On Efficient Inference of Causal Effects with Multiple Mediators

Haoyu Wei, Hengrui Cai, Chengchun Shi and Rui Song

Papers from arXiv.org

Abstract: 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.

Date: 2024-01
New Economics Papers: this item is included in nep-ecm
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