Copula-Based Estimation of Causal Effects in Multiple Linear and Path Analysis Models
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arXiv
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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| _version_ | 1866909231159967744 |
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| author | Ali, Alam Pathak, Ashok Kumar Arshad, Mohd Sheikhi, Ayyub |
| author_facet | Ali, Alam Pathak, Ashok Kumar Arshad, Mohd Sheikhi, Ayyub |
| contents | Regression analysis is one of the most popularly used statistical technique which only measures the direct effect of independent variables on dependent variable. Path analysis looks for both direct and indirect effects of independent variables and may overcome several hurdles allied with regression models. It utilizes one or more structural regression equations in the model which are used to estimate the unknown parameters. The aim of this work is to study the path analysis models when the endogenous (dependent) variable and exogenous (independent) variables are linked through the elliptical copulas. Using well-organized numerical schemes, we investigate the performance of path models when direct and indirect effects are estimated applying classical ordinary least squares and copula-based regression approaches in different scenarios. Finally, two real data applications are also presented to demonstrate the performance of path analysis using copula approach. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_17445 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Copula-Based Estimation of Causal Effects in Multiple Linear and Path Analysis Models Ali, Alam Pathak, Ashok Kumar Arshad, Mohd Sheikhi, Ayyub Methodology Statistics Theory 62H05, 62J05, 62F10 Regression analysis is one of the most popularly used statistical technique which only measures the direct effect of independent variables on dependent variable. Path analysis looks for both direct and indirect effects of independent variables and may overcome several hurdles allied with regression models. It utilizes one or more structural regression equations in the model which are used to estimate the unknown parameters. The aim of this work is to study the path analysis models when the endogenous (dependent) variable and exogenous (independent) variables are linked through the elliptical copulas. Using well-organized numerical schemes, we investigate the performance of path models when direct and indirect effects are estimated applying classical ordinary least squares and copula-based regression approaches in different scenarios. Finally, two real data applications are also presented to demonstrate the performance of path analysis using copula approach. |
| title | Copula-Based Estimation of Causal Effects in Multiple Linear and Path Analysis Models |
| topic | Methodology Statistics Theory 62H05, 62J05, 62F10 |
| url | https://arxiv.org/abs/2406.17445 |