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# `A resource list for causality in statistics, data science and physics.` | ||
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## Books | ||
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Reverse chronological order, both technical and popular. | ||
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* Pearl and Mackenzie | ||
The Book of Why: The New Science of Cause and Effect (2018) | ||
[amzn](https://www.amzn.com/dp/046509760X) | ||
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* Hernán & Robins | ||
Causal Inference (2018) | ||
[online](http://bit.ly/2mSeeXI) | ||
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* Rosenbaum | ||
Observation and Experiment: An Introduction to Causal Inference (2017) | ||
[amzn](https://www.amzn.com/dp/067497557X/) | ||
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* Jonas Peters, Dominik Janzing and Bernhard Schoelkopf | ||
Elements of Causal Ingerence: Foundations and Learning Algorithms (2017) | ||
[mitpress](https://mitpress.mit.edu/books/elements-causal-inference) | ||
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* Pearl, Glymour and Jewell, | ||
Causal Inference in Statistics: A Primer (2016) | ||
[amzn](https://www.amzn.com/dp/1119186846) | ||
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* Morgan & Winship, | ||
Counterfactuals and Causal Inference (2nd edition) (2015) | ||
[amzn](https://www.amzn.com/dp/1107694167) | ||
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* Causal Inference for Statistics, Social, and Biomedical Sciences: | ||
An Introduction, Imbens & Rubin, (2015) | ||
[amzn](https://www.amzn.com/dp/0521885884/) | ||
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* Angrist & Pischke | ||
Mostly Harmless Econometrics (2009) | ||
[amzn](https://www.amzn.com/dp/0691120358/) | ||
[princeton](https://press.princeton.edu/titles/8769.html) | ||
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* Judea Perl | ||
Causality: Models, Reasoning and Inference (2009) 2nd Edition | ||
[amzn](https://www.amz.com/dp/052189560X) | ||
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* Econometric Causality, | ||
James J. Heckman | ||
International Statistical Review (2008), 76, 1, 1–27 | ||
[doi](http://dx.doi.org/10.1111/j.1751-5823.2007.00024.x) | ||
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* Rosenbaum | ||
Observational Studies (Springer Series in Statistics) 2nd Edition (2002) | ||
[amzn](https://www.amzn.com/dp/0387989676) | ||
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## Papers | ||
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* Theoretical Impediments to Machine Learning With Seven Sparks | ||
from the Causal Revolution, Judea Pearl | ||
[arXiv:1801.04016](https://arxiv.org/abs/1801.04016) | ||
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* Brodersen KH, Gallusser F, Koehler J, Remy N, Scott SL. | ||
Inferring causal impact using Bayesian structural time-series models. | ||
Annals of Applied Statistics, (2015), Vol. 9, No. 1, 247-274. | ||
[link](http://research.google.com/pubs/pub41854.html) | ||
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* Introduction to Causal Inference | ||
Peter Spirtes | ||
(2010) [jmlr](http://www.jmlr.org/papers/v11/spirtes10a.html) | ||
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* Causal inference in statistics:An overview | ||
Judea Pearl. (2009) [doi](http://dx.doi.org/10.1214/09-SS057) | ||
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* Rubin, D. B. (1974). Estimating causal effects of treatments | ||
in randomized and nonrandomized studies. | ||
Journal of Educational Psychology, 66(5), 688-701. | ||
[doi](http://dx.doi.org/10.1037/h0037350) | ||
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* Haavelmo, T. (1943). | ||
The statistical implications of a system of simultaneous equations. | ||
Econometrica, 11, 1–12. | ||
[jstor](http://links.jstor.org/sici?sici=0012-9682%28194301%2911%3A1%3C1%3ATSIOAS%3E2.0.CO%3B2-N) | ||
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## Software | ||
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* dagR: Directed Acyclic Graph with R | ||
[CRAN](https://cran.r-project.org/web/packages/dagR/index.html)[doi](http://dx.doi.org/10.1097/EDE.0b013e3181e09112) | ||
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* An R package for causal inference using Bayesian structural | ||
time-series models | ||
[CausalImpact](https://google.github.io/CausalImpact/CausalImpact.html) | ||
[CRAN](https://cran.r-project.org/package=CausalImpact) | ||
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* Python package [causalinference](https://github.com/laurencium/causalinference) [Vignette](https://github.com/laurencium/causalinference/blob/master/docs/tex/vignette.pdf) | ||
