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ENH: path analysis and directed acyclic graphs DAG #8739

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josef-pkt opened this issue Mar 17, 2023 · 1 comment
Open

ENH: path analysis and directed acyclic graphs DAG #8739

josef-pkt opened this issue Mar 17, 2023 · 1 comment
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@josef-pkt
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"DAGs and Control Variables - How to select control variables for causal inference using Directed Acyclic Graphs"
https://towardsdatascience.com/controls-b63dc69e3d8c

maybe we can support something here.
We don't want to include or become a path package, but some support to eg. generate restrictions in system of equations, recursive systems, multi endog models could be useful.

SVAR without the VAR ?
or mediator, moderator effects #8733

(related to "causality")

@josef-pkt
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Imbens, Guido W. “Potential Outcome and Directed Acyclic Graph Approaches to Causality: Relevance for Empirical Practice in Economics.” Journal of Economic Literature 58, no. 4 (December 2020): 1129–79. https://doi.org/10.1257/jel.20191597.

(too long to read, but looks interesting)

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