Kodo Keiryogaku (The Japanese Journal of Behaviormetrics)
Online ISSN : 1880-4705
Print ISSN : 0385-5481
ISSN-L : 0385-5481
Articles
Causal Mediation Analysis via Sparse Partial Least Squares Regression
Tadahisa OKUDAKohei YOSHIKAWAShuichi KAWANO
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2022 Volume 49 Issue 2 Pages 185-196

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Abstract

Causal mediation analysis estimates causal effects by focusing on the mediators between cause and outcome. Multiple causally related mediators are often strongly correlated, making the estimation of causal effects difficult. In addition, recent years have seen a number of mediators compared to a sample size. In this paper, we propose a two-step estimation method based on sparse partial least squares regression and pathway lasso. The proposed method can identify the causal pathways among many candidate causal pathways. The effectiveness of the proposed method is shown by simulation studies and a real data analysis.

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© 2022 The Behaviormetric Society
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