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Causal mediation analysis with double machine learning

Farbmacher, Helmut ; Huber, Martin ; Langen, Henrika ; Spindler, Martin

(Working Papers SES ; 515)

This paper combines causal mediation analysis with double machine learning to control for observed confounders in a data-driven way under a selection-on- observables assumption in a high-dimensional setting. We consider the average indirect effect of a binary treatment operating through an intermediate variable (or mediator) on the causal path between the treatment and the outcome, as well as...