A review of methods of di
Table of Contents
About the Editors xv
Notes on Contributors xvii
Acknowledgments xxi
Preface xxiii
Part I Fundamental Concepts of Direction Dependence 1
1 From Correlation to Direction Dependence Analysis 1888–2018 3
Yadolah Dodge and Valentin Rousson
1.1 Introduction 3
1.2 Correlation as a Symmetrical Concept of X and Y 4
1.3 Correlation as an Asymmetrical Concept of X and Y 5
1.4 Outlook and Conclusions 6
References 6
2 Direction Dependence Analysis: Statistical Foundations and Applications 9
Wolfgang Wiedermann, Xintong Li, and Alexander von Eye
2.1 Some Origins of Direction Dependence Research 11
2.2 Causation and Asymmetry of Dependence 13
2.3 Foundations of Direction Dependence 14
2.3.1 Data Requirements 15
2.3.2 DDA Component I: Distributional Properties of Observed Variables 16
2.3.3 DDA Component II: Distributional Properties of Errors 19
2.3.4 DDA Component III: Independence Properties 20
2.3.5 Presence of Confounding 21
2.3.6 An Integrated Framework 24
2.4 Direction Dependence in Mediation 29
2.5 Direction Dependence in Moderation 32
2.6 Some Applications and Software Implementations 34
2.7 Conclusions and Future Directions 36
References 38
3 The Use of Copulas for Directional Dependence Modeling 47
Engin A. Sungur
3.1 Introduction and Definitions 47
3.1.1 Why Copulas? 48
3.1.2 Defining Directional Dependence 48
3.2 Directional Dependence Between Two Numerical Variables 51
3.2.1 Asymmetric Copulas 52
3.2.2 Regression Setting 59
3.2.3 An Alternative Approach to Directional Dependence 62
3.3 Directional Association Between Two Categorical Variables 70
3.4 Concluding Remarks and Future Directions 74
References 75
Part II Direction Dependence in Continuous Variables 79
4 Asymmetry Properties of the Partial Correlation Coefficient: Foundations for Covariate Adjustment in Distribution-Based Direction Dependence Analysis 81
Wolfgang Wiedermann
4.1 Asymmetry Properties of the Partial Correlation Coefficient 84
4.2 Direction Dependence Measures when Errors Are Non-Normal 86
4.3 Statistical Inference on Direction Dependence 89
4.4 Monte-Carlo Simulations 90
4.4.1 Study I: Parameter Recovery 90
4.4.1.1 Results 91
4.4.2 Study II: CI Coverage and Statistical Power 91
4.4.2.1 Type I Error Coverage 94
4.4.2.2 Statistical Power 94
4.5 Data Example 98
4.6 Discussion 101
4.6.1 Relation to Causal Inference Methods 103
References 105
5 Recent Advances in Semi-Parametric Methods for Causal Discovery 111
Shohei Shimizu and Patrick Blöbaum
5.1 Introduction 111
5.2 Linear Non-Gaussian Methods 113
5.2.1 LiNGAM 113
5.2.2 Hidden Common Causes 115
5.2.3 Time Series 118
5.2.4 Multiple Data Sets 119
5.2.5 Other Methodological Issues 119
5.3 Nonlinear Bivariate Methods 119
5.3.1 Additive Noise Models 120
5.3.1.1 Post-Nonlinear Models 121
5.3.1.2 Discrete Additive Noise Models 121
5.3.2 Independence of Mechanism and Input 121
5.3.2.1 Information-Geometric Approach for Causal Inference 122
5.3.2.2 Causal Inference with Unsupervised Inverse Regression 123
5.3.2.3 Approximation of Kolmogorov Complexities via the Minimum Description Length Principle 123
5.3.2.4 Regression Error Based Causal Inference 124
5.3.3 Applications to Multivariate Cases 125
5.4 Conclusion 125
References 126
6 Assumption Checking for Directional Causality Analyses 131
Phillip K. Wood
6.1 Epistemic Causality 135
