{"id":713,"date":"2013-10-26T00:00:16","date_gmt":"2013-10-26T07:00:16","guid":{"rendered":"http:\/\/www.mii.ucla.edu\/causality\/?p=713"},"modified":"2013-10-26T00:00:16","modified_gmt":"2013-10-26T07:00:16","slug":"comments-on-kennys-summary-of-causal-mediation","status":"publish","type":"post","link":"https:\/\/causality.cs.ucla.edu\/blog\/index.php\/2013\/10\/26\/comments-on-kennys-summary-of-causal-mediation\/","title":{"rendered":"Comments on Kenny&#8217;s Summary of Causal Mediation"},"content":{"rendered":"<p><span style=\"font-size: large;\">David Kenny&#8217;s website\u00a0&lt;<a href=\"http:\/\/davidakenny.net\/cm\/mediate.htm\" target=\"_blank\">http:\/\/davidakenny.net\/cm\/mediate.htm<\/a>&gt; has recently been revised\u00a0to include a section on\u00a0the Causal Inference Approach to Mediation.\u00a0As many readers know, Kenny has pioneered mediation analysis in the social sciences\u00a0through his seminal papers with Judd (1981)\u00a0and Baron(1986) and has been an active leader\u00a0in this field.\u00a0His original approach, often referred to as the\u00a0&#8220;Baron and Kenny (BK) approach,&#8221; is grounded in conservative Structural Equation Modeling (SEM)\u00a0analysis, in which causal relationships are\u00a0asserted with extreme caution and the boundaries\u00a0between statistical and causal notions vary appreciably among researchers.<\/span><\/p>\n<p><span style=\"font-size: large;\">It is very significant therefore that Kenny has\u00a0decided to introduce causal mediation analysis\u00a0to the community of SEM researchers which, until very recently, felt alienated from recent\u00a0advances in causal mediation analysis, primarily due to\u00a0the counterfactual vocabulary in which it was developed\u00a0and introduced. With Kenny&#8217;s kind permission, I am posting his description below, because it is one of the few attempts\u00a0to explain causal inference in the language\u00a0of traditional SEM mediation analysis and, thus, it may serve to bridge the\u00a0barriers between the two communities.<\/span><\/p>\n<p><span style=\"font-size: large;\">Next you can find Kenny&#8217;s new posting, annotated with my comments. In these comments,\u00a0I have attempted to further clarify the bridges between\u00a0the two cultures; the &#8220;traditional&#8221; and the &#8220;causal.&#8221;\u00a0I will refer to the former as &#8220;BK&#8221; (for Baron and Kenny)\u00a0and to the latter as &#8220;causal&#8221; (for lack of a better\u00a0word) although, conceptually, both BK and SEM are fundamentally causal.<br \/>\n<\/span><br \/>\n<!--more Click here for the full post.--><\/p>\n<blockquote>\n<p style=\"text-align: center; padding-left: 30px;\">\n<p style=\"text-align: center; padding-left: 30px;\"><strong><span style=\"font-size: large;\">Causal Inference Approach to Mediation<br \/>\n(a section from Kenny&#8217;s website)<\/span><\/strong><\/p>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\">A group of researchers have developed an approach that has several emphases that are different from the traditional SEM approach, the approach that is emphasized on this page. The approach is commonly called the Causal  Inference approach, and I provide here a brief and relatively non-technical summary in which I attempt to explain the approach to those more familiar with Structural Equation Modeling. Robins and Greenland (1992) conceptualized the approach and more recent papers within this tradition are Pearl (2001; 2011) and Imai et al. (2010). Somewhat more accessible is the paper by Valeri and VanderWeele (2013). Unfortunately, SEMers know relatively little about this approach and, I believe also that Causal Inference researchers fail to appreciate the insights of SEM. <\/span><\/p>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\"><br \/>\nThe Causal Inference Approach uses the same basic causal structure (see diagram) as the SEM approach, albeit usually with different symbols for variables and paths. The two key differences are that the relationships between variables need not be linear and the variables need not be interval. In fact, typically the variables of X, Y, and M are presumed to be binary and that X and M are presumed to interact to cause Y. <\/span><\/p>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\"><br \/>\nSimilar to SEM, the Causal Inference approach attempts to develop a formal basis for causal inference in general and mediation in particular. <\/span><\/p>\n<\/blockquote>\n<p><span style=\"font-size: large;\"> The term &#8220;attempts&#8221; is a relic of the days\u00a0when SEM researchers disavowed any connection to\u00a0causation and, to protect themselves from criticism,\u00a0had to qualify claims as &#8220;attempts&#8221;.