Direct and indirect effects of continuous treatments based on generalized propensity score weighting
基于广义倾向得分加权的连续处理直接效应与间接效应AI 解读 ↓
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基于广义倾向得分加权的连续处理直接效应与间接效应AI 解读 ↓
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Summary 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 called mediators jointly. Our approach is based on weighting observations by the inverse of two versions of the generalized propensity score (GPS), namely the conditional density of treatment either given observed covariates or given covariates and the mediator. Our effect estimators are shown to be asymptotically normal when the GPS is estimated by either a parametric or a nonparametric kernel‐based method. We also provide a simulation study and an empirical illustration based on the Job Corps experimental study.