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In Place of Regression

  • Clark Glymour
  • Peter Spirtes
  • Richard Scheines
Chapter
Part of the Synthese Library book series (SYLI, volume 234)

Abstract

Assuming an adaptation of Suppes’s analysis of causality, we show that multiple regression methods are fundamentally incorrect procedures for identifying causes. This is because when regressors are correlated the existence of an unmeasured common cause of regressor X i and outcome variable Y may bias estimates of the influence of other regressors X k;, variables having no influence on Y whatsoever may thereby be given significant regression coefficients. The bias may be quite large. Simulation studies show that standard regression model specification procedures make the same error. The strategy of regressing on a larger set of variables and checking stability may compound rather than remedy the problem. A similar difficulty in the estimation of the influence of other regressors arises if some X i is an effect rather than a cause of Y. The problem appears endemic in uses of multiple regression on uncontrolled variables, and unless somehow corrected appears to invalidate many scientific uses of regression methods. We describe an implementation in the TETRAD II program of a model specification algorithm that avoids these and certain other errors in large samples. We illustrate the TETRAD II algorithm by applying it to a number of real and simulated data sets.

Keywords

Causal Structure Conditional Independence Markov Condition Causal Graph Multiple Regression Method 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 1994

Authors and Affiliations

  • Clark Glymour
    • 1
  • Peter Spirtes
    • 1
  • Richard Scheines
    • 1
  1. 1.Department of PhilosophyCarnegie Mellon UniversityPittsburghUSA

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