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LiNGAM Practical Evaluation
In Pairwise LiNGAM inference, the candidate linear causal models are evaluated by comparing their fit scores at a fixed complexity. The fit score used for comparison is the likelihood score, derived by Hyvärinen and Smith as:
where , and is the standardized log probability distribution function of the residual when regressing on . The score S_{Y rightarrow X} is computed similarly, and the causal direction is decided by comparing S_{X rightarrow Y} with S_{Y rightarrow X}.
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Updated 2026-06-12
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