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For binary outcome models, an endogeneity correction based on nonlinear rank-based transformations is proposed. Identification without external instruments is achieved under one of two assumptions: either the endogenous regressor is a…

Econometrics · Economics 2025-05-06 Alexander Mayer , Dominik Wied

In mediation analysis, the effect of an exposure (or treatment) on an outcome variable is decomposed into two components: a direct effect, which pertains to an immediate influence of the exposure on the outcome, and an indirect effect,…

Methodology · Statistics 2017-10-04 Marco Geraci , Alessandra Mattei

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

With reference to a single mediator context, this brief report presents a model-based strategy to estimate counterfactual direct and indirect effects when the response variable is ordinal and the mediator is binary. Postulating a logistic…

Methodology · Statistics 2022-10-25 Elena Stanghellini , Maria Kateri

Analyses of causal mediation often involve exposure-induced confounders or, relatedly, multiple mediators. In such applications, researchers aim to estimate a variety of different quantities, including interventional direct and indirect…

Methodology · Statistics 2025-06-18 Jesse Zhou , Geoffrey T. Wodtke

With multiple potential mediators on the causal pathway from a treatment to an outcome, we consider the problem of decomposing the effects along multiple possible causal path(s) through each distinct mediator. Under Pearl's path-specific…

Methodology · Statistics 2021-02-04 Wen Wei Loh , Beatrijs Moerkerke , Tom Loeys , Stijn Vansteelandt

Interventional effects for mediation analysis were proposed as a solution to the lack of identifiability of natural (in)direct effects in the presence of a mediator-outcome confounder affected by exposure. We present a theoretical and…

Methodology · Statistics 2020-11-17 Iván Díaz , Nima S. Hejazi , Kara E. Rudolph , Mark J. 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 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…

We study identification in nonparametric regression models with a misclassified and endogenous binary regressor when an instrument is correlated with misclassification error. We show that the regression function is nonparametrically…

Econometrics · Economics 2021-08-31 Hiroyuki Kasahara , Katsumi Shimotsu

This paper aims to provide practitioners of causal mediation analysis with a better understanding of estimation options. We take as inputs two familiar strategies (weighting and model-based prediction) and a simple way of combining them…

Causal effect estimation from observational data is one of the essential problems in causal inference. However, most estimation methods rely on the strong assumption that all confounders are observed, which is impractical and untestable in…

Methodology · Statistics 2023-02-14 Yubai Yuan , Annie Qu

Motivated by an analysis of causal mechanism from economic stress to entrepreneurial withdrawals through depressed affect, we develop a two-layer generalized varying coefficient mediation model. This model captures the bridging effects of…

Statistics Theory · Mathematics 2022-12-06 Jingyuan Liu , Yujie Liao , Runze Li

In many applications, researchers are interested in the direct and indirect causal effects of a treatment or exposure on an outcome of interest. Mediation analysis offers a rigorous framework for identifying and estimating these causal…

Statistics Theory · Mathematics 2024-10-08 Yizhen Xu , Numair Sani , AmirEmad Ghassami , Ilya Shpitser

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

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

It is often of interest to decompose a total effect of an exposure into the component that acts on the outcome through some mediator and the component that acts independently through other pathways. Said another way, we are interested in…

Statistics Theory · Mathematics 2016-01-21 Peng Ding , Tyler J. VanderWeele

Mediation analysis serves as a crucial tool to obtain causal inference based on directed acyclic graphs, which has been widely employed in the areas of biomedical science, social science, epidemiology and psychology. Decomposition of total…

Methodology · Statistics 2020-04-14 Xin Gao , Li Li , Li Luo

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

A common concern when trying to draw causal inferences from observational data is that the measured covariates are insufficiently rich to account for all sources of confounding. In practice, many of the covariates may only be proxies of the…

Methodology · Statistics 2023-08-31 Oliver Dukes , Ilya Shpitser , Eric J. Tchetgen Tchetgen