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* Tetrad Project: Graphical Causal Models [homepage](http://www.phil.cmu.edu/tetrad/) | ||
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* PyPhi: A toolbox for integrated information theory [arXiv](https://arxiv.org/abs/1712.09644) | ||
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## MOOCs | ||
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* A Crash Course in Causality: Inferring Causal Effects from Observational Data [link](https://www.coursera.org/learn/crash-course-in-causality) | ||
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* Measuring Causal Effects in the Social Sciences [link](https://www.coursera.org/learn/causal-effects) | ||
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## Quotes: Prediction and Causation | ||
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* " Actually correlation lets you make predictions | ||
in many cases, assuming you're making prediction | ||
about the world as reflected in your data. | ||
For example, correlations between photos and | ||
their labels allows you usually to make predictions | ||
about new photos. | ||
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The problem gets difficult if you want to predict the | ||
effects of actions taken in a different manner from | ||
that which exists in your data. For example, if you | ||
want to consider different treatment strategies for | ||
cancer using data from past cancer patients, only | ||
correlations will usually not suffice as you're | ||
trying to predict counterfactual that might not exist in your data." | ||
Uri Shalit, Technion (Forum Communication 01/2018) | ||
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* Reply to Uri: | ||
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"You don't have to have correlation to make a prediction in any case. | ||
Chicken entrails used to suffice, and still do some places. | ||
I would argue that chicken entrails might actually be better | ||
than relying purely upon correlation if you know nothing | ||
about any causality involved. | ||
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Only if the correlation is the result of causality will | ||
you be able to trust a prediction using correlation. | ||
This is where the "science" in "data science" usually disappears, | ||
as exemplified in your post." | ||
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Recall, Fisher himself (while employed by the tobacco industry) | ||
claimed that any link between lung cancer and smoking was mistaking | ||
correlation for causality. Of course, Fisher, a life long smoker, | ||
died from lung cancer also. Talk about causality bites, | ||
predicting Fisher's means of death via the correlation would | ||
have been trustable." | ||
Mark Powell, Austin (Forum Communication 01/2018) | ||
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## Quotes: Rubin vs. Pearl | ||
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* " Rubin and Pearl are kind of "academic enemies". | ||
Though neither completely dismisses the other, | ||
they both make snide remarks about the other's work. | ||
Pearl shows in his book exactly how Neyman-Rubin | ||
potential outcomes can be derived from causal graphs. | ||
As far as I know Rubin never really makes an | ||
attempt to address Pearl's ideas directly. | ||
However, Rubin, being a statistician, made | ||
significant contributions to the practice of real-world | ||
causal inference, which go beyond Pearl's interests. | ||
Jamie Robins also made seminal contributions to this subject. | ||
You can read some of the debate on Andrew Gelman's blog | ||
[here](http://andrewgelman.com/2009/07/05/disputes_about/) | ||
Pearl writes in the comment section and in that blog | ||
post there are links to follow up posts. " | ||
Uri Shalit, Technion (Forum Communication 01/2018) | ||
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## Quotes: On the Pearl's Philosopy | ||
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* "..while Pearl's work is foundational, and its importance | ||
cannot be overstated, his published work is often | ||
insufficient in addressing the real-world problems of | ||
many data scientists. The reason is that Pearl is mostly | ||
concerned with the problem of identification, i.e. which data | ||
generating processes allow us to infer causation from observed data. | ||
He is less concerned with the statistical problem of actually | ||
inferring these purported causal relationships from data. | ||
This is especially true if the data is high-dimensional | ||
or noisy (Pearl usually considers a few binary or Gaussian variables)." | ||
Uri Shalit, Technion (Forum Communication 01/2018) |