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LiNGAM Practical Evaluation
The candidate models correspond to a restrictive class of mechanism and the comparison of the candidate models is based on comparison of fit scores at fixed complexity. The fit score used for comparison is the likelihood score derived by Hyvärinen and Smith in this case as: where and is the standardized log probability distribution function of the residual when regressing Y on X . is computed similarly and the causal direction is decided by comparing with .
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Updated 2020-07-24
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Data Science