IDEAS home Printed from https://ideas.repec.org/a/spr/qualqt/v56y2022i3d10.1007_s11135-021-01194-8.html
   My bibliography  Save this article

Mediation analysis in recursive systems of distributed-lag linear regressions

Author

Listed:
  • Alessandro Magrini

    (University of Florence)

Abstract

Recursive systems of linear regressions is a consolidated methodology for mediation analysis, allowing to determine causal effects of interest in a closed form based on the regression coefficients. In a dynamic perspective, distributed-lags can be added to each regression in order to represent causal effects persisting over several periods. However, mediation analysis in the dynamic case is challenging, because causal effects depend on the time lag, and a general procedure to compute their lag distribution based on the regression coefficients is currently missing. In this paper, we formalize the rules to perform mediation analysis in recursive systems of distributed-lag linear regressions, here called Distributed-lag Linear Recursive Models (DLRMs). Firstly, mediation analysis is based on the Directed Acyclic Graph (DAG) representation of the DLRM, then a DAG-free algorithm is proposed to improve computational efficiency. Our DAG-free algorithm is applied to a DLRM representing the impact pathways of agricultural research expenditure towards poverty reduction in rural areas.

Suggested Citation

  • Alessandro Magrini, 2022. "Mediation analysis in recursive systems of distributed-lag linear regressions," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(3), pages 1535-1555, June.
    • Handle: RePEc:spr:qualqt:v:56:y:2022:i:3:d:10.1007_s11135-021-01194-8
    DOI: 10.1007/s11135-021-01194-8
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11135-021-01194-8
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s11135-021-01194-8?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.

