Skip to main content
Cross Validated

You are not logged in. Your edit will be placed in a queue until it is peer reviewed.

We welcome edits that make the post easier to understand and more valuable for readers. Because community members review edits, please try to make the post substantially better than how you found it, for example, by fixing grammar or adding additional resources and hyperlinks.

4
  • 5
    $\begingroup$ There's nothing inherent in those models that makes them causal. Causality, in respect of such models -- if it's inferred at all -- comes from other considerations than the models. $\endgroup$ Commented Jun 25, 2013 at 5:15
  • $\begingroup$ +1. Juxtapose this neat comment from @Glen_b and the answer by Andy and you get a spectrum of opinion on the question. For many econometricians and some others, such and such set-up they define as being "causal", regardless of other meanings. For many others, what is causal is a matter of what is happening out there (e.g. in terms of mechanisms), and not defined mathematically at all. There are books and books and books on this.... $\endgroup$ Commented Jun 25, 2013 at 8:41
  • $\begingroup$ @NickCox Indeed; there are models that are used as a basis by which to infer causality, which are at least suggestive of causality (by satisfying some of the notions of classical causality like notional effects being subsequent to cause -- requiring a time dimension!). e.g. Granger-causality has predictive power and is suggestive of causality in that sense - but could have both left and right sides caused by a 3rd variable. Since the question wasn't about models with such a time-element (at least not specifically), I didn't address that. To show actual causality requires careful experiments. $\endgroup$ Commented Jun 25, 2013 at 9:39
  • $\begingroup$ Gelman and Hills multilevel modeling book has a pretty good chapter on causal inference. $\endgroup$ Commented Feb 3, 2015 at 3:14