Research report

Causal mediation analysis with double machine learning

    01.05.2020

31

English This paper combines causal mediation analysis with double machine learning to control for observed confounders in a data-driven way under a selection-on- observables assumption in a high-dimensional setting. We consider the average indirect effect of a binary treatment operating through an intermediate variable (or mediator) on the causal path between the treatment and the outcome, as well as the unmediated direct effect. Estimation is based on efficient score functions, which possess a multiple robustness property w.r.t. 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 in the estimation of the effects of interest. We demonstrate that the direct and indirect effect estimators are asymptotically normal and root-n 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 U.S. 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. We find a moderate short term effect of health insurance coverage on general health which is, however, not mediated by routine checkups.
Collections
Faculty
Faculté des sciences économiques et sociales
Language
  • English
Classification
Economics
Other electronic version

Faculté SES

Series statement
  • Working Papers SES ; 515
License
License undefined
Identifiers
  • RERO DOC 328391
  • RERO R009039830
Persistent URL
https://folia.unifr.ch/unifr/documents/308611
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