IDEAS home Printed from https://ideas.repec.org/a/taf/jnlbes/v40y2022i4p1759-1771.html
   My bibliography  Save this article

Varying Coefficient Mediation Model and Application to Analysis of Behavioral Economics Data

Author

Listed:
  • Yujie Liao
  • Jingyuan Liu
  • Donna L. Coffman
  • Runze Li

Abstract

This paper is concerned with causal mediation analysis with varying indirect and direct effects. We propose a varying coefficient mediation model, which can also be viewed as an extension of moderation analysis on a causal diagram. We develop a new estimation procedure for the direct and indirect effects based on B-splines. Under mild conditions, rates of convergence and asymptotic distributions of the resulting estimates are established. We further propose a F-type test for the direct effect. We conduct simulation study to examine the finite sample performance of the proposed methodology, and apply the new procedures for empirical analysis of behavioral economics data.

Suggested Citation

  • Yujie Liao & Jingyuan Liu & Donna L. Coffman & Runze Li, 2022. "Varying Coefficient Mediation Model and Application to Analysis of Behavioral Economics Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1759-1771, October.
  • Handle: RePEc:taf:jnlbes:v:40:y:2022:i:4:p:1759-1771
    DOI: 10.1080/07350015.2021.1971089
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/07350015.2021.1971089
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1080/07350015.2021.1971089?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:jnlbes:v:40:y:2022:i:4:p:1759-1771. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/UBES20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.