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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…

The restricted mean survival time (RMST) difference offers an interpretable causal contrast to estimate the treatment effect for time-to-event outcomes, yet a wide range of available estimators leaves limited guidance for practice. We…

Methodology · Statistics 2026-03-02 Charlotte Voinot , Clément Berenfeld , Imke Mayer , Bernard Sebastien , Julie Josse

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

In many medical studies, an ultimate failure event such as death is likely to be affected by the occurrence and timing of other intermediate clinical events. Both event times are subject to censoring by loss-to-follow-up but the nonterminal…

Methodology · Statistics 2021-01-18 Fei Gao , Fan Xia , Kwun Chuen Gary Chan

Treatment-induced confounders complicate analyses of time-varying treatment effects and causal mediation. Conditioning on these variables naively to estimate marginal effects may inappropriately block causal pathways and may induce spurious…

Applications · Statistics 2018-08-24 Geoffrey T. Wodtke , Zahide Alaca , Xiang Zhou

Mediation analysis is becoming an increasingly important tool in scientific studies. A central question in high-dimensional mediation analysis is to infer the significance of individual mediators. The main challenge is the sheer number of…

Methodology · Statistics 2021-02-23 Chengchun Shi , Lexin Li

Causal effect moderation investigates how the effect of interventions (or treatments) on outcome variables changes based on observed characteristics of individuals, known as potential effect moderators. With advances in data collection,…

Methodology · Statistics 2024-11-26 Soham Bakshi , Walter Dempsey , Snigdha Panigrahi

Two of the most important extensions of the basic regression model are moderated effects (due to interactions) and mediated effects (i.e. indirect effects). Combinations of these effects may also be present. In this work, an important, yet…

Methodology · Statistics 2022-08-17 Geert H. van Kollenburg , Marcel A. Croon

Recurrent events, including cardiovascular events, are commonly observed in biomedical studies. Researchers must understand the effects of various treatments on recurrent events and investigate the underlying mediation mechanisms by which…

Methodology · Statistics 2025-07-08 Yan-Lin Chen , Yan-Hong Chen , Pei-Fang Su , Huang-Tz Ou , An-Shun Tai

This paper proposes a debiased estimator for causal effects in high-dimensional generalized linear models with binary outcomes and general link functions. The estimator augments a regularized regression plug-in with weights computed from a…

Econometrics · Economics 2025-10-21 Jing Kong

Intensive longitudinal data, characterized by frequent measurements across numerous time points, are increasingly common due to advances in wearable devices and mobile health technologies. We consider evaluating causal mediation pathways…

Methodology · Statistics 2025-06-26 Tianchen Qian

Causal mediation analysis decomposes the total effect of a treatment on an outcome into the indirect effect, operating through the mediator, and the direct effect, operating through other pathways. One can estimate only the pure indirect…

Applications · Statistics 2025-07-16 Vindyani Herath , Ronald J. Bosch , Judith J. Lok

Natural experiments are a cornerstone of applied economics, providing settings for estimating causal effects with a compelling argument for treatment randomisation, but give little indication of the mechanisms behind causal effects. Causal…

Econometrics · Economics 2025-10-07 Senan Hogan-Hennessy

This Element offers a practical guide to estimating conditional marginal effects-how treatment effects vary with a moderating variable-using modern statistical methods. Commonly used approaches, such as linear interaction models, often…

Methodology · Statistics 2026-05-21 Jiehan Liu , Ziyi Liu , Yiqing Xu

Causal mediation analysis concerns the pathways through which a treatment affects an outcome. While most of the mediation literature focuses on settings with a single mediator, a flourishing line of research has examined settings involving…

Methodology · Statistics 2021-11-12 Xiang Zhou

Causal mediation analysis aims at disentangling a treatment effect into an indirect mechanism operating through an intermediate outcome or mediator, as well as the direct effect of the treatment on the outcome of interest. However, the…

Econometrics · Economics 2020-05-05 Martin Huber , Lukáš Lafférs

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

We study estimation and inference using data collected by reinforcement learning (RL) algorithms. These algorithms adaptively experiment by interacting with individual units over multiple stages, updating their strategies based on past…

Machine Learning · Statistics 2025-10-06 Vasilis Syrgkanis , Ruohan Zhan

In response to the unique challenge created by high-dimensional mediators in mediation analysis, this paper presents a novel procedure for testing the nullity of the mediation effect in the presence of high-dimensional mediators. The…

Methodology · Statistics 2025-05-28 Yinan Lin , Zijian Guo , Baoluo Sun , Zhenhua Lin

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