    References listed on IDEAS

    as
    1. Michael Sobel, 1990. "Effect analysis and causation in linear structural equation models," Psychometrika, Springer;The Psychometric Society, vol. 55(3), pages 495-515, September.
    2. Tyler J. VanderWeele & Eric J. Tchetgen Tchetgen, 2017. "Mediation analysis with time varying exposures and mediators," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(3), pages 917-938, June.
    3. Alene, Arega D. & Coulibaly, Ousmane, 2009. "The impact of agricultural research on productivity and poverty in sub-Saharan Africa," Food Policy, Elsevier, vol. 34(2), pages 198-209, April.
    4. Soojin Park & Peter M. Steiner & David Kaplan, 2018. "Identification and Sensitivity Analysis for Average Causal Mediation Effects with Time-Varying Treatments and Mediators: Investigating the Underlying Mechanisms of Kindergarten Retention Policy," Psychometrika, Springer;The Psychometric Society, vol. 83(2), pages 298-320, June.
    5. Schmidt, Peter, 1974. "An Argument for the Usefulness of the Gamma Distributed Lag Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 246-250, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Thanos Fragkandreas, 2022. "Three Decades of Research on Innovation and Inequality: Causal Scenarios, Explanatory Factors, and Suggestions," Working Papers 60, Birkbeck Centre for Innovation Management Research, revised Feb 2022.
    2. Smale, Melinda & Kergna, Alpha O. & Assima, Amidou & Weltzien, Eva & Rattunde, Fred, 2014. "An Overview and Economic Assessment of Sorghum Improvement in Mali," Food Security International Development Working Papers 198186, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    3. Aftab Ahmad, 2020. "Poverty Terrorism Nexus: A Case Study Of Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 9(4), pages 162-172, December.
    4. Mats J. Stensrud & Jessica G. Young & Torben Martinussen, 2021. "Discussion on “Causal mediation of semicompeting risks” by Yen‐Tsung Huang," Biometrics, The International Biometric Society, vol. 77(4), pages 1160-1164, December.
    5. Shuxi Zeng & Elizabeth C. Lange & Elizabeth A. Archie & Fernando A. Campos & Susan C. Alberts & Fan Li, 2023. "A Causal Mediation Model for Longitudinal Mediators and Survival Outcomes with an Application to Animal Behavior," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 28(2), pages 197-218, June.
    6. Khatri, Y. & Schimmelpfennig, D. & Thirtle, C. & van Zyl, J., 1996. "Refining Returns To Research And Development In South African Commercial Agriculture," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 35(4), December.
    7. V. K. Chetty & James J. Heckman, 2023. "Internal adjustment costs of firm-specific factors and the neoclassical theory of the firm," Empirical Economics, Springer, vol. 64(6), pages 2703-2719, June.
    8. Rufín, Ramón & Medina, Cayetano & Rey, Manuel, 2016. "Influence of lapse of time when measuring causes and effects in the consumption of online services," Journal of Business Research, Elsevier, vol. 69(5), pages 1919-1923.
    9. Dikaios Tserkezos, 1998. "GNP quarterly disaggregation of selected OECD countries using a related time series approach," Applied Economics Letters, Taylor & Francis Journals, vol. 5(11), pages 733-736.
    10. Wen Wei Loh & Beatrijs Moerkerke & Tom Loeys & Stijn Vansteelandt, 2022. "Nonlinear mediation analysis with high‐dimensional mediators whose causal structure is unknown," Biometrics, The International Biometric Society, vol. 78(1), pages 46-59, March.
    11. Noud P.A. van Giersbergen, 2014. "Inference about the Indirect Effect: a Likelihood Approach," UvA-Econometrics Working Papers 14-10, Universiteit van Amsterdam, Dept. of Econometrics.
    12. Michael E. Sobel, 1996. "An Introduction to Causal Inference," Sociological Methods & Research, , vol. 24(3), pages 353-379, February.
    13. Msangi, Siwa, 2009. "Biofuels, Growth and Agricultural Development," 2009 Conference, August 16-22, 2009, Beijing, China 51723, International Association of Agricultural Economists.
    14. Alessandro Magrini & Fabio Bartolini & Alessandra Coli & Barbara Pacini, 2019. "A structural equation model to assess the impact of agricultural research expenditure on multiple dimensions," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(4), pages 2063-2080, July.
    15. Michael E. Sobel, 1998. "Causal Inference in Statistical Models of the Process of Socioeconomic Achievement," Sociological Methods & Research, , vol. 27(2), pages 318-348, November.
    16. Tyler J. VanderWeele, 2010. "Direct and Indirect Effects for Neighborhood-Based Clustered and Longitudinal Data," Sociological Methods & Research, , vol. 38(4), pages 515-544, May.
    17. Zuzana Smeets Kristkova & Edward Smeets & Hans van Meijl, 2016. "Agricultural R&D investments, biofuel policy and food security – a CGE analysis," EcoMod2016 9966, EcoMod.
    18. Hannes J. König & Frieder Graef & Jana Schindler & Anja Fasse & Khamaldin Daud Mutabazi & Christine Lambert & Pamela Ngwenya & Götz Uckert & Henry Mahoo & Fred F. Hattermann & Stefan Sieber, 2017. "Combining participatory, qualitative and quantitative methods for impact assessment of food value chains into an integrated framework," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 9(6), pages 1309-1321, December.
    19. Heyeres, Marion & Tsey, Komla & Yang, Yinghong & Yan, Li & Jiang, Hua, 2019. "The characteristics and reporting quality of research impact case studies: A systematic review," Evaluation and Program Planning, Elsevier, vol. 73(C), pages 10-23.
    20. Jourdain C. Lokossou & Hippolyte D. Affognon & Alphonse Singbo & Michel B. Vabi & Ayoni Ogunbayo & Paul Tanzubil & Alcade C. Segnon & Geoffrey Muricho & Haile Desmae & Hakeem Ajeigbe, 2022. "Welfare impacts of improved groundnut varieties adoption and food security implications in the semi-arid areas of West Africa," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 14(3), pages 709-728, June.

    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:spr:qualqt:v:56:y:2022:i:3:d:10.1007_s11135-021-01194-8. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.