“…In Step 1, we apply the frequentist node‐wise parent selection method proposed in our earlier work
17 to estimate a coefficients matrix that satisfies the acyclic constraint while encouraging sparsity. We then mismatch data with (estimated) graph structures when estimating causal effects again in Step 2 to obtain
and
, which can (and usually do) differ from the coefficients matrix estimates in Step 1, that is,
and
.…”