\u00a0Today\u00a0we know\u00a0that SEM in fact <em>provides<\/em> a formal basis for causal\u00a0inference; no other formalism can compete with SEM&#8217;s\u00a0clarity, coherence, and precision (Pearl, 2009, chapter 7; pp. 368-374; Bollen and Pearl, 2013).<\/span><\/p>\n<blockquote>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\">Typically counterfactuals or potential outcomes are used. The potential outcome for person i on Y for whom X = 1 would be denoted as Y<sub>i<\/sub>(1). The potential outcome of Yi(0) can be defined even though person i did not score 0 on X. Thus, it is a potential outcome or a counterfactual. The averages of these potential outcomes across persons are denoted as E[Y(0)] and E[Y(1)]. To an SEM modeler, potential outcomes can be viewed as predicted values of a structural equation. Consider<br \/>\nthe &#8220;Step 1&#8221; structural equation:<br \/>\nY<sub>i<\/sub> =  d + c X<sub>i<\/sub> + e<sub>i<\/sub><br \/>\nIf for individual i for whom X<sub>i<\/sub> equals 1, then Y<sub>i<\/sub>(1) = d + c + e<sub>i<\/sub> equals his or her score on Y. We can determine what the score of person i would have been had his or her score on Xi been equal to 0, i.e., the potential outcome for person i, by taking the structural equation and setting X<sub>i<\/sub> to zero to yield d + e<sub>i<\/sub>. Although the term is new, potential outcomes are not really new to SEMers. They simply equal the predicted value for endogenous variable, once we fix the values of its causal variables.  The Causal Inference approach also employs directed acyclic graphs or  DAGs, which are similar to, though not identical to, path diagrams. DAGs typically do not include disturbances but they are implicit. The curved lines of path diagrams between exogenous variables are also not drawn but are implicit. <\/span><\/p>\n<\/blockquote>\n<p><span style=\"font-size: large;\">DAGs and path diagrams\u00a0are essentially the same. DAGs do include disturbances,\u00a0but only when they are correlated with other disturbances.\u00a0Otherwise, they are redundant and omitted from the DAG.\u00a0The curved lines of path diagrams between exogenous variables are shown in DAGs (as in my book) whenever those variables are correlated. \u00a0Curved lines are also used between endogenous variables whenever the disturbances of those variables are correlated. See (Bollen and Pearl, 2013)\u00a0for comparison.<\/span><\/p>\n<p><!-- {label{fn2} --><\/p>\n<blockquote>\n<p style=\"padding-left: 30px;\"><strong><span style=\"font-size: large;\">Assumptions<\/span><\/strong><\/p>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\">Earlier, the assumptions necessary for mediation were stated using<br \/>\nstructural equation modeling terms. Within the Causal Inference approach, there are essentially the same assumptions, but they are stated somewhat differently. Note that the term confounder is used where earlier the term omitted<br \/>\nvariable was used.<\/span><\/p>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\">Condition 1: No unmeasured confounding of the XY relationship; that is, any variable that causes both X and Y must be included in the model.<\/span><\/p>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\">Condition 2: No unmeasured confounding of the MY relationship.<\/span><\/p>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\">Condition 3: No unmeasured confounding of the XM relationship.<\/span><\/p>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\">Condition 4: Variable X must not cause any confounder of the MY relationship.<\/span><\/p>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\">This fourth condition is added because certain effects can be estimated without making this assumption and other effects require this assumption. Note also that these assumptions are sufficient but not necessary. That is, if these conditions are met the mediational paths are identified, but there are some special cases where mediational paths are identified even if the assumptions are violated (Pearl, 2013). For instance, consider the case that M \u2190 Z<sub>1<\/sub> \u2190 Z<sub>2<\/sub> \u2192 Y but Z<sub>1<\/sub> and not Z<sub>2<\/sub> is measured and included in the model. Note that Z<sub>2<\/sub> is a MY confounder and thus violates Condition 2, but it is sufficient to control for only Z<sub>1<\/sub>.