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Université de Fribourg

Direct and indirect effects of continuous treatments based on generalized propensity score weighting

Hsu, Yu-Chin ; Huber, Martin ; Lee, Ying-Ying ; Pipoz, Layal

(Working papers SES ; 495)

This paper proposes semi- and nonparametric methods for disentangling the total causal effect of a continuous treatment on an outcome variable into its natural direct effect and the indirect effect that operates through one or several intermediate variables or mediators. Our approach is based on weighting observations by the inverse of two versions of the generalized propensity score (GPS),...

Université de Fribourg

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

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

(Working Papers SES ; 482)

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...

2 results 1