Metode Penelitian untuk Penelitian Sebab-Akibat (Causal Relationship). Mis:" Pengaruh X thd Y "

1.     A causal relationship is when one variable causes a change in another variable. These types of relationships are investigated by experimental research in order to determine if changes in one variable actually result in changes in another variable.  http://psychology.about.com/od/researchmethods/ss/expdesintro_4.htm

2.     Causal research is conducted in order to identify the extent and nature of cause-and-effect relationships. Causal research can be conducted in order to assess impacts of specific changes on existing norms, various processes etc. Experiments are the most popular primary data collection methods in studies with causal research design.  http://research-methodology.net/research-methodology/research-design/conclusive-research/causal-research/

3.     Causal research: The objective of causal research is to test hypotheses about cause-and-effect relationships. If the objective is to determine which variable might be causing a certain behavior, i.e. whether there is a cause and effect relationship between variables, causal research must be undertaken. In order to determine causality, it is important to hold the variable that is assumed to cause the change in the other variable(s) constant and then measure the changes in the other variable(s). This type of research is very complex and the researcher can never be completely certain that there are not other factors influencing the causal relationship, especially when dealing with people’s attitudes and motivations. There are often much deeper psychological considerations, that even the respondent may not be aware of this is not true.  There are two research methods for exploring the cause and effect relationship between variables:  Experimentation, and Simulation[9] http://en.wikipedia.org/wiki/Exploratory_research

4.     Question: Any recommended techniques for testing causal relations? I want to test the causal relationship between a dependent and few independent financial variables. I am not sure whether my data is linearly related so I cannot apply linear regression with confidence. What other techniques can I explore? How to proceed?

4.

Answer : IMPORTANT: NO regression technique, NO statistical analysis at all can test a causal relationship. Causality is no property contained in the data. The ONLY way to address causality is to perform a controlled experiment, where you know, a priory, that only the arbitrarily changed condition (and nothing else) can be responsible for a possible change in the response.

If you have only observational data (what is often the case in econometrics), you can only speculate or hypothesize about causal relations. A correlation of the respective variables would then be "in accordance" with such a speculation, but it will never be a proof, not even a strong support. And the lack of a correlation would *not* indicate that there is no causal relation. http://www.researchgate.net/post/Any_recommended_techniques_for_testing_causal_relations