Nonequivalence of two least-absolute-deviation estimators for mediation effects

DOI10.1007/S11749-022-00837-8MaRDI QIDQ6169920zbMATH OpenOpenAlexFDO

Authors Wenwu Wang, Ping Yu

Publication date 12 July 2023

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11749-022-00837-8

zbMATH Keywords

difference estimatorLAD mediationmodel consistencyproduct estimatorsecond-order asymptotic

Mathematics Subject Classification ID

Causal inference from observational studies (62D20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12)

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Cites work

• Causal diagrams for empirical research
• Causality. Models, reasoning, and inference
• EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
• Functional causal mediation analysis with an application to brain connectivity
• scientific article; zbMATH DE number 5799220 (Why is no real title available?)
• Introduction to robust estimation and hypothesis testing
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Mediation analysis with multiple mediators
• Mediation and Spillover Effects in Group-Randomized Trials: A Case Study of the 4Rs Educational Intervention
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
• Quantile regression.
• Robust estimation of derivatives using locally weighted least absolute deviation regression
• Robust Statistics

Cited in

(3)

• Comparison and robustness of the REML, ML, MIVQUE estimators for multi-level random mediation model
• Robust and efficient mediation analysis via Huber loss
• Inference for quantile mediation effects in the presence of complex confounding

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