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As severe dropout in single-cell RNA sequencing (scRNA-seq) degrades data quality, current methods for network inference face increased uncertainty from such data. To examine how dropout influences directional dependency inference from scRNA-seq data, we thus studied four methods based on discrete data that are model-free without parametric model assumptions. They include two established methods: conditional entropy and Kruskal-Wallis test, and two recent methods: causal inference by stochastic complexity and function index. We also included three non-directional methods for a contrast. On simulated data, function index performed most favorably at varying dropout rates, sample sizes, and discrete levels. On an scRNA-seq dataset from developing mouse cerebella, function index and Kruskal-Wallis test performed favorably over other methods in detecting expression of developmental genes as a function of time. Overall among the four methods, function index is most resistant to dropout for both directional and dependency inference. The next best choice, Kruskal-Wallis test, carries a directional bias towards a uniformly distributed variable. We conclude that a method robust to marginal distributions with a sufficiently large sample size can reap benefits of single-cell over bulk RNA sequencing in understanding molecular mechanisms at the cellular resolution.