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Mediation analysis is difficult when the number of potential mediators is larger than the sample size. In this paper we propose new inference procedures for the indirect effect in the presence of high-dimensional mediators for linear…

Methodology · Statistics 2019-10-29 Ruixuan Rachel Zhou , Liewei Wang , Sihai Dave Zhao

Causal mediation analysis has been extended to estimate path-specific effects with multiple intermediate variables, isolating treatment effects through a mediator of interest while excluding pathways through its ancestors. Such analyses…

Methodology · Statistics 2026-05-12 Yang Bai , Sihan Wu , Baoluo Sun , Yifan Cui

We report assumption-free bounds for any contrast between the probabilities of the potential outcome under exposure and non-exposure when the confounders are missing not at random. We assume that the missingness mechanism is…

Methodology · Statistics 2024-11-04 Jose M. Peña

To investigate causal mechanisms, causal mediation analysis decomposes the total treatment effect into the natural direct and indirect effects. This paper examines the estimation of the direct and indirect effects in a general treatment…

Statistics Theory · Mathematics 2024-01-24 Lukang Huang , Wei Huang , Oliver Linton , Zheng Zhang

Causal inference from observational data is crucial for many disciplines such as medicine and economics. However, sharp bounds for causal effects under relaxations of the unconfoundedness assumption (causal sensitivity analysis) are subject…

Machine Learning · Computer Science 2023-10-17 Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

Causal mediation analysis has historically been limited in two important ways: (i) a focus has traditionally been placed on binary treatments and static interventions, and (ii) direct and indirect effect decompositions have been pursued…

Methodology · Statistics 2022-01-13 Nima S. Hejazi , Kara E. Rudolph , Mark J. van der Laan , Iván Díaz

Causal mediation analysis is a powerful tool for disentangling the total effect of a treatment into its direct effect on the outcome and its indirect effect mediated through an intermediate variable. However, in observational studies,…

Econometrics · Economics 2026-04-28 Yuhao Deng , Haoyu Wei , Zhongzhe Ouyang

This paper combines causal mediation analysis with double machine learning to control for observed confounders in a data-driven way under a selection-on-observables assumption in a high-dimensional setting. We consider the average indirect…

Econometrics · Economics 2021-02-17 Helmut Farbmacher , Martin Huber , Lukáš Lafférs , Henrika Langen , Martin Spindler

We propose a novel approach for causal mediation analysis based on changes-in-changes assumptions restricting unobserved heterogeneity over time. This allows disentangling the causal effect of a binary treatment on a continuous outcome into…

Econometrics · Economics 2020-10-13 Martin Huber , Mark Schelker , Anthony Strittmatter

Mediation analysis is widely used in health science research to evaluate the extent to which an intermediate variable explains an observed exposure-outcome relationship. However, the validity of analysis can be compromised when the exposure…

Methodology · Statistics 2025-03-06 Chao Cheng , Donna Spiegelman , Fan Li

We propose a set of causal estimands that we call the "mediated probabilities of causation." These estimands quantify the probabilities that an observed negative outcome was induced via a mediating pathway versus a direct pathway in a…

Methodology · Statistics 2025-02-14 Max Rubinstein , Maria Cuellar , Daniel Malinsky

We examine interval estimation of the effect of a treatment T on an outcome Y given the existence of an unobserved confounder U. Using H\"older's inequality, we derive a set of bounds on the confounding bias |E[Y|T=t]-E[Y|do(T=t)]| based on…

Machine Learning · Computer Science 2021-07-14 Serge Assaad , Shuxi Zeng , Henry Pfister , Fan Li , Lawrence Carin

Mediation analysis in causal inference has traditionally focused on binary exposures and deterministic interventions, and a decomposition of the average treatment effect in terms of direct and indirect effects. In this paper we present an…

Methodology · Statistics 2020-11-17 Iván Díaz , Nima Hejazi

Mediation analysis allows one to use observational data to estimate the importance of each potential mediating pathway involved in the causal effect of an exposure on an outcome. However, current approaches to mediation analysis with…

Unmeasured confounding may undermine the validity of causal inference with observational studies. Sensitivity analysis provides an attractive way to partially circumvent this issue by assessing the potential influence of unmeasured…

Statistics Theory · Mathematics 2015-07-15 Peng Ding , Tyler VanderWeele

Sensitivity analysis is important to assess the impact of unmeasured confounding in causal inference from observational studies. The marginal sensitivity model (MSM) provides a useful approach in quantifying the influence of unmeasured…

Methodology · Statistics 2025-04-14 Yi Zhang , Wenfu Xu , Zhiqiang Tan

Mediation analysis aims at disentangling the effects of a treatment on an outcome through alternative causal mechanisms and has become a popular practice in biomedical and social science applications. The causal framework based on…

Methodology · Statistics 2024-09-27 Allan Jerolon , Laura Baglietto , Etienne Birmele , Vittorio Perduca , Flora Alarcon

Researchers are often interested in learning not only the effect of treatments on outcomes, but also the pathways through which these effects operate. A mediator is a variable that is affected by treatment and subsequently affects outcome.…

Methodology · Statistics 2021-12-22 Jeremiah Jones , Ashkan Ertefaie , Robert L. Strawderman

Mediation analysis seeks to identify and quantify the paths by which an exposure affects an outcome. Intermediate variables which are effected by the exposure and which effect the outcome are known as mediators. There exists extensive work…

Methodology · Statistics 2020-11-13 James P. Long , Ehsan Irajizad , James D. Doecke , Kim-Anh Do , Min Jin Ha

For sensitivity analysis against unmeasured confounding, we build on the marginal sensitivity model (MSM) and propose a new model, deMSM, by incorporating a second constraint on the shift of potential outcome distributions caused by…

Methodology · Statistics 2025-05-21 Yi Zhang , Wenfu Xu , Zhiqiang Tan