Problems in Econometric Model Construction." Pp. 27-48 in Studies in Econometric MetluJd, edited by W. C. Hood and T. C. Koopmans. New York: John Wiley. Koopmans, Tjallin C., Herman Rubin, and Roy B. Leipnik. 1950. "Me~ufing the Equation Systems of Dynamic Econolnics." Pp. 53-237 in Statistical Inference in Dynamic Economic Models, edited by T C. Koopmans. New York: John Wiley. Koster, Jan T. A. 1998. "On the Validity of the Markov Interpretation of Path Diagrams of Gaussian Structural Equations Systems With Correlated Errors." Unpublished manuscript. Lanritzen, Steffen L. 1996. Graphical Models. Oxford: Clarendon Press. Learner, Edward E. 1985. "Vector Autoregressions for Causal Inference?" Carnegie-Rochester Conference Series on Public Policy 22:255-304. Lee, Stephen m3d Scott A. Hershberger. 1990. "A Simple Rule for Generating Equivalent Models in Covariance Structure Modeling." Multivariate Behavioral Research 25:313-34. LeRoy, Stephen E 1995. "Causal Orderings." Pp. 211-28 in Macroeconometrics: Developments, Tensions, prospects, edited by K. D. Hoover. Boston: Kluwer. Lewis, David. 1973. "Causation." Journal of Philosophy 70:556-67. (Reprinted with postscript in D. Lewis, Philosophical Papers, vol, 2. New York: Oxford University Press, 1986) Lucas, Robert E Jr. 1976. "Econometric Policy Evaluation: A Critique." Pp, 19-46 in The Phillips Curve and Labor Markets, CRCS, vol. l, edited by Karl Branner and Allan H. Meltzet. Amsterdam: North-Holland. MacCallum, Robert C., Duane Z Wegener, Bert N. Uchino, and Leandre R. Fabrigar. 1993. "The Problem of Equivalent Models in Applications of Covariance Structure Analysis." Psycho- logical Bulletin 114:185-99. Marschak, Jacob. 1950. "Statistical Inference in Economics." Pp. 1-50 in Statistical Inference in Dynamic Economic Models, edited by 1". Koopmans. New York: John Wiley. McDonald, Rodedek E 1997. '*Haldane's Lungs: A Case Study in Path Analysis." Multivariate Behavioral Research 32:1-38. Meek, Christopher. 1995. "Causal Inference and Causal Explanation With Background Knowl- edge." Pp. 403-10 in Uncertainty in Artificial Intelligence 11, edited by P. Beanard and S. Hanks. San Francisco: Morgan Kaufmann. Muthen, Bengt. 1987. "Response to Freedman's Critique of Path Analysis: Improve Credibility by Better Methodological Training." Journal of Educational Statistics 12:178-84. Neyman, J. 1923. Sur les applications de la thedrie des probabilites aux experiences Agricoles: Essai des principes. English translation of excerpts by Dabrowska, D., and Speed, 1". 1990. Statistical Science, 5:463-72. |
||||||
关键字 | Graphs;Causality; Structural Equation Models | ||||||
发表所在刊物(或来源) | SOCIOLOGICAL METHODS & RESEARCH. Vol, 27 No. 2, November 1998 226-284 TECHNICAL REPORT R-253 | ||||||
发表时间 | November 1998 | ||||||
适用研究领域 | 统计 | ||||||
评论 | |||||||
上传时间 | 2011-1-22 22:51 | ||||||
下载文献 |
r253-reprint.pdf[5.2 MB]
注:下载文献会消耗您一个“当日剩余下载次数” |
||||||
会员评论 |
京ICP备16021002-2号 京B2-20170662号 京公网安备 11010802022788号 论坛法律顾问:王进律师 知识产权保护声明 免责及隐私声明