Granger mediation analysis of multiple time series with an application to functional magnetic resonance imaging

DOI10.48550/ARXIV.1709.05328zbMATH Open1436.62663OpenAlexW2943824223WikidataQ64110624 ScholiaQ64110624MaRDI QIDQ153101FDOQ153101

Authors: Yi Zhao, Xi Luo 

Publication date: 15 September 2017

Published in: Biometrics (Search for Journal in Brave)

Abstract: It becomes increasingly popular to perform mediation analysis for complex data from sophisticated experimental studies. In this paper, we present Granger Mediation Analysis (GMA), a new framework for causal mediation analysis of multiple time series. This framework is motivated by a functional magnetic resonance imaging (fMRI) experiment where we are interested in estimating the mediation effects between a randomized stimulus time series and brain activity time series from two brain regions. The stable unit treatment assumption for causal mediation analysis is thus unrealistic for this type of time series data. To address this challenge, our framework integrates two types of models: causal mediation analysis across the variables and vector autoregressive models across the temporal observations. We further extend this framework to handle multilevel data to address individual variability and correlated errors between the mediator and the outcome variables. These models not only provide valid causal mediation for time series data but also model the causal dynamics across time. We show that the modeling parameters in our models are identifiable, and we develop computationally efficient methods to maximize the likelihood-based optimization criteria. Simulation studies show that our method reduces the estimation bias and improve statistical power, compared to existing approaches. On a real fMRI data set, our approach not only infers the causal effects of brain pathways but accurately captures the feedback effect of the outcome region on the mediator region.

Full work available at URL: https://arxiv.org/abs/1709.05328

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zbMATH Keywords

structural equation modelingspatiotemporal dependencevector autoregressive models

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Linear inference, regression (62J99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12) Image analysis in multivariate analysis (62H35) Functional data analysis (62R10)

Cited In (7)

• Covariate balancing functional propensity score for functional treatments in cross-sectional observational studies
• Causal mediation analysis with a three-dimensional image mediator
• Bayesian network mediation analysis with application to the brain functional connectome
• Functional causal mediation analysis with an application to brain connectivity
• gma
• Dynamic deconvolution and identification of independent autoregressive sources
• Mediation analysis with multiple exposures and multiple mediators

Uses Software

• gma

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