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Université de Fribourg

The Finite Sample Performance of Estimators for Mediation Analysis Under Sequential Conditional Independence

Huber, Martin ; Lechner, Michael ; Mellace, Giovanni

In: Journal of Business & Economic Statistics, 2016, vol. 34, no. 1, p. 139-160

Using a comprehensive simulation study based on empirical data, this article investigates the finite sample properties of different classes of parametric and semiparametric stimators of (natural) direct and indirect causal effects used in mediation analysis under sequential conditional independence assumptions. The estimators are based on regression, inverse probability weighting, and...