On Efficient Inference of Causal Effects with Multiple Mediators
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arXiv
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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866910294162276352 |
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| author | Wei, Haoyu Cai, Hengrui Shi, Chengchun Song, Rui |
| author_facet | Wei, Haoyu Cai, Hengrui Shi, Chengchun Song, Rui |
| contents | 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 conditionally independent mediators given the exposure. To overcome these limitations, we define causal and individual mediation effects in a general setting, and employ a semiparametric framework to develop quadruply robust estimators for these causal effects. We further establish the asymptotic normality of the proposed estimators and prove their local semiparametric efficiencies. The proposed method is empirically validated via simulated and real datasets concerning psychiatric disorders in trauma survivors. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2401_05517 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On Efficient Inference of Causal Effects with Multiple Mediators Wei, Haoyu Cai, Hengrui Shi, Chengchun Song, Rui Methodology Econometrics Statistics Theory 62A09, 62G05, 62G35 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 conditionally independent mediators given the exposure. To overcome these limitations, we define causal and individual mediation effects in a general setting, and employ a semiparametric framework to develop quadruply robust estimators for these causal effects. We further establish the asymptotic normality of the proposed estimators and prove their local semiparametric efficiencies. The proposed method is empirically validated via simulated and real datasets concerning psychiatric disorders in trauma survivors. |
| title | On Efficient Inference of Causal Effects with Multiple Mediators |
| topic | Methodology Econometrics Statistics Theory 62A09, 62G05, 62G35 |
| url | https://arxiv.org/abs/2401.05517 |