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45
Identification, inference, and sensitivity analysis for causal mediation effects
, 2008
"... Abstract. Causal mediation analysis is routinely conducted by applied researchers in a variety of disciplines. The goal of such an analysis is to investigate alternative causal mechanisms by examining the roles of intermediate variables that lie in the causal paths between the treatment and outcome ..."
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Cited by 75 (5 self)
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Abstract. Causal mediation analysis is routinely conducted by applied researchers in a variety of disciplines. The goal of such an analysis is to investigate alternative causal mechanisms by examining the roles of intermediate variables that lie in the causal paths between the treatment and outcome variables. In this paper we first prove that under a particular version of sequential ignorability assumption, the average causal mediation effect (ACME) is nonparametrically identified. We compare our identification assumption with those proposed in the literature. Some practical implications of our identification result are also discussed. In particular, the popular estimator based on the linear structural equation model (LSEM) can be interpreted as an ACME estimator once additional parametric assumptions are made. We show that these assumptions can easily be relaxed within and outside of the LSEM framework and propose simple nonparametric estimation strategies. Second, and perhaps most importantly, we propose a new sensitivity analysis that can be easily implemented by applied researchers within the LSEM framework. Like the existing identifying assumptions, the proposed sequential ignorability assumption may be too strong in many applied settings. Thus, sensitivity analysis is essential in order to examine the robustness of empirical findings to the possible existence of an unmeasured confounder. Finally, we apply the proposed methods to a randomized experiment from political psychology. We also make easytouse software available to implement the proposed methods. Key words and phrases: Causal inference, causal mediation analysis, direct and indirect effects, linear structural equation models, sequential ignorability, unmeasured confounders. 1.
The Mediation Formula: A guide to the assessment of causal pathways in nonlinear models
 STATISTICAL CAUSALITY. FORTHCOMING.
, 2011
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Alternative graphical causal models and the identification of direct effects
, 2009
"... We consider four classes of graphical causal models: the Finest Fully Randomized Causally ..."
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Cited by 26 (4 self)
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We consider four classes of graphical causal models: the Finest Fully Randomized Causally
On a Class of BiasAmplifying Variables that Endanger Effect Estimates
, 2010
"... This note deals with a class of variables that, if conditioned on, tends to amplify confounding bias in the analysis of causal effects. This class, independently discovered by Bhattacharya and Vogt (2007) and Wooldridge (2009), includes instrumental variables and variables that have greater influenc ..."
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Cited by 20 (8 self)
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This note deals with a class of variables that, if conditioned on, tends to amplify confounding bias in the analysis of causal effects. This class, independently discovered by Bhattacharya and Vogt (2007) and Wooldridge (2009), includes instrumental variables and variables that have greater influence on treatment selection than on the outcome. We offer a simple derivation and an intuitive explanation of this phenomenon and then extend the analysis to non linear models. We show that: 1. the biasamplifying potential of instrumental variables extends over to nonlinear models, though not as sweepingly as in linear models; 2. in nonlinear models, conditioning on instrumental variables may introduce new bias where none existed before; 3. in both linear and nonlinear models, instrumental variables have no effect on selectioninduced bias. 1
Trygve Haavelmo and the Emergence of Causal Calculus
, 2012
"... Haavelmo was the first to recognize the capacity of economic models to guide policies. This paper describes some of the barriers that Haavelmo’s ideas have had (and still have) to overcome, and lays out a logical framework for capturing the relationships between theory, data and policy questions. Th ..."
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Cited by 15 (5 self)
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Haavelmo was the first to recognize the capacity of economic models to guide policies. This paper describes some of the barriers that Haavelmo’s ideas have had (and still have) to overcome, and lays out a logical framework for capturing the relationships between theory, data and policy questions. The mathematical tools that emerge from this framework now enable investigators to answer complex policy and counterfactual questions using embarrassingly simple routines, some by mere inspection of the model’s structure. Several such problems are illustrated by examples, including misspecification tests, identification, mediation and introspection. Finally, we observe that modern economists are largely unaware of the benefits that Haavelmo’s ideas bestow upon them and, as a result, econometric research has not fully utilized modern advances in causal analysis. 1
On the Consistency Rule in Causal Inference: An Axiom, Definition, Assumption, or a Theorem?
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Adjustments and their Consequences  Collapsibility Analysis using Graphical Models
, 2010
"... We consider probabilistic and graphical rules for detecting situations in which a dependence of one variable on another is altered by adjusting for a third variable (i.e., noncollapsibility), whether that dependence is causal or purely predictive. We focus on distinguishing situations in which adjus ..."
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Cited by 12 (3 self)
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We consider probabilistic and graphical rules for detecting situations in which a dependence of one variable on another is altered by adjusting for a third variable (i.e., noncollapsibility), whether that dependence is causal or purely predictive. We focus on distinguishing situations in which adjustment will reduce, increase, or leave unchanged the degree of bias in an association of two variables when that association is taken to represent a causal effect of one variable on the other. We then consider situations in which adjustment may partially remove or introduce a potential source of bias in estimating causal effects, and some additional special cases useful for casecontrol studies, cohort studies with loss, and trials with noncompliance (nonadherence).
The Foundations of Causal Inference
 SUBMITTED TO SOCIOLOGICAL METHODOLOGY.
, 2010
"... This paper reviews recent advances in the foundations of causal inference and introduces a systematic methodology for defining, estimating and testing causal claims in experimental and observational studies. It is based on nonparametric structural equation models (SEM) – a natural generalization of ..."
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Cited by 11 (4 self)
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This paper reviews recent advances in the foundations of causal inference and introduces a systematic methodology for defining, estimating and testing causal claims in experimental and observational studies. It is based on nonparametric structural equation models (SEM) – a natural generalization of those used by econometricians and social scientists in the 195060s, and provides a coherent mathematical foundation for the analysis of causes and counterfactuals. In particular, the paper surveys the development of mathematical tools for inferring the effects of potential interventions (also called “causal effects” or “policy evaluation”), as well as direct and indirect effects (also known as “mediation”), in both linear and nonlinear systems. Finally, the paper clarifies the role of propensity score matching in causal analysis, defines the relationships between the structural and
Assessing the evidence on neighborhood effects from Moving to Opportunity. Federal Reserve Bank of Cleveland Working Paper
, 2012
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