DPI: The Directed Prediction Index for Causal Direction Inference from Observational Data
Han‐Wu‐Shuang Bao · 2025
The Directed Prediction Index ('DPI') is a simulation-based and conservative method for quantifying the relative endogeneity (relative dependence) of outcome (Y) versus predictor (X) variables in multiple linear regression models. By comparing the proportion of variance explained (R-squared) between the Y-as-outcome model and the X-as-outcome model while controlling for a sufficient number of potential confounding variables, it suggests a more plausible influence direction from a more exogenous variable (X) to a more endogenous variable (Y). Methodological details are provided at .