4 ms·

Causal Inference in Statistics: A Primer

130 points by dstein64 11y ago

ced 11y ago
I was looking for a review, and found Gelman's recommendation of Causal Inference for Statistics, Social, and Biomedical Sciences and mention of this book: http://www.hsph.harvard.edu/miguel-hernan/causal-inference-book/ http://www.hsph.harvard.edu/miguel-hernan/causal-inference-b... Does anyone have a comment on those? I've read Pearl's two earlier books, and found the one on causality quite hard to navigate. The basic ideas are cool, but it's hard to connect the more advanced theorems with anything I could actually implement.
- johnmyleswhite 11y ago
  They're both great books, but they make heavier use of potential outcome notation and focus less on graph-theoretic formulations than Pearl's work.
- xtacy 11y ago
  I too found Pearl's book hard to navigate on first attempt. Do not let that stop you! After a hiatus, I stumbled upon this blog post [1], which explained the core ideas in Pearl's framework beautifully in a simple language. My advice is to persist, fill any holes in fundamentals (mostly basic probability), and persist. After working out the examples in the blog post on paper and contrasting it to other ideas out there (potential outcome framework), it became quite clear what Pearl was trying to articulate. Pearl is also an enthusiastic speaker. You can search for his talks online at various venues (Stanford, Microsoft Research, etc.) to learn more. [1] http://www.michaelnielsen.org/ddi/if-correlation-doesnt-imply-causation-then-what-does/ http://www.michaelnielsen.org/ddi/if-correlation-doesnt-impl...
- hudibras 11y ago
  Gelman's own book (with Jennifer Hill) also has some good, practical techniques on causal inference. [0] Morgan and Winship's Counterfactuals and Causal Inference: Methods and Principles for Social Research [1] is also really good. Be sure to get the second edition; it's much better than the first. [0] http://www.amazon.com/Analysis-Regression-Multilevel-Hierarchical-Models/dp/052168689X http://www.amazon.com/Analysis-Regression-Multilevel-Hierarc... [1] http://www.amazon.com/Counterfactuals-Causal-Inference-Principles-Analytical/dp/1107694167/ref=dp_ob_title_bk http://www.amazon.com/Counterfactuals-Causal-Inference-Princ...
- Fomite 11y ago
  I'm a very big fan of Miguel Hernan's work, and have found him fairly approachable - he's made a decent stab at taking some of the more opaque bits of epidemiology methods and making them more clear.
- stdbrouw 11y ago
  I studied the Hernan/Robins book for a course on causal inference, and I love it. But frankly it's a pretty niche topic, and so for the non-statisticians here on HN who are trying to get better at statistics, just keep in mind that there are so many other topics you probably want to tackle first. Many of the concerns addressed in the Hernan/Robins book probably wouldn't even make sense to you if you didn't have a firm statistical background already. Gelman/Hill's Data Analysis Using Regression and Multilevel/Hierarchical Models or Angrist/Pischke's Mastering 'Metrics embed ideas and techniques from causal inference into the broader context of regression modeling which makes these books more immediately useful. Those would probably be my two recommendations for non-statisticians.
pavpanchekha 11y ago
Judea Pearl's work on causality is some of the most important statistics work that is happening these days. We've known how to do statistics to find correlations and make inferences, but he put causality on a firm mathematical basis, and discovered fascinating statistics as he did. This book should be a blast.
- fenomas 11y ago
  Can you recommend any casual (article-sized) reading about this? Sounds really interesting! Edit: xtacy's post answers me entirely.
  - stalaie 11y ago
    Check out his turing award lecture: http://amturing.acm.org/vp/pearl_2658896.cfm http://amturing.acm.org/vp/pearl_2658896.cfm
  - mazr 11y ago
    For a quick and general purpose introduction on Causality, the Epilogue of a former book of Pearl is great : "The Art and Science of Cause and Effect" http://bayes.cs.ucla.edu/BOOK-2K/causality2-epilogue.pdf http://bayes.cs.ucla.edu/BOOK-2K/causality2-epilogue.pdf
    - fenomas 11y ago
      Thank you! This rather blew my mind and I hope others take time to try it out.
- nl 11y ago
  His WSJ article about the murder of his son (WSJ journalist Daniel Pearl) was well-considered, too: http://online.wsj.com/article/SB123362422088941893.html http://online.wsj.com/article/SB123362422088941893.html
  - bbcbasic 11y ago
    I am not sure how that can be called well considered. He really shouldn't throw stones in glass houses. It is clearly a pro-Israel piece, he even alludes to the bulldozing regime as being acceptable without directly saying it. Shameful to use his sons death for this propaganda.
dschiptsov 11y ago
Philosophy 101 would tell us that statistics could capture only correlations, not causation. Causation require different kind of knowledge, of what is beyond appearances.
- warrenpj 11y ago
  When we see that two events are correlated (which we need some kind of statistics to do), we can tell a story (a theory, or an explanation) about how one event causes the other. If the explanation stands up to rational testing over time (where statistics are an important tool), then we have gained knowledge - one plausible explanation of what is "beyond appearances". Therefore statistics are useful both before positing an explanation, and after to falsify it.
  - dschiptsov 11y ago
    That theory or explanation requires the domain knowledge I am talking about. Mere statistics about appearances is not enough. To make it clear - statistics is obviously useful. It just cannot infer any proposition like x is y for all values of x.
    - warrenpj 11y ago
      I agree. I should have said that explicitly, before.
- nl 11y ago
  I just unflagged this comment. While it's actually somewhat wrong, it makes an important point. Statistics can be used to discover a causal relationship. It can't give you an absolute answer, but it can give you a statistical likelihood of the causality. That's a pretty important step forward. That's what this is about.
  - dschiptsov 11y ago
    Likehood or probability makes sense only in models where one knows with maximum certainty that he have captured all/every relevant variables, its weights and has all kinds of possible events in a distribution. Otherwise the whole model is mere a story. An illusion. Failure to capture reality adequately is where so-called "black swans" are coming from. This is meaning behind the "correlation is not causation" meme. There is nothing wrong with Bayesian reasoning, except when it is applyed to an inadequate dataset, which is almost always the case. Would you like to elaborate about "somewhat wrong", with quotations from Principles of Mathematics, for example?
le0n 11y ago
Just so people know, there is a competing/complementary approach to causality in statistics, called the potential outcomes or (Neyman-)Rubin causal model, which as I understand it is currently more popular than Pearl's graphical/do-calculus approach.
- TheLogothete 11y ago
  There is also TS related body of knowledge about causal impact using the notion of counterfactuals. Google has sponsored research in the field [1] and also released an R package [2]. [1] http://research.google.com/pubs/pub41854.html http://research.google.com/pubs/pub41854.html [2] https://google.github.io/CausalImpact/CausalImpact.html https://google.github.io/CausalImpact/CausalImpact.html
deleted 11y ago
[deleted]

