Test for causality

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Test for causality

Postby suella_rodrigues » Mon Aug 17, 2020 9:30 pm

Dear Prof.

Can the Granger causality test be used to test causal relations between the dependent (choice variable) and independent variables(other than the attributes)? For instance, in my study I model preferences to animal welfare. How then can I establish causality: Do my preferences influence my consumption behaviour or the other way around?

Maria
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Re: Test for causality

Postby Michiel Bliemer » Tue Aug 18, 2020 10:49 am

In my understanding, causality cannot be established or tested in regular choice models.
Granger causality is specific to time series data, which is different from typical choice data. Maybe if you somehow collect "dynamic" choice data it is possible?

Michiel
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