Glossary · Marketing Engineering

Causal Inference

also: causal graph · DAG · directed acyclic graph

Definition

Causal inference is the statistical machinery for estimating causal effects from data rather than just describing correlations. In marketing it involves directed acyclic graphs (DAGs) for identifying confounders, instrumental variables for unobserved confounding, and quasi-experimental methods like difference-in-differences and synthetic control.

Pearl's causal framework distinguishes three rungs: (1) association (P(Y|X)), (2) intervention (P(Y|do(X))), and (3) counterfactuals. Marketing measurement typically needs rung 2. DAGs let practitioners reason about which variables must be controlled (back-door criterion) and which should not be (colliders). Methods include propensity score matching, instrumental variables, difference-in-differences, synthetic control, and Bayesian structural time series (CausalImpact).

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