130 points by dstein64 11y ago

ced 11y ago

I was looking for a review, and found Gelman's recommendation of Causal Inference for Statistics, Social, and Biomedical Sciences and mention of this book: http://www.hsph.harvard.edu/miguel-hernan/causal-inference-book/ http://www.hsph.harvard.edu/miguel-hernan/causal-inference-b... Does anyone have a comment on those? I've read Pearl's two earlier books, and found the one on causality quite hard to navigate. The basic ideas are cool, but it's hard to connect the more advanced theorems with anything I could actually implement.

johnmyleswhite 11y ago
They're both great books, but they make heavier use of potential outcome notation and focus less on graph-theoretic formulations than Pearl's work.
xtacy 11y ago
I too found Pearl's book hard to navigate on first attempt. Do not let that stop you! After a hiatus, I stumbled upon this blog post [1], which explained the core ideas in Pearl's framework beautifully in a simple language. My advice is to persist, fill any holes in fundamentals (mostly basic probability), and persist. After working out the examples in the blog post on paper and contrasting it to other ideas out there (potential outcome framework), it became quite clear what Pearl was trying to articulate. Pearl is also an enthusiastic speaker. You can search for his talks online at various venues (Stanford, Microsoft Research, etc.) to learn more. [1] http://www.michaelnielsen.org/ddi/if-correlation-doesnt-imply-causation-then-what-does/ http://www.michaelnielsen.org/ddi/if-correlation-doesnt-impl...
hudibras 11y ago
Gelman's own book (with Jennifer Hill) also has some good, practical techniques on causal inference. [0] Morgan and Winship's Counterfactuals and Causal Inference: Methods and Principles for Social Research [1] is also really good. Be sure to get the second edition; it's much better than the first. [0] http://www.amazon.com/Analysis-Regression-Multilevel-Hierarchical-Models/dp/052168689X http://www.amazon.com/Analysis-Regression-Multilevel-Hierarc... [1] http://www.amazon.com/Counterfactuals-Causal-Inference-Principles-Analytical/dp/1107694167/ref=dp_ob_title_bk http://www.amazon.com/Counterfactuals-Causal-Inference-Princ...
Fomite 11y ago
I'm a very big fan of Miguel Hernan's work, and have found him fairly approachable - he's made a decent stab at taking some of the more opaque bits of epidemiology methods and making them more clear.
stdbrouw 11y ago
I studied the Hernan/Robins book for a course on causal inference, and I love it. But frankly it's a pretty niche topic, and so for the non-statisticians here on HN who are trying to get better at statistics, just keep in mind that there are so many other topics you probably want to tackle first. Many of the concerns addressed in the Hernan/Robins book probably wouldn't even make sense to you if you didn't have a firm statistical background already. Gelman/Hill's Data Analysis Using Regression and Multilevel/Hierarchical Models or Angrist/Pischke's Mastering 'Metrics embed ideas and techniques from causal inference into the broader context of regression modeling which makes these books more immediately useful. Those would probably be my two recommendations for non-statisticians.

