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In causal inference, it is common to estimate the causal effect of a single treatment variable on an outcome. However, practitioners may also be interested in the effect of simultaneous interventions on multiple covariates of a fixed target…

Methodology · Statistics 2022-11-24 Jaime Roquero Gimenez , Dominik Rothenhäusler

We study high-dimensional mediation analysis in which exposures, mediators, and outcomes are all multivariate, and both exposures and mediators may be high-dimensional. We formalize this as a many (exposures)-to-many (mediators)-to-many…

Natural direct and indirect effects decompose the effect of a treatment into the part that is mediated by a covariate (the mediator) and the part that is not. Their definitions rely on the concept of outcomes under treatment with the…

Methodology · Statistics 2015-09-02 Judith J. Lok

Causal mediation analysis provides techniques for defining and estimating effects that may be endowed with mechanistic interpretations. With many scientific investigations seeking to address mechanistic questions, causal direct and indirect…

We propose a test for the identification of causal effects in mediation and dynamic treatment models that is based on two sets of observed variables, namely covariates to be controlled for and suspected instruments, building on the test by…

Econometrics · Economics 2024-06-21 Martin Huber , Kevin Kloiber , Lukas Laffers

Given a binary treatment and a binary mediator, mediation analysis decomposes the total effect of the treatment on an outcome variable into direct and indirect effects. However, the existing decompositions are "path-dependent", and…

Methodology · Statistics 2021-10-14 Myoung-jae Lee

Mediation analysis draws increasing attention in many scientific areas such as genomics, epidemiology and finance. In this paper, we propose new statistical inference procedures for high dimensional mediation models, in which both the…

Methodology · Statistics 2021-08-30 Xu Guo , Runze Li , Jingyuan Liu , Mudong Zeng

We propose a difference-in-differences (DiD) framework with mediation for possibly multivalued discrete or continuous treatments and mediators, aimed at identifying the direct effect of the treatment on the outcome (net of effects operating…

Econometrics · Economics 2026-03-02 Martin Huber , Sarina Joy Oberhänsli

Mediation analysis aims to decipher the underlying causal mechanisms between an exposure, an outcome, and intermediate variables called mediators. Initially developed for fixed-time mediator and outcome, it has been extended to the…

Methodology · Statistics 2025-01-15 K. Le Bourdonnec , L. Valeri , C. Proust-Lima

Although the exposure can be randomly assigned in studies of mediation effects, any form of direct intervention on the mediator is often infeasible. As a result, unmeasured mediator-outcome confounding can seldom be ruled out. We propose…

Methodology · Statistics 2021-09-30 BaoLuo Sun , Ting Ye

How should researchers conduct causal inference when the outcome of interest is latent and measured imperfectly by multiple indicators? We develop a general nonparametric framework for identifying and estimating average treatment effects on…

Methodology · Statistics 2026-04-22 Jiawei Fu , Donald P. Green

Modern causal decision-making increasingly demands individualized treatment-effect estimation in networks where interventions are high-dimensional, combinatorial vectors. While network interference, effect heterogeneity, and…

Methodology · Statistics 2026-02-24 Yunping Lu , Haoang Chi , Qirui Hu , Zhiheng Zhang

To estimate direct and indirect effects of an exposure on an outcome from observed data strong assumptions about unconfoundedness are required. Since these assumptions cannot be tested using the observed data, a mediation analysis should…

Statistics Theory · Mathematics 2018-03-29 Anita Lindmark , Xavier de Luna , Marie Eriksson

Causal mediation analysis is an important statistical tool to quantify effects transmitted by intermediate variables from a cause to an outcome. There is a gap in mediation analysis methods to handle mixture mediator data that are…

Methodology · Statistics 2025-07-22 Meilin Jiang , Seonjoo Lee , A. James O'Malley , Pengfei Li , Zhigang Li

The interventional effects approach to causal mediation analysis is increasingly common in epidemiologic research, given its potential to address policy-relevant questions about hypothetical mediator interventions. Multiple imputation (MI)…

This tutorial provides a concise introduction to modern causal modeling by integrating potential outcomes and graphical methods. We motivate causal questions such as counterfactual reasoning under interventions and define binary treatments…

Methodology · Statistics 2025-06-27 Gauranga Kumar Baishya

Mediation analysis extending beyond single mediators has gained significant attention in recent years. However, related methods often assume the absence of unmeasured mediator-outcome confounding. To address this, we develop a mediation…

Methodology · Statistics 2026-03-31 Kang Shuai , Lan Liu , Yangbo He , Wei Li

We suggest double/debiased machine learning estimators of direct and indirect quantile treatment effects under a selection-on-observables assumption. This permits disentangling the causal effect of a binary treatment at a specific outcome…

Econometrics · Economics 2023-07-04 Yu-Chin Hsu , Martin Huber , Yu-Min Yen

Mediation analysis has been used in many disciplines to explain the mechanism or process that underlies an observed relationship between an exposure variable and an outcome variable via the inclusion of mediators. Decompositions of the…

Methodology · Statistics 2020-08-03 Xin Gao , Li Li , Li Luo

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops new estimation and inference procedures for multiple…

Econometrics · Economics 2019-07-08 Michael Lechner
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