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Related papers: Stein-like Estimators for Causal Mediation Analysi…

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Causal mediation analysis examines causal pathways linking exposures to disease. The estimation of interventional effects, which are mediation estimands that overcome certain identifiability problems of natural effects, has been advanced…

This paper provides robust estimators and efficient inference of causal effects involving multiple interacting mediators. Most existing works either impose a linear model assumption among the mediators or are restricted to handle…

Methodology · Statistics 2024-01-12 Haoyu Wei , Hengrui Cai , Chengchun Shi , Rui Song

This paper develops methods for estimating the natural direct and indirect effects in causal mediation analysis. The efficient influence function-based estimator (EIF-based estimator) and the inverse probability weighting estimator (IPW…

Methodology · Statistics 2025-12-11 Kentaro Kawato

We propose an improved LASSO estimation technique based on Stein-rule. We shrink classical LASSO estimator using preliminary test, shrinkage, and positive-rule shrinkage principle. Simulation results have been carried out for various…

Statistics Theory · Mathematics 2015-03-18 A. K. Md. Ehsanes Saleh , Enayetur Raheem

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

Two-stage least squares (TSLS) estimators and variants thereof are widely used to infer the effect of an exposure on an outcome using instrumental variables (IVs). They belong to a wider class of two-stage IV estimators, which are based on…

Methodology · Statistics 2015-10-08 Stijn Vansteelandt , Vanessa Didelez

Instrumental variable (IV) methods allow us the opportunity to address unmeasured confounding in causal inference. However, most IV methods are only applicable to discrete or continuous outcomes with very few IV methods for censored…

Methodology · Statistics 2020-09-30 Youjin Lee , Edward H. Kennedy , Nandita Mitra

We propose logit-based IV and augmented logit-based IV estimators that serve as alternatives to the traditionally used 2SLS estimator in the model where both the endogenous treatment variable and the corresponding instrument are binary. Our…

Econometrics · Economics 2026-02-19 Denis Chetverikov , Jinyong Hahn , Zhipeng Liao , Shuyang Sheng

Influence function (IF)-based estimators are widely used in mediation analysis due to their modeling flexibility, but standard implementations require direct estimation of the distribution functions of the mediator and treatment variables.…

Methodology · Statistics 2026-02-10 Chang Liu , AmirEmad Ghassami

In different fields of applications including, but not limited to, behavioral, environmental, medical sciences and econometrics, the use of panel data regression models has become increasingly popular as a general framework for making…

Methodology · Statistics 2020-05-15 Beste Hamiye Beyaztas , Soutir Bandyopadhyay

Causal mediation analysis with random interventions has become an area of significant interest for understanding time-varying effects with longitudinal and survival outcomes. To tackle causal and statistical challenges due to the complex…

Methodology · Statistics 2023-04-12 Zeyi Wang , Lars van der Laan , Maya Petersen , Thomas Gerds , Kajsa Kvist , Mark van der Laan

Causal indirect and direct effects provide an interpretable method for decomposing the total effect of an exposure on an outcome into the effect through a mediator and the effect through all other pathways. When the mediator is a biomarker,…

Methodology · Statistics 2021-08-02 Ariel Chernofsky , Ronald J. Bosch , Judith J. Lok

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

The goal of causal mediation analysis, often described within the potential outcomes framework, is to decompose the effect of an exposure on an outcome of interest along different causal pathways. Using the assumption of sequential…

Methodology · Statistics 2021-11-09 Lexi Rene , Antonio R. Linero , Elizabeth Slate

This paper introduces R-OLS, an estimator for the average partial effect (APE) of a continuous treatment variable on an outcome variable in the presence of non-linear and non-additively separable confounding of unknown form. Identification…

Econometrics · Economics 2025-02-17 Julius Schäper

This paper studies the challenging problem of estimating causal effects from observational data, in the presence of unobserved confounders. The two-stage least square (TSLS) method and its variants with a standard instrumental variable (IV)…

Machine Learning · Computer Science 2023-10-04 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

Causal mediation analysis in cluster-randomized trials (CRTs) is complicated by the presence of multiple mediators, intracluster correlation, and within-cluster interference. Existing mediation methods often fall short in accommodating…

Methodology · Statistics 2026-04-14 Jiaqi Tong , Chao Cheng , Fan Li

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

While estimation of the marginal (total) causal effect of a point exposure on an outcome is arguably the most common objective of experimental and observational studies in the health and social sciences, in recent years, investigators have…

Statistics Theory · Mathematics 2012-10-18 Eric J. Tchetgen Tchetgen , Ilya Shpitser

We study instrumental-variable designs where policy reforms strongly shift the distribution of an endogenous variable but only weakly move its mean. We formalize this by introducing distributional relevance: instruments may be purely…

Econometrics · Economics 2026-02-12 Rowan Cherodian , Guy Tchuente