Dear All, I hope this is not too off topic. I am given a set of scatteplots (nothing too fancy; think about a normal x-y 2D plot). I do not deal with two time series (indeed I have no info about time). If I call A=(A1,A2,...) and B=(B1, B2, ...) the 2 variables (two vectors of numbers most of the case, but sometimes they can be categorical variables), I can plot one against the other and I essentially I need to determine whether
A=f(B, noise) or B=g(A, noise) where the noise is the effect of other possibly unknown variables, measurement errors etc.... and f and g are two functions. Without the noise, if I want to test if A=f(B) [B causes A], then I need at least to ensure that f(B1)!=f(B2) must imply B1!=B2 (different effects must have a different cause), whereas it is not ruled out that f(B1)=f(B2) for B1!=B2 (different causes may lead to the same effect). However, in presence of the noise, these properties will hold only approximately so....any idea about how a statistical test, rather than eyeballing, to tell apart A=f(B, noise) vs B=g(A, noise)? Any suggestion is welcome. Lorenzo ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
