Varying Coefficient Mediation Model and Application to Analysis of Behavioral Economics Data
变系数中介模型及其在行为经济学数据分析中的应用
This paper is concerned with causal mediation analysis with varying indirect and direct effects. We propose a varying coefficient mediation model, which can also be viewed as an extension of moderation analysis on a causal diagram. We develop a new estimation procedure for the direct and indirect effects based on B-splines. Under mild conditions, rates of convergence and asymptotic distributions of the resulting estimates are established. We further propose a F-type test for…