Clark Glymour

We describe a unification of old and recent ideas for formulating graphical models to explain time series data, including Granger causality, semi-automated search procedures for graphical causal models, modeling of contemporaneous influences in times series, and heuristic generalized additive model corrections to linear models. We illustrate the procedures by finding a structure of exogenous variables and mediating variables among time series of remote geospatial indices of ocean surface temperatures and pressures. The analysis agrees with known exogenous drivers of the indices, not assumed in the analysis. Automated search applied to the residuals after regressing each series on its lags and the lags of its Granger causes yields a graphical model of “comtemporaneous” causal relations identical with the qualitative graphical relations from the time series. A similar analysis produces reasonable results when applied to candidate climate indices obtained by a clustering method from sea surface temperature and sea level pressure data.

The Bell Curve aims to establish a set of causal claims. I argue that the methodology of The Bell Curve is typical of much of contemporary social science and is intrinsically defective. I claim better methods are available for causal inference from observational data, but that those methods would yield no causal conclusions from the data used in the formal analyses in The Bell Curve. Against the laissez-faire social policies advocated in the book, I claim that when combined with common sense and other information, the informal data mustered in The Bell Curve support a range of "liberal" social policies

Twenty years ago, Nancy Cartwright wrote a perceptive essay in which she clearly distinguished causal relations from associations, introduced philosophers to Simpson’s paradox, articulated the difficulties for reductive probabilistic analyses of causation that flow from these observations, and connected causal relations with strategies of action (Cartwright 1979). Five years later, without appreciating her essay, I and my (then) students began to develop formal representations of causal and probabilistic relations, which, subsequently informed by the work of computer scientists and statisticians, led eventually to a practical theory of causal inference and prediction, a theory incorporating some of the sensibilities Cartwright had voiced (Glymour et al. 1987; Spirtes et al. 1993). That theory, and ideas related to it, have become a subfield of computer science with contributions far deeper than mine from many sources, and its inferential and predictive techniques have been successfully applied in biology, economics, educational research, geology and space physics.

Linear structural equation models (SEMs) are widely used in sociology, econometrics, biology, and other sciences. A SEM (without free parameters) has two parts: a probability distribution (in the Normal case specified by a set of linear structural equations and a covariance matrix among the “error” or “disturbance” terms), and an associated path diagram corresponding to the causal relations among variables specified by the structural equations and the correlations among the error terms. It is often thought that the path diagram is nothing more than a heuristic device for illustrating the assumptions of the model. However, in this paper, we will show how path diagrams can be used to solve a number of important problems in structural equation modelling.