Causal mediation analysis with double machine learning

doi:10.1093/ectj/utac003

Causal mediation analysis with double machine learning

2022-01-31

62

OA

AI

DOI：10.1093/ectj/utac003

Original

Original request for help

Save

Abstract

En 中文

This paper combines causal mediation analysis with double machine learning for a data-driven control of observed confounders in a high-dimensional setting. The average indirect effect of a binary treatment and the unmediated direct effect are estimated based on efficient score functions, which are robust with respect to misspecifications of the outcome, mediator, and treatment models. This property is key for selecting these models by double machine learning, which is combined with data splitting to prevent overfitting. We demonstrate that the effect estimators are asymptotically normal and n(-1/2) -consistent under specific regularity conditions and investigate the finite sample properties of the suggested methods in a simulation study when considering lasso as machine learner. We also provide an empirical application to the US National Longitudinal Survey of Youth, assessing the indirect effect of health insurance coverage on general health operating via routine checkups as mediator, as well as the direct effect.

Keywords:

mediation

direct and indirect effects

causal mechanisms

double machine

learning

efficient score

Causal mediation analysis with double machine learning

Abstract

Journal

Organization