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格兰杰因果关系——构型视角下的统计分析。

Granger causality--statistical analysis under a configural perspective.

作者信息

von Eye Alexander, Wiedermann Wolfgang, Mun Eun-Young

机构信息

Michigan State University, 316 Psychology Building, East Lansing, MI, 48824-1116, USA,

出版信息

Integr Psychol Behav Sci. 2014 Mar;48(1):79-99. doi: 10.1007/s12124-013-9243-1.

DOI:10.1007/s12124-013-9243-1
PMID:23955018
Abstract

The concept of Granger causality can be used to examine putative causal relations between two series of scores. Based on regression models, it is asked whether one series can be considered the cause for the second series. In this article, we propose extending the pool of methods available for testing hypotheses that are compatible with Granger causation by adopting a configural perspective. This perspective allows researchers to assume that effects exist for specific categories only or for specific sectors of the data space, but not for other categories or sectors. Configural Frequency Analysis (CFA) is proposed as the method of analysis from a configural perspective. CFA base models are derived for the exploratory analysis of Granger causation. These models are specified so that they parallel the regression models used for variable-oriented analysis of hypotheses of Granger causation. An example from the development of aggression in adolescence is used. The example shows that only one pattern of change in aggressive impulses over time Granger-causes change in physical aggression against peers.

摘要

格兰杰因果关系的概念可用于检验两个分数序列之间假定的因果关系。基于回归模型,研究的问题是一个序列是否可被视为另一个序列的原因。在本文中,我们建议通过采用构型视角来扩展可用于检验与格兰杰因果关系兼容的假设的方法库。这种视角允许研究人员假定效应仅存在于特定类别或数据空间的特定部分,而不存在于其他类别或部分。构型频率分析(CFA)被提议作为从构型视角进行分析的方法。推导了用于格兰杰因果关系探索性分析的CFA基础模型。这些模型的设定方式与用于格兰杰因果关系假设的变量导向分析的回归模型平行。文中使用了一个青少年攻击行为发展的例子。该例子表明,随着时间推移,只有攻击冲动的一种变化模式能格兰杰引起对同伴身体攻击行为的变化。

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