Two-Stage Nuisance Function Estimation for Causal Mediation Analysis

arXiv:2404.00735v1 Announce Type: cross
Abstract: When estimating the direct and indirect causal effects using the influence function-based estimator of the mediation functional, it is crucial to understand what aspects of the treatment, the mediator, and the outcome mean mechanisms should be focused on. Specifically, considering them as nuisance functions and attempting to fit these nuisance functions as accurate as possible is not necessarily the best approach to take. In this work, we propose a two-stage estimation strategy for the nuisance …

abstract analysis arxiv causal effects estimator function functional functions influence mean stage stat.me stat.ml them treatment type