Equivalence between direct and indirect effects with different sets of intermediate variables and covariates

DOI10.3150/14-BEJ664zbMATH Open1388.62324arXiv1601.01170MaRDI QIDQ5963507FDOQ5963507

Manabu Kuroki

Publication date: 22 February 2016

Published in: Bernoulli (Search for Journal in Brave)

Abstract: This paper deals with the concept of equivalence between direct and indirect effects of a treatment on a response using two sets of intermediate variables and covariates. First, we provide criteria for testing whether two sets of variables can estimate the same direct and indirect effects. Next, based on the proposed criteria, we discuss the variable selection problem from the viewpoint of estimation accuracy of direct and indirect effects, and show that selecting a set of variables that has a direct effect on a response cannot always improve estimation accuracy, which is contrary to the situation found in linear regression models. These results enable us to judge whether different sets of variables can yield the same direct and indirect effects and thus help us select appropriate variables to estimate direct and indirect effects with cost reduction or estimation accuracy.

Full work available at URL: https://arxiv.org/abs/1601.01170

zbMATH Keywords

causal effectidentificationequivalenceMarkov boundary

Mathematics Subject Classification ID

Linear inference, regression (62J99) Applications of statistics to biology and medical sciences; meta analysis (62P10) Foundations and philosophical topics in statistics (62A01)

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Cited In (3)

• The identification of direct and indirect effects in studies with an unmeasured intermediate variable
• Causal measures of the treatment effect captured by candidate surrogate endpoints
• Bounds on Direct Effects in the Presence of Confounded Intermediate Variables

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