Using a sequential conditional independence assumption, this paper discusses fully nonpara-metric... more Using a sequential conditional independence assumption, this paper discusses fully nonpara-metric estimation of natural direct and indirect causal effects in causal mediation analysis based on inverse probability weighting. We propose estimators of the average indirect effect of a binary treatment, which operates through intermediate variables (or mediators) on the causal path between the treatment and the outcome, as well as the unmediated direct effect. In a first step, treatment propensity scores given the mediator and observed covariates or given covariates alone are estimated by nonparametric series logit estimation. In a second step, they are used to reweigh observations in order to estimate the effects of interest. We establish root-n consistency and asymptotic normality of this approach as well as a weighted version thereof. The latter allows evaluating effects on specific subgroups like the treated, for which we derive the asymptotic properties under estimated propensity scores. We also provide a simulation study and an application to an information intervention about male circumcisions.
Using a sequential conditional independence assumption, this paper discusses fully nonpara-metric... more Using a sequential conditional independence assumption, this paper discusses fully nonpara-metric estimation of natural direct and indirect causal effects in causal mediation analysis based on inverse probability weighting. We propose estimators of the average indirect effect of a binary treatment, which operates through intermediate variables (or mediators) on the causal path between the treatment and the outcome, as well as the unmediated direct effect. In a first step, treatment propensity scores given the mediator and observed covariates or given covariates alone are estimated by nonparametric series logit estimation. In a second step, they are used to reweigh observations in order to estimate the effects of interest. We establish root-n consistency and asymptotic normality of this approach as well as a weighted version thereof. The latter allows evaluating effects on specific subgroups like the treated, for which we derive the asymptotic properties under estimated propensity scores. We also provide a simulation study and an application to an information intervention about male circumcisions.
Uploads
Papers by Tsung-Chih Lai