6.1.1 Example Data Set 136
6.2 Assessment of Functional Form: Loess Regression 137
6.3 Influential and Outlying Observations 140
6.4 Directional Dependence Based on All Available Data 141
6.4.1 Studentized Deleted Residuals 143
6.4.2 Lever 143
6.4.3 DFFITS 144
6.4.4 DFBETA 145
6.4.5 Results from Influence Diagnostics 145
6.4.6 Directional Dependence Based on Factor Scores 148
6.5 Directional Dependence Based on Latent Difference Scores 149
6.6 Direction Dependence Based on State-Trait Models 153
6.7 Discussion 156
References 163
7 Complete Dependence: A Survey 167
Santi Tasena
7.1 Basic Properties 168
7.2 Measure of Complete Dependence 171
7.3 Example Calculation 177
7.4 Future Works and Open Problems 180
References 181
Part III Direction Dependence in Categorical Variables 183
8 Locating Direction Dependence Using Log-Linear Modeling, Configural Frequency Analysis, and Prediction Analysis 185
Alexander von Eye and Wolfgang Wiedermann
8.1 Specifying Directional Hypotheses in Categorical Variables 187
8.2 Types of Directional Hypotheses 192
8.2.1 Multiple Premises and Outcomes 192
8.3 Analyzing Event-Based Directional Hypotheses 193
8.3.1 Log-Linear Models of Direction Dependence 193
8.3.1.1 Identification Issues 197
8.3.2 Confirmatory Configural Frequency Analysis (CFA) of Direction Dependence 198
8.3.3 Prediction Analysis of Cross-Classifications 200
8.3.3.1 Descriptive Measures of Prediction Success 202
8.4 Data Example 203
8.4.1 Log-Linear Analysis 205
8.4.2 Configural Analysis 206
8.4.3 Prediction Analysis 208
8.5 Reversing Direction of Effect 209
8.5.1 Log-Linear Modeling of the Re-Specified Hypotheses 209
8.5.2 CFA of the Re-Specified Hypotheses 210
8.5.3 PA of the Re-Specified Hypotheses 212
8.6 Discussion 212
References 215
9 Recent Developments on Asymmetric Association Measures for Contingency Tables 219
Xiaonan Zhu, Zheng Wei, and Tonghui Wang
9.1 Introduction 219
9.2 Measures on Two-Way Contingency Tables 220
9.2.1 Functional Chi-Square Statistic 220
9.2.2 Measures of Complete Dependence 222
9.2.3 A Measure of Asymmetric Association Using Subcopula-Based Regression 223
9.3 Asymmetric Measures of Three-Way Contingency Tables 225
9.3.1 Measures of Complete Dependence for Three Way Contingency Table 225
9.3.2 Subcopula Based Measure for Three Way Contingency Table 232
9.3.3 Estimation 235
9.4 Simulation of Three-Way Contingency Tables 237
9.5 Real Data of Three-Way Contingency Tables 239
References 240
10 Analysis of Asymmetric Dependence for Three-Way Contingency Tables Using the Subcopula Approach 243
Daeyoung Kim and Zheng Wei
10.1 Introduction 243
10.2 Review on Subcopula Based Asymmetric Association Measure for Ordinal Two-Way Contingency Table 245
10.3 Measure of Asymmetric Association for Ordinal Three-Way Contingency Tables via Subcopula Regression 248
10.3.1 Subcopula Regression-Based Asymmetric Association Measures 248
10.3.2 Estimation 251
10.4 Numerical Examples 253
10.4.1 Sensitivity Analysis 253
10.4.2 Data Analysis 257
10.5 Conclusion 260
10.A Appendix 261
10.A.1 The Proof of Proposition 10.1 261
References 262
Part IV Applications and Software 265
11 Distribution-Based Causal Inference: A Review and Practical Guidance for Epidemiologists 267
Tom Rosenström and Regina García-Velázquez
11.1 Introduction 267
11.2 Direction of Dependence in Linear Regression 268
