Liao Yujie, Liu Jingyuan, Coffman Donna L, Li Runze
Department of Statistics, Pennsylvania State University, University Park, PA.
MOE Key Laboratory of Econometrics, Department of Statistics and Data Science, School of Economics, Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, China.
J Bus Econ Stat. 2022;40(4):1759-1771. doi: 10.1080/07350015.2021.1971089. Epub 2021 Sep 27.
This article is concerned with causal mediation analysis with varying indirect and direct effects. We propose a varying coefficient mediation model, which can also be viewed as an extension of moderation analysis on a causal diagram. We develop a new estimation procedure for the direct and indirect effects based on B-splines. Under mild conditions, rates of convergence and asymptotic distributions of the resulting estimates are established. We further propose a -type test for the direct effect. We conduct simulation study to examine the finite sample performance of the proposed methodology, and apply the new procedures for empirical analysis of behavioral economics data.
本文关注具有变化的间接和直接效应的因果中介分析。我们提出了一个变系数中介模型，该模型也可被视为因果图上调节分析的一种扩展。我们基于B样条为直接和间接效应开发了一种新的估计程序。在温和条件下，建立了所得估计量的收敛速度和渐近分布。我们进一步提出了一种针对直接效应的检验。我们进行了模拟研究以检验所提方法的有限样本性能，并将新程序应用于行为经济学数据的实证分析。
