Causal inference in statistics: An overview

J. Pearl

Published 2009 in Statistics Surveys

ABSTRACT

This review presents empiricalresearcherswith recent advances in causal inference, and stresses the paradigmatic shifts that must be un- dertaken in moving from traditionalstatistical analysis to causal analysis of multivariate data. Special emphasis is placed on the assumptions that un- derly all causal inferences, the languages used in formulating those assump- tions, the conditional nature of all causal and counterfactual claims, and the methods that have been developed for the assessment of such claims. These advances are illustrated using a general theory of causation based on the Structural Causal Model (SCM) described in Pearl (2000a), which subsumes and unifies other approaches to causation, and provides a coher- ent mathematical foundation for the analysis of causes and counterfactuals. In particular, the paper surveys the development of mathematical tools for inferring (from a combination of data and assumptions) answers to three types of causal queries: (1) queries about the effects of potential interven- tions, (also called "causal effects" or "policy evaluation") (2) queries about probabilities of counterfactuals, (including assessment of "regret," "attri- bution" or "causes of effects") and (3) queries about direct and indirect effects (also known as "mediation"). Finally, the paper defines the formal and conceptual relationships between the structural and potential-outcome frameworks and presents tools for a symbiotic analysis that uses the strong features of both.

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