Varying Coefficient Mediation Model and Application to Analysis of Behavioral Economics Data

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 F-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.

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Work Title Varying Coefficient Mediation Model and Application to Analysis of Behavioral Economics Data
Access
Open Access
Creators
  1. Yujie Liao
  2. Jingyuan Liu
  3. Donna L. Coffman
  4. Runze Li
Keyword
  1. B-splines
  2. Indirect effect
  3. Mediation analysis
  4. Varying coefficient models
License In Copyright (Rights Reserved)
Work Type Article
Publisher
  1. Journal of Business & Economic Statistics
Publication Date September 27, 2021
Publisher Identifier (DOI)
  1. https://doi.org/10.1080/07350015.2021.1971089
Deposited July 19, 2022

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Version 1
published

  • Created
  • Added 07350015.2021.pdf
  • Added Creator Yujie Liao
  • Added Creator Jingyuan Liu
  • Added Creator D L Coffman
  • Added Creator Runze Li
  • Published
  • Updated Keyword, Publisher, Description, and 1 more Show Changes
    Keyword
    • B-splines, Indirect effect, Mediation analysis, Varying coefficient models
    Publisher
    • JOURNAL OF BUSINESS & ECONOMIC STATISTICS
    • Journal of Business & Economic Statistics
    Description
    • This article is concerned with causa lmediation 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 Bsplines. Undermild conditions, rates of convergence and asymptotic distributions of the resulting estimates are established. We further propose a F-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.
    • 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 F-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.
    Publication Date
    • 2022-01-01
    • 2021-09-27
  • Renamed Creator Donna L. Coffman Show Changes
    • D L Coffman
    • Donna L. Coffman