ims.08

IMS

Session Title: Wald Lecture II

Session Slot: 10:30-12:20 Tuesday

Estimated Audience Size:

AudioVisual Request: Two Overheads

Session Title: Wald Lecture II

Theme Session: No

Applied Session: No

Session Organizer: Lindsay, Bruce The Pennsylvania University

Address: 422 Thomas Building, Department of Statistics, University Park, PA16802

Phone: (814)865-1220

Fax: (814) 863-7114

Email: bgl@psu.edu

Session Timing: 110 minutes total (Sorry about format):

Opening Remarks by Chair - 5 minutes First Speaker - 90 minutes Floor Discusion - 10 minutes

Session Chair: Varadhan, S. R. S. New York University

Address: Mathematics Department, New York University

Phone:

Fax:

Email: annals@cims.nyu.edu

1. (From Association to Causation Through Regression)

Freedman, David,   University of California at Berkeley

Address: Department of Statistics University of California, Berkeley, CA 94720-4735

Phone: 510-642-2781

Fax:

Email: freedman@stat.berkeley.edu

Abstract: For nearly a century, investigators in the social sciences have used regression models to deduce cause-and-effect relationships from patterns of association. Path models and automated search procedures are more recent developments. In my view, this enterprise has not been successful. The models tend to neglect the difficulties in establishing causal relations, and the mathematical complexities tend to obscure rather than clarify the assumptions on which the analysis is based.

Formal statistical inference is, by its nature, conditional. If maintained hypotheses $A, B, C, \dots$ hold, then H can be tested against the data. However, if $A, B, C, \dots$ remain in doubt, so must inferences about H. Careful scrutiny of maintained hypotheses should therefore be a critical part of empirical work--a principle honored more often in the breach than the observance.

I will discuss modeling techniques that seem to convert association into causation. The object is to clarify the differences among the various uses of regression, and the difficulties in making causal inferences by modeling.

List of speakers who are nonmembers: None