<\/span><\/p>\n<\/blockquote>\n<p><span style=\"font-size: large;\">It is for this reason that I prefer the\u00a0phrase &#8220;There is a set of measured variables\u00a0that deconfounds the XY relationship&#8221;, instead\u00a0of &#8220;No unmeasured confounding of the XY relationship&#8221;.\u00a0But this is only one of the reasons why Conditions 1-4 \u00a0above are much too stringent, not only in special cases. \u00a0In particular, Condition 1 and 3 are not necessary because identification\u00a0can be achieved even in cases where the XY and XM\u00a0relationships remain confounded (Pearl, 2013).<\/span><\/p>\n<blockquote>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\">The Causal Inference approach emphasizes sensitivity analyses: These are analyses that ask the question such as, &#8220;What would happen to the results if there was a MY confounder that had both a moderate effect on M and Y?&#8221; SEMers would benefit by considering these analyses more often. <\/span><\/p>\n<p style=\"padding-left: 30px;\"><strong><span style=\"font-size: large;\">Definitions of the Direct, Indirect, and Total Effects <\/span><\/strong><\/p>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\">Because effects involve variables not necessarily at the interval level and  because interactions are allowed, the direct, indirect, and total effects need to be redefined. These effects are defined using counterfactuals, not using structural equations.<\/span><\/p>\n<\/blockquote>\n<p><span style=\"font-size: large;\">This difference is purely notational; the definitions can easily be converted to structural equations. As Kenny clearly shows, counterfactuals (or potential\u00a0outcomes) are merely a short hand notation for structural equations;\u00a0instead of carrying the entire equations Y<sub>i<\/sub>(X<sub>i<\/sub> = 1) = d +c +e<sub>i<\/sub>,\u00a0and Y<sub>i<\/sub>(X<sub>i<\/sub> = 0) = d + e<sub>i<\/sub>, we abbreviate them with Y<sub>i<\/sub>(1) and\u00a0Y<sub>i<\/sub>(0) and keep in mind where they came from. There is\u00a0nothing else to it &#8212; potential outcome are simply\u00a0structural equations abbreviated. In my 2013 paper,&lt;<a href=\"http:\/\/ftp.cs.ucla.edu\/pub\/stat_ser\/r389.pdf\" target=\"_blank\">http:\/\/ftp.cs.ucla.edu\/pub\/stat_ser\/r389.pdf<\/a>&gt; I show explicitly the SEM formulation (of mediation) side by\u00a0side the counterfactual formulation. <!-- fn-3: \u00a0 --><\/span><\/p>\n<blockquote>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\">Recall from above that for person i, it can be asked: What would i&#8217;s score on Y be if i had scored 0 on X? That value, called the potential outcome, is denoted Yi(0). The population average of these potential outcomes across  persons is denoted as E[Y(0)]. We can then define the effect of X on Y as<br \/>\nE[Y(1)] &#8211; E[Y(0)]<br \/>\nThis looks strange to an SEMer,<\/span><\/p>\n<\/blockquote>\n<p><span style=\"font-size: large;\"> Again, the strangeness disappears when we realize that\u00a0the two potential outcomes, Y(0) and Y(1),\u00a0are but structural equations abbreviated. <!-- fn-4:\u00a0--><\/span><\/p>\n<blockquote>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\">but it is useful to remember effects can be viewed as a difference between what the outcome would be when the causal variable differs by one unit. Consider path c in mediation. We can view c as the difference between what it would be expected that Y would equal when X was 1 and equal to 0, the difference between the two potential outcomes, E[Y(1)] &#8211; E[Y(0)]. <\/span><\/p>\n<p><span style=\"font-size: large;\">In the Causal Inference approach, there is the Controlled Direct Effect or CDE for the mediator equal to a particular value, denoted as M (not to be confused with the variable M):<br \/>\nCDE(M) = E[Y(1,M)] &#8211; E[Y(0,M)]<br \/>\nwhere M is a particular value of the mediator. (Note that it is E[Y(1,M)] and not E[Y(1|M)], the expected value of Y given that X equals 1 &#8220;controlling for M.&#8221; The variable M is not &#8220;fixed&#8221; or &#8220;conditioned&#8221; in this approach.<\/span><\/p><\/blockquote>\n<p><span style=\"font-size: large;\">This is the key, and most profound difference between\u00a0the BK and the causal approach; it requires a longer comment to explain (below), and can be skipped by readers familiar with the difference between &#8220;fixing&#8221; and &#8220;conditioning.