We present a new method for causal discovery in linear structural equation models. We propose a simple ``trick'' based on statistical testing in linear models that can distinguish between ancestors and non-ancestors of any given variable. Naturally, this can then be extended to estimating the causal order among all variables. Unlike many methods, we provide explicit error control for false causal discovery, at least asymptotically. This holds true even under Gaussianity where various methods fail due to non-identifiable structures.
翻译:在线性结构方程式模型中,我们提出了一个新的因果发现方法。我们提出一个简单的“trick' ”, 其依据是线性模型的统计测试,该模型可以区分任何特定变量的祖先和非祖先。 当然,这可以扩大到估计所有变量的因果顺序。与许多方法不同,我们为错误的因果发现提供明确的错误控制,至少是暂时的。即使在高西亚,由于无法识别的结构,各种方法都失败了,在高西亚,这也是正确的。