Mediation analysis


Glad it’s not just me…

… mediation: a crucial issue in causal inference and a difficult issue to think about. The usual rhetorical options here are:

– Blithe acceptance of structural equation models (of the form, “we ran the analysis and found that A mediates the effects of X on Y”)

– Blanket dismissal (of the form, “estimating mediation requires uncheckable assumptions, so we won’t do it”)

– Claims of technological wizardry (of the form, “with our new method you can estimate mediation from observational data”)

For example, in our book, Jennifer and I illustrate that regression estimates of mediation make strong assumptions, and we vaguely suggest that something better might come along. We don’t provide any solutions or even much guidance.

This is from a blog positing by Andrew Gelman.  He links to a paper which purports to solve the problem, but it looks Hard.