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Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting

Huber, Martin ; Yu-Chin, Hsu ; Tsung-Chih, Lai

In: Journal of Econometric Methods, 2019, vol. 8, no. 1, p. 1-20

Using a sequential conditional independence assumption, this paper discusses fully nonparametric estimation of natural direct and indirect causal effects in causal mediation analysis based on inverse probability weighting. We propose estimators of the average indirect effect of a binary treatment, which operates through intermediate variables (or mediators) on the causal path between the...