&#8221; <\/span><\/p>\n<p><span style=\"font-size: large;\">Examine the basic mediation\u00a0model (Fig. 1) with M mediating between X and Y. Why are we tempted to &#8220;control&#8221; for M when we wish\u00a0to estimate the direct effect of X on Y? The reason is\u00a0that, if we succeed in preventing M from changing\u00a0then whatever changes we measure in Y are attributable\u00a0solely to variations in X and we are justified then\u00a0in proclaiming the effect observed as &#8220;direct\u00a0effect of X on Y&#8221;.\u00a0Unfortunately, the language of probability theory\u00a0does not possess the notation to express the idea of\u00a0&#8220;preventing M from changing&#8221; or &#8220;physically holding M\u00a0constant&#8221;. The only operator probability allows us\u00a0to use is &#8220;conditioning&#8221; which is what we do when we\u00a0&#8220;control for M&#8221; in the conventional way. In other words, instead of \u00a0physically holding M constant (say at M = m) and comparing Y for\u00a0units under X=1 to those under X = 0, we allow M to vary \u00a0but ignore all units except those in which M achieves\u00a0a given value M=m. These two operations are totally\u00a0different, and give totally different results, except\u00a0in the case of no omitted variables. To illustrate,\u00a0assume that there is a latent variable L causing both\u00a0M and Y and, to simplify the discussion,\u00a0assume that the structural equations are\u00a0Y = 0 * X + 0 * M + L and M = X + L. Obviously, the direct effect of X on Y in this case is zero,\u00a0but this is not what we would get if we &#8220;control for M&#8221; and\u00a0compare subjects under X = 1 and M = 0 to those under X = 0 and M = 0.\u00a0In the former group we would find Y = L = M &#8211; X = 0 &#8211; 1 = -1\u00a0whereas in the latter group we would find\u00a0Y = L = M-X = 0 -0 = 0. In other words, we are comparing\u00a0apples and oranges (i.e., subjects for which L = -1 to those with\u00a0L = 0) and, not surprisingly, we obtain an erroneous estimate of (-1)  for a direct effect that, in reality is zero.<\/span><\/p>\n<p><span style=\"font-size: large;\">Now let us examine now what we obtain from the counterfactual expression<\/span><\/p>\n<p style=\"text-align: left;\"><span style=\"font-size: large;\"> CDE(M) = E[Y(1,M)] &#8211; E[Y(0,M)]<\/span><\/p>\n<p style=\"text-align: left;\"><span style=\"font-size: large;\"> for M = 0 (same for M = 1). Substituting the structural\u00a0equation for the counterfactuals, we get<\/span><\/p>\n<div id=\"leqn\"><span style=\"font-size: large; padding-left: 60px;\"> CDE(M = 0) =  E[Y(1,0)] &#8211; E[Y(0,0)] <\/span><br \/>\n<span style=\"font-size: large; padding-left: 60px;\"> =  E[0 *\u00a01 + 0 *\u00a00 + L] &#8211; E[0 *\u00a00 + 0 *\u00a00 + L] <\/span><br \/>\n<span style=\"font-size: large; padding-left: 60px;\"> =  E[L &#8211; L] = 0 <\/span><\/div>\n<p><span style=\"font-size: large;\">as expected.\u00a0The reason we obtained the correct result is that we\u00a0simulated correctly what we set out to do, namely,\u00a0to physically hold M constant, rather than &#8220;conditioning\u00a0on M&#8221;. In the former case L is kept constant, because the\u00a0physical operation of holding M constant does not affect L \u00a0(L is a cause of M). In the latter, when we &#8220;condition&#8221; on a constant M, L must vary to satisfy the equation M = X + L. In short, counterfactual conditioning reflects\u00a0a physical intervention while statistical conditioning\u00a0reflects passive observation. To avoid confusion between the two, I used the notation\u00a0E{Y|do(X = x)] as distinguished from ordinary conditional\u00a0expectation, E[Y|X = x] (Pearl, 2009, chapter 3).<\/span><\/p>\n<p><span style=\"font-size: large;\">The habit of translating &#8220;hold M constant&#8221; into\u00a0&#8220;condition on M&#8221; is deeply entrenched in the statistical\u00a0culture (see Lindley 2002) and is responsible for the\u00a0lingering confusion between regression and structural\u00a0equations (Chen and Pearl, 2013). This habit is a consequence, not of a deliberate negligence of\u00a0statisticians but of the coarseness of their language (probability theory) which fails to provide an appropriate\u00a0operator for &#8220;holding M constant.