Testing Full Mediation of Treatment Effects and the Identifiability of Causal Mechanisms
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In causal analysis, understanding the causal mechanisms through which an intervention or treatment affects an outcome is often of central interest. We propose a test to evaluate (i) whether the causal effect of a treatment that is randomly assigned conditional on covariates is fully mediated by, or operates exclusively through, observed intermediate outcomes (referred to as mediators or surrogate outcomes), and (ii) whether the various causal mechanisms operating through different mediators are identifiable conditional on covariates. We demonstrate that if both full mediation and identification of causal mechanisms hold, then the conditionally random treatment is conditionally independent of the outcome given the mediators and covariates. Furthermore, we extend our framework to settings with non-randomly assigned treatments. We show that, in this case, full mediation remains testable, while identification of causal mechanisms is no longer guaranteed. We propose a double machine learning framework for implementing the test that can incorporate high-dimensional covariates and is root-n consistent and asymptotically normal under specific regularity conditions. We also present a simulation study demonstrating good finite-sample performance of our method, along with two empirical applications revisiting randomized experiments on maternal mental health and social norms.
嵌套工具变量分析:转换者平均处理效应及可推广性
Instrumental variables (IVs) are widely used to estimate causal effects from non-randomized data. A canonical example is a randomized trial with noncompliance, in which the randomized treatment assignment serves as an IV for the non-ignorable treatment received. Under a monotonicity assumption, a valid IV nonparametrically identifies the average treatment effect among a latent complier subgroup, whose generalizability is often under debate. In many studies, there exist…
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前门模型下因果效应的灵活非参数推断
Abstract Evaluating causal treatment effects in observational studies requires addressing confounding. While the back-door criterion enables identification through adjustment for observed covariates, it fails in the presence of unmeasured confounding. The front-door criterion offers an alternative by leveraging variables that fully mediate the treatment effect and are unaffected by unmeasured confounders of the treatment-outcome pair. We develop novel one-step and targeted…
数据驱动亚组发现后标准试验估计量的推断
Data-driven subgroup identification is increasingly used in clinical trials, yet the effect reported for a discovered subgroup is typically the standard analysis: a Cox or generalized-linear-model treatment coefficient fitted within that subgroup. Selection by an effect-driven rule --- rewarding large estimated effects subject to screening and size criteria --- inflates the reported coefficient: a winner's curse invalidating naive intervals whether or not the identifier's…
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Longitudinal studies with functional outcomes subject to truncation-by-death frequently report time-indexed survivor average causal effect estimates, defined among individuals who would survive regardless of treatment assignment. Because the survivor stratum can change over time, the resulting effect estimates may pertain to populations with different characteristics. We propose accompanying survivor average causal effect estimates with measures of covariate divergence…
多控制变量下工资不平等界的去偏推断
We study estimation and inference for a partially identified parameter whose identified set depends on a first-stage nuisance parameter that must itself be estimated. Combining the criterion-function approach with the theory of Neyman-orthogonal moments that underlies double/debiased machine learning, we propose a two-step procedure: the point-identified nuisance is estimated by flexible machine-learning methods, and the set-identified target is recovered as a level set of a…