[SciPy-User] Detecting Causal Relation in a Scatterplot

Gael Varoquaux gael.varoquaux@normalesup....
Tue Apr 23 16:00:34 CDT 2013


On Mon, Apr 22, 2013 at 04:55:53PM +0200, massimo sandal wrote:
> However no statistical test will *ever* tell you if something causes something
> else. *Correlation does not mean causation* is a fundamental tenet of
> statistics -and of science in general. No matter how beautiful your plot is, it
> will never imply a causal relationship.

No. Under certain models, one can test for causality. Some models do rely
on temporality (Granger causility), but others don't. For instance there
is a recent article by Aapo Hyvarinen in JMLR using the fact that, with
high probability, high-entropy signals cause low-entropy signals. There
is related work by Bernhard Scholpokf looking a non-Gaussianities.

Anyhow, this is very much a difficult research question, and the original
poster (Lorenzo) should approach it with care and do a fair amount of
reading. All approaches come with their caveats and have their failure
modes.

Gaël


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