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...

Université de Fribourg

Radius matching on the propensity score with bias adjustment : tuning parameters and finite sample behaviour

Huber, Martin ; Lechner, Michael ; Steinmayr, Andreas

In: Empirical economics, 2015, vol. 49, no. 1, p. 1-31

Using a simulation design that is based on empirical data, a recent study by Huber et al. (J Econom 175:1–21, 2013) finds that distance-weighted radius matching with bias adjustment as proposed in Lechneret et al. (J Eur Econ Assoc 9:742–784, 2011) is competitive among a broad range of propensity score-based estimators used to correct for mean differences due to observable covariates. In...