pavpanchekha 11y ago

Judea Pearl's work on causality is some of the most important statistics work that is happening these days. We've known how to do statistics to find correlations and make inferences, but he put causality on a firm mathematical basis, and discovered fascinating statistics as he did. This book should be a blast.

fenomas 11y ago
Can you recommend any casual (article-sized) reading about this? Sounds really interesting! Edit: xtacy's post answers me entirely.
- stalaie 11y ago
  Check out his turing award lecture: http://amturing.acm.org/vp/pearl_2658896.cfm http://amturing.acm.org/vp/pearl_2658896.cfm
- mazr 11y ago
  For a quick and general purpose introduction on Causality, the Epilogue of a former book of Pearl is great : "The Art and Science of Cause and Effect" http://bayes.cs.ucla.edu/BOOK-2K/causality2-epilogue.pdf http://bayes.cs.ucla.edu/BOOK-2K/causality2-epilogue.pdf
  - fenomas 11y ago
    Thank you! This rather blew my mind and I hope others take time to try it out.
nl 11y ago
His WSJ article about the murder of his son (WSJ journalist Daniel Pearl) was well-considered, too: http://online.wsj.com/article/SB123362422088941893.html http://online.wsj.com/article/SB123362422088941893.html
- bbcbasic 11y ago
  I am not sure how that can be called well considered. He really shouldn't throw stones in glass houses. It is clearly a pro-Israel piece, he even alludes to the bulldozing regime as being acceptable without directly saying it. Shameful to use his sons death for this propaganda.

dschiptsov 11y ago

Philosophy 101 would tell us that statistics could capture only correlations, not causation. Causation require different kind of knowledge, of what is beyond appearances.

warrenpj 11y ago
When we see that two events are correlated (which we need some kind of statistics to do), we can tell a story (a theory, or an explanation) about how one event causes the other. If the explanation stands up to rational testing over time (where statistics are an important tool), then we have gained knowledge - one plausible explanation of what is "beyond appearances". Therefore statistics are useful both before positing an explanation, and after to falsify it.
- dschiptsov 11y ago
  That theory or explanation requires the domain knowledge I am talking about. Mere statistics about appearances is not enough. To make it clear - statistics is obviously useful. It just cannot infer any proposition like x is y for all values of x.
  - warrenpj 11y ago
    I agree. I should have said that explicitly, before.
nl 11y ago
I just unflagged this comment. While it's actually somewhat wrong, it makes an important point. Statistics can be used to discover a causal relationship. It can't give you an absolute answer, but it can give you a statistical likelihood of the causality. That's a pretty important step forward. That's what this is about.
- dschiptsov 11y ago
  Likehood or probability makes sense only in models where one knows with maximum certainty that he have captured all/every relevant variables, its weights and has all kinds of possible events in a distribution. Otherwise the whole model is mere a story. An illusion. Failure to capture reality adequately is where so-called "black swans" are coming from. This is meaning behind the "correlation is not causation" meme. There is nothing wrong with Bayesian reasoning, except when it is applyed to an inadequate dataset, which is almost always the case. Would you like to elaborate about "somewhat wrong", with quotations from Principles of Mathematics, for example?

le0n 11y ago

Just so people know, there is a competing/complementary approach to causality in statistics, called the potential outcomes or (Neyman-)Rubin causal model, which as I understand it is currently more popular than Pearl's graphical/do-calculus approach.

TheLogothete 11y ago
There is also TS related body of knowledge about causal impact using the notion of counterfactuals. Google has sponsored research in the field [1] and also released an R package [2]. [1] http://research.google.com/pubs/pub41854.html http://research.google.com/pubs/pub41854.html [2] https://google.github.io/CausalImpact/CausalImpact.html https://google.github.io/CausalImpact/CausalImpact.html

deleted 11y ago

[deleted]