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LiNGAM Model

In the bivariate case, the authors assume that the variables X and Y are non Gaussian, as well as standardized to zero mean and unit variance. The goal is to distinguish between candidate linear causal models. The first is denoted by X → Y and defined as: Y:=ρX+NYY:=\rho X+N_Y with X ⁣ ⁣ ⁣NYX \perp \!\!\! \perp N_Y The second model with orientation Y → X is defined as: X:=ρY+NXX:=\rho Y+N_X with Y ⁣ ⁣ ⁣NXY \perp \!\!\! \perp N_X The parameter ρ is the same in the two models because it is equal to the correlation coefficient between X and Y

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Updated 2020-07-24

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Data Science