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In causal analysis, understanding the causal mechanisms through which an intervention or treatment affects an outcome is often of central interest. We propose a test to evaluate (i) whether the causal effect of a treatment that is randomly…

Econometrics · Economics 2026-03-05 Martin Huber , Kevin Kloiber , Lukáš Lafférs

This study demonstrates the existence of a testable condition for the identification of the causal effect of a treatment on an outcome in observational data, which relies on two sets of variables: observed covariates to be controlled for…

Econometrics · Economics 2026-05-20 Martin Huber , Jannis Kueck

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…

Econometrics · Economics 2026-05-20 Nicolas Apfel , Julia Hatamyar , Martin Huber , Jannis Kueck

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

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 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

Causal mediation analysis can improve understanding of the mechanisms underlying epidemiologic associations. However, the utility of natural direct and indirect effect estimation has been limited by the assumption of no confounder of the…

Applications · Statistics 2020-06-16 Kara E. Rudolph , Oleg Sofrygin , Wenjing Zheng , Mark J. van der Laan

In randomized trials, researchers are often interested in mediation analysis to understand how a treatment works, in particular how much of a treatment's effect is mediated by an intermediated variable and how much the treatment directly…

Methodology · Statistics 2013-01-01 Dylan S. Small

Deciding on an appropriate intervention requires a causal model of a treatment, the outcome, and potential mediators. Causal mediation analysis lets us distinguish between direct and indirect effects of the intervention, but has mostly been…

Machine Learning · Computer Science 2023-06-19 Çağlar Hızlı , ST John , Anne Juuti , Tuure Saarinen , Kirsi Pietiläinen , Pekka Marttinen

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

In causal mediation analysis, identification of existing causal direct or indirect effects requires untestable assumptions in which potential outcomes and potential mediators are independent. This paper defines a new causal direct and…

Methodology · Statistics 2020-09-29 Takahiro Hoshino

In interventional health studies, causal mediation analysis can be employed to investigate mechanisms through which the intervention affects the targeted health outcome. Identifying direct and indirect (i.e. mediated) effects from empirical…

Causal mediation analysis is used to evaluate direct and indirect causal effects of a treatment on an outcome of interest through an intermediate variable or a mediator.It is difficult to identify the direct and indirect causal effects…

Applications · Statistics 2020-01-14 Wei Li , Chunchen Liu , Zhi Geng , John Murray

The hypothesis of homogeneous treatment effects is central to the instrumental variables literature. This assumption signifies that treatment effects are constant across all subjects. It allows to interpret instrumental variable estimates…

Econometrics · Economics 2023-04-17 Jad Beyhum , Jean-Pierre Florens , Elia Lapenta , Ingrid Van Keilegom

Traditional mediation analysis typically examines the relations among an intervention, a time-invariant mediator, and a time-invariant outcome variable. Although there may be a direct effect of the intervention on the outcome, there is a…

Applications · Statistics 2020-08-28 Xizhen Cai , Donna L. Coffman , Megan E. Piper , Runze Li

Mediation analysis is an important analytic tool commonly used in a broad range of scientific applications. In this article, we study the problem of mediation analysis when there are multivariate and conditionally dependent mediators, and…

Methodology · Statistics 2025-01-28 Lan Luo , Chengchun Shi , Jitao Wang , Zhenke Wu , Lexin Li

Mediation analysis breaks down the causal effect of a treatment on an outcome into an indirect effect, acting through a third group of variables called mediators, and a direct effect, operating through other mechanisms. Mediation analysis…

Applications · Statistics 2025-05-13 Judith Abécassis , Houssam Zenati , Sami Boumaïza , Julie Josse , Bertrand Thirion

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…

Inferring causal relationships from observational data is often challenging due to endogeneity. This paper provides new identification results for causal effects of discrete, ordered and continuous treatments using multiple binary…

Econometrics · Economics 2024-10-21 Nadja van 't Hoff
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