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The difference-in-differences (DID) design is one of the most popular methods used in empirical economics research. However, there is almost no work examining what the DID method identifies in the presence of a misclassified treatment…

Econometrics · Economics 2026-05-01 Augustine Denteh , Désiré Kédagni

Mediation analysis seeks to infer how much of the effect of an exposure on an outcome can be attributed to specific pathways via intermediate variables or mediators. This requires identification of so-called path-specific effects. These…

Methodology · Statistics 2019-06-06 Johan Steen , Stijn Vansteelandt

Understanding causal mechanisms is crucial for explaining and generalizing empirical phenomena. Causal mediation analysis offers statistical techniques to quantify the mediation effects. Although numerous methods have been developed for…

Methodology · Statistics 2026-05-12 Jiawei Fu

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…

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…

During the past few years, mediation analysis has gained increasing popularity across various research fields. The primary objective of mediation analysis is to examine the direct impact of exposure on outcome, as well as the indirect…

Computation · Statistics 2023-05-18 Haixiang Zhang , Xin Li

In this paper, we introduce and prove asymptotic normality for a new nonparametric estimator of continuous treatment effects. Specifically, we estimate the average dose-response function - the expected value of an outcome of interest at a…

Econometrics · Economics 2021-04-22 Sylvia Klosin

Long-term outcomes are often unavailable in randomized clinical trials, although short-term surrogate outcomes are commonly observed. External observational data may contain the long-term outcome, but causal comparisons based on such data…

Statistics Theory · Mathematics 2026-05-15 Ziyang Liu , Niwen Zhou , Peng Wu , Xu Guo

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

Mediation analysis is a strategy for understanding the mechanisms by which treatments or interventions affect later outcomes. Mediation analysis is frequently applied in randomized trial settings, but typically assumes: a) that randomized…

Methodology · Statistics 2021-12-30 Kara E. Rudolph , Nicholas Williams , Ivan Diaz

Empirical work often uses treatment assigned following geographic boundaries. When the effects of treatment cross over borders, classical difference-in-differences estimation produces biased estimates for the average treatment effect. In…

Econometrics · Economics 2023-06-13 Kyle Butts

It is often of interest in the health and social sciences to investigate the joint mediation effects of multiple post-exposure mediating variables. Identification of such joint mediation effects generally require no unmeasured confounding…

Methodology · Statistics 2022-05-31 Deshanee S. Wickramarachchi , Laura Huey Mien Lim , Baoluo Sun

We discuss causal mediation analyses for survival data and propose a new approach based on the additive hazards model. The emphasis is on a dynamic point of view, that is, understanding how the direct and indirect effects develop over time.…

Causal mediation analysis is an important statistical method in social and medical studies, as it can provide insights about why an intervention works and inform the development of future interventions. Currently, most causal mediation…

Methodology · Statistics 2016-01-26 Cheng Zheng , David C. Atkins , Melissa A. Lewis , Xiao-Hua Zhou

Mediation analysis is appealing for its ability to improve understanding of the mechanistic drivers of causal effects, but real-world data complexities challenge its successful implementation, including: 1) the existence of post-exposure…

Methodology · Statistics 2022-12-19 Kara E Rudolph , Nicholas Williams , Ivan Diaz

In this paper we propose a heterogeneous modeling framework which achieves individual-wise feature selection and individualized covariates' effects subgrouping simultaneously. In contrast to conventional model selection approaches, the new…

Methodology · Statistics 2019-06-11 Xiwei Tang , Fei Xue , Annie Qu

We demonstrate a comprehensive semiparametric approach to causal mediation analysis, addressing the complexities inherent in settings with longitudinal and continuous treatments, confounders, and mediators. Our methodology utilizes a…

The estimation of conditional average treatment effects (CATEs) is an important topic in many scientific fields. CATEs can be estimated with high accuracy if data distributed across multiple parties are centralized. However, it is difficult…

Methodology · Statistics 2025-07-28 Yuji Kawamata , Ryoki Motai , Yukihiko Okada , Akira Imakura , Tetsuya Sakurai

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

Path-specific effects are a broad class of mediated effects from an exposure to an outcome via one or more causal pathways with respect to some subset of intermediate variables. The majority of the literature concerning estimation of…