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As a non-statistician with a lot of interest in statistics, I found the Book of Why frustrating. Modeling causation seems like an undeniably important step tow
by haberman 8y ago
As a non-statistician with a lot of interest in statistics, I found the Book of Why frustrating. Modeling causation seems like an undeniably important step towards understanding the world better. But the biggest question I had was: how can you actually verify that your causal model is true? This is not clearly explained, or wasn't before I gave up on the book. Models are only useful if we can have some confidence that they correspond to reality.
I was especially interested in the answer to this question, because my only exposure to the language of "causal chains" has been on Twitter, where they seemed to serve a distinctly ideological purpose. One (non-mathematical) person says "I think X is caused by Y", and then a statistician chimes in and says "you're missing other parts of the causal chain, the real causes are Z and Q." Where of course, Z and Q are things that one political perspective prefers to blame, and Y are things blamed by the other side.
For example: https://twitter.com/gztstatistics/status/1000914269188296709 https://twitter.com/gztstatistics/status/1000914269188296709. Here's a great comment from today about the difficulty of establishing causality in practice: https://news.ycombinator.com/item?id=18886275 https://news.ycombinator.com/item?id=18886275
I want to know how causal chains can be actually proven or falsified, to be convinced that this isn't just highbrow ideological woo.
- kgwgk 8y ago> how can you actually verify that your causal model is true? This is addressed in the introduction. See box 4 in the flow-chart (“testable implications”). “The listening pattern prescribed by the paths of the causal model usually results in observable patterns or dependencies in the data. [...] If the data contradict this implication, then we need to revise our model.”
- haberman 8y agoThe part you removed with ellipses undermines this point: "These patterns are called "testable implications" because they can be used for testing the model. These are statements like "There is no path connecting D and L," which translates to a statistical statement, "D and L are independent," that is, finding D does not change the likelihood of L." This says nothing about testing causality, or the direction of causality. If two things are uncorrelated, then there is probably not a causal relationship between them, granted. But this is not a very novel or useful observation. However if D and L are correlated, the test above says nothing about how to validate whether D caused L, L caused D, both were caused by a third thing (or set of things), or the correlation is just coincidence. For a book whose entire thesis is "causality is rigorous," I expect a much more rigorous treatment of how to validate causality using more than mere correlation.
- kgwgk 8y agoFrom your previous comment I understand you didn’t read the whole book so I don’t know if you got to chapter 4, section ”the skillful interrogation of nature: why RCTs work.” In short, you can use interventions (i.e. a properly designed experiment) to verify that the “cause” does indeed produce the “effect”.
- haberman 8y agoRCT's indeed seem like a good way of establishing causality. But RCT's are well-established, so what is "The New Science of Cause And Effect" (as claimed by Pearl and MacKenzie) bringing to the table? Intuitively I might guess that RCT's are the only way of rigorously establishing cause and effect. I would have been very interested if the book had confirmed or denied this intuitive conjecture of mine. Another comment in this thread claims that you can infer causality without intervention: https://news.ycombinator.com/item?id=18884104 https://news.ycombinator.com/item?id=18884104 Perhaps this is true? This is the kind of discussion that I wish the book had focused on. I want to probe at the line between belief and established fact, and understand what we can rigorously say given the evidence we have. I have a strong aversion to reading extended flowery descriptions of big ideas if the speaker has not rigorously shown that the model maps to the real world. Otherwise it's like listening to just-so stories.
- kgwgk 8y agoThis is the kind of discussion the book focuses on, you should try to read it. RCTs are not the only way to answer these questions and observational data can be used in some cases (but note that the validity of the inference is conditional on the model being correctly specified).
- haberman 8y agoMaybe I should put some more effort into the book. But statements such as this make me extremely wary: > but note that the validity of the inference is conditional on the model being correctly specified This strikes me as begging the question. The model is exactly what I don't trust unless it is rigorously justified, so anything conditional on the model being correctly specified I also don't trust. It all feels like a house of cards.