학술논문

Causal Mediation Analysis via Sparse Partial Least Squares Regression / スパース部分的最小二乗回帰による因果媒介分析
Document Type
Journal Article
Source
行動計量学 / Kodo Keiryogaku (The Japanese Journal of Behaviormetrics). 2022, 49(2):185
Subject
causal inference
mediation analysis
pathway lasso
sparse partial least squares regression
structural equation modeling
スパース部分的最小二乗回帰
パスウェイlasso
媒介分析
構造方程式モデル
統計的因果推論
Language
Japanese
ISSN
0385-5481
1880-4705
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.