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From association to causation via regression. (English) Zbl 0873.90019
Summary: For nearly a century, investigators in the social sciences have used regression models to deduce cause-and-effect relationships from patterns of association. Path models and automated search procedures are more recent developments. In my view, this enterprise has not been successful. The models tend to neglect the difficulties in establishing causal relations, and the mathematical complexities tend to obscure rather than clarify the assumptions on which the analysis is based. Formal statistical inference is, by its nature, conditional. If maintained hypotheses $$A$$, $$B$$, $$C\dots$$ hold, then $$H$$ can be tested against the data. However, if $$A$$, $$B$$, $$C,\dots,$$ remain in doubt, so must inferences about $$H$$. Careful scrutiny of maintained hypotheses should therefore be a critical part of empirical work – a principle honored more often in the breach than the observance. This paper focuses on modeling techniques that seem to convert association into causation. The object is to clarify the differences among the various uses of regression, as well as the source of the difficulty in making causal inferences by modeling.

##### MSC:
 91B84 Economic time series analysis 62P20 Applications of statistics to economics 91B82 Statistical methods; economic indices and measures
##### Keywords:
econometrics; regression