11.3 Previous Epidemiologic Applications of Distribution-Based Causal Inference 271
11.4 A Running Example: Re-Visiting the Case of Sleep Problems and Depression 273
11.5 Evaluating the Assumptions in Practical Work 274
11.5.1 Testing Linearity 275
11.5.2 Testing Non-Normality 276
11.5.3 Testing Independence 277
11.6 Distribution-Based Causality Estimates for the Running Example 278
11.7 Conducting Sensitivity Analyses 279
11.7.1 Convergent Evidence from Multiple Estimators 279
11.7.2 Simulation-Based Analysis of Robustness to Latent Confounding 279
11.7.2.1 Obtain Data-Based Parameters 281
11.7.2.2 Defining Parameters and Simulation Conditions 281
11.7.2.3 Defining the Simulation Model 282
11.7.2.4 Run Simulation and Interpret Results 283
11.8 Simulation-Based Analysis of Statistical Power 284
11.9 Triangulating Causal Inferences 288
11.10 Conclusion 291
References 292
12 Determining Causality in Relation to Early Risk Factors for ADHD: The Case of Breastfeeding Duration 295
Joel T. Nigg, Diane D. Stadler, Alexander von Eye, and Wolfgang Wiedermann
12.1 Method 298
12.1.1 Participants 298
12.1.1.1 Recruitment and Identification 298
12.1.1.2 Parental Psychopathology 299
12.1.1.3 Ethical Standards 300
12.1.2 Exclusion Criteria 300
12.1.2.1 Assessment of Breastfeeding Duration 300
12.1.3 Covariates 301
12.1.3.1 Parental Education 301
12.1.3.2 Primary Residence and Family Income 301
12.1.3.3 Parental Occupational Status 301
12.1.4 Data Reduction and Data Analysis 301
12.1.4.1 Parental ADHD 301
12.1.4.2 Data Reduction 301
12.1.4.3 Data Analysis 302
12.2 Results 304
12.2.1 Study Participant Demographic and Clinical Characteristics 304
12.3 Discussion 316
12.3.1 Limitations 317
12.3.2 Question of Causality 317
Acknowledgments 318
References 318
13 Direction of Effect Between Intimate Partner Violence and Mood Lability: A Granger Causality Model 325
G. Anne Bogat, Alytia A. Levendosky, Jade E. Kobayashi, and Alexander von Eye
13.1 Introduction 325
13.1.1 Definitions and Frequency of IPV 326
13.1.2 Depression, Mood and IPV 329
13.1.2.1 Depression and IPV 329
13.1.2.2 Mood and IPV 330
13.1.3 Summary 332
13.2 Methods 333
13.2.1 Participants 333
13.2.2 Measures 333
13.2.2.1 Daily Diary Questions 333
13.2.3 Procedures 334
13.3 Results 334
13.3.1 Data Consolidation 334
13.3.2 Descriptive Statistics 335
13.3.3 Model Development 335
13.3.4 Granger Causality Analyses 337
13.4 Discussion 341
References 343
14 On the Causal Relation of Academic Achievement and Intrinsic Motivation: An Application of Direction Dependence Analysis Using SPSS Custom Dialogs 351
Xintong Li and Wolfgang Wiedermann
14.1 Direction of Dependence in Linear Regression 352
14.1.1 Distributional Properties of x and y 353
14.1.2 Distributional Properties of ex and ey 354
14.1.3 Independence of Error Terms with Predictor Variable 355
14.1.4 DDA in Confounded Models 356
14.1.5 DDA in Multiple Linear Regression Models 356
14.2 The Causal Relation of Intrinsic Motivation and Academic Achievement 359
14.2.1 High School Longitudinal Study 2009 360
14.3 Direction Dependence Analysis Using SPSS 363
14.3.1 Variable Distributions and Assumption Checks 363
14.3.2 Residual Distributions 366
14.3.3 Independence Properties 368
14.3.4 Summary of DDA Results 369
14.4 Conclusions 371
14.4.1 Extensions and Future Work 372
References 372
Author Index 379
Subject Index 395
