"G. Anthony Reina" wrote:
> Is there a test that variable X causes variable Y?
No, not in the abstract general way you pose the question
> I was under the impression that the best statistics could do was
> correlation not causation. In order to prove causation, one would have
> to know the specific mechanism whereby X could cause Y and possibly vary
> the input X to see if Y changed accordingly.
Under such a situation "statistics" comes into play in the analysis of the
data, which tend not to be able to speak for themselves.
>
> However, I've seen some papers on a method called 'directed coherence'
> which uses something called Granger causality. I think the basic gist is
> that the 'directed coherence' is the probability of predicting something
> about Y given you know something about X.
>
The phrase "Granger Causality" is used by econometricians, and derives from
a 1969 article in Econometrica by someone named --- you probably guessed
already --- Granger. The title will give you an idea of his approach:
"Investigating causal relations by econometric models and cross-spectral
methods."
Mainstream statisticians tend to ignore the extensive literature on
causation. It is almost never mentioned in textbooks even at the graduate
level. For an overview of what some philosophers, historians and
statisticians have to say on the subject, look up
Causality in crisis? : statistical methods and the search for
causal knowledge in the social sciences edited by Vaughn R. McKim
and Stephen P. Turner.
Published: Notre Dame, Ind. : University of Notre Dame Press,
1997.
Notes: Essays derived from presentations at the conference held
in October 1993 at the University of Notre Dame.
The philosopher Clark Glymour and his collaborators claim to have developed
techniques for discovering causal structure in correlational data. Others
whose work you might look into include James Heckman ("selection modeling")
, Jamie Robins and Patrick Suppes ("probabilitic theory of
causality").
>
> Has anyone run across this?
>
> Thanks.
> -Tony Reina
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