Direct and indirect effects of continuous treatments based on generalized propensity score weighting

Yu-Chin Hsu, Martin Huber, Ying-Ying Lee () and Layal Pipoz ()

No 495, FSES Working Papers from Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland

Abstract: This paper proposes semi- and nonparametric methods for disentangling the total causal effect of a continuous treatment on an outcome variable into its natural direct effect and the indirect effect that operates through one or several intermediate variables or mediators. Our approach is based on weighting observations by the inverse of two versions of the generalized propensity score (GPS), namely the conditional density of treatment either given observed covariates or given covariates and the mediator. Our effect estimators are shown to be asymptotically normal when the GPS is estimated by either a parametric or a nonparametric kernel-based method. We also provide a simulation study and an application to the Job Corps program.

Keywords: Mediation; direct and indirect effects; continuous treatment; weighting; generalized propensity score (search for similar items in EconPapers)
JEL-codes: C21 (search for similar items in EconPapers)
Pages: 27 pages
Date: 2018-06-05
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
https://doc.rero.ch/record/309416/files/WP_SES_495.pdf (application/pdf)

Related works:
Journal Article: Direct and indirect effects of continuous treatments based on generalized propensity score weighting (2020)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fri:fribow:fribow00495

Ordering information: This working paper can be ordered from
http://doc.rero.ch/record/309416

Access Statistics for this paper

More papers in FSES Working Papers from Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland Bd de Pérolles 90, CH-1700 Fribourg. Contact information at EDIRC.
Bibliographic data for series maintained by Mustapha Obbad ().