Varying Coefficient Mediation Model and Application to Analysis of Behavioral Economics Data
提出变系数中介模型，允许直接和间接效应随调节变量变化，基于B样条估计效应并给出渐近性质，适用于行为经济学数据分析。
This article 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 <i>F</i>-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.