&#8221; \u00a0Absent such operator, statisticians were pressed to use the only\u00a0operator available to them: conditioning, and a century of confusion came into being.<\/span><\/p>\n<p><span style=\"font-size: large;\">Traditional mediation analysts of the BK school\u00a0were not unaware of the dangers lurking from conditioning (Judd and Kenny 1981; 2010). However, lacking an appropriate operator for &#8220;fixing M,&#8221; they settled \u00a0on &#8220;restricted conditioning.&#8221;  They defined direct effect as<\/span><\/p>\n<p style=\"text-align: center;\"><span style=\"font-size: large;\">c&#8217; = E[Y|X = 1,M = 0)] \u2212\u00a0E[Y|X = 0,M = 0)]<\/span><\/p>\n<p style=\"text-align: left;\"><span style=\"font-size: large;\"> and accompanied this definition with a warning that it is\u00a0valid only under the assumption of no omitted variables.<\/span><\/p>\n<p><span style=\"font-size: large;\">What causal analysts have discovered is that the\u00a0operator needed for &#8220;fixing M&#8221;, do(M = m) or Y(1,M), \u00a0while undefinable in probability theory, is well defined in SEM.\u00a0(Pearl 1993b, Balke and Pearl 1995a). Thus, what\u00a0they have been telling SEM traditionalists is the following:  &#8220;Fear not the\u00a0`fixing&#8217; operator that you have in mind when\u00a0you say: `control,&#8217; it is a mathematical operation that by now is well defined and well explored, and permits\u00a0researchers to express what they really mean using CDE(M) = Y(1,M) \u2212 Y(0,M).  In other words, if you want to `fix M,&#8217; either plug M in the antecedent of the counterfactual,\u00a0or write E(Y|do(X = x),do(M = m)].&#8221; I use both notations\u00a0interchangeably, the former for population effects, the<br \/>\nlatter for individual effects.\u00a0The formal counterfactual treatment of direct and indirect effects\u00a0owes its development to this notational\u00a0provision and its SEM semantics (Pearl 2001, 2013).<\/span><\/p>\n<blockquote>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\">If X and M interact the CDE (M) changes for different values of M. To obtain a single measure of the direct effect, several different suggestions have been made.<\/span><\/p>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\">Although the suggestions are different, all of these measures are called &#8220;Natural.&#8221; <\/span><\/p>\n<p><span style=\"font-size: large;\"> <\/span><\/p><\/blockquote>\n<p><span style=\"font-size: large;\">As the one who coined the term &#8220;Natural&#8221;, I wish to\u00a0clarify the motivations, and explain why it was not chosen only\u00a0for the convenience of obtaining a single measure.\u00a0(We can easily obtain a single number by averaging over M.)\u00a0Natural effects define something more meaningful than\u00a0fixing M uniformly over the entire population, which is\u00a0artificial and, in many cases, does not represent policy options.\u00a0The word &#8220;natural&#8221; came from my reading how law makers define \u00a0&#8220;discrimination&#8221; (e.g., in salary or hiring). They compare\u00a0the salary of an individual to what it &#8220;would have been&#8221; had he\/she not been a male or a member of minority group, but everything else would be the same.\u00a0This is where the word &#8220;Natural&#8221;\u00a0came from; the need exists to compare the expected outcome under treatment,\u00a0to the expected outcome under no \u00a0treatment while\u00a0&#8220;freezing&#8221; M at the level each individual had under &#8220;natural&#8221; condition, e.g., under no\u00a0treatment.\u00a0In other words, we allow M to vary from individual to individual\u00a0in a &#8220;natural&#8221; way, i.e., as it is distributed naturally\u00a0in the population, prior to treatment. This need was first recognized by Robins and Greenland (1992) and then formulated mathematically in Pearl (2001).<\/span><\/p>\n<p><span style=\"font-size: large;\">I recommend that readers look into the\u00a0meaning of NIE and TE \u2212 NDE as representing two aspects\u00a0of mediation, <em>sufficient<\/em> and <em>necessary<\/em>. The former\u00a0represents the portion of cases whose response can\u00a0be &#8220;explained&#8221; by mediation alone, while the latter\u00a0represent the portion of cases whose response cannot\u00a0be explained &#8220;but for&#8221; mediation. The two are generally not equal.<\/span><\/p>\n<blockquote>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\">One idea is a determine the Natural Direct Effect as follows:<\/span><\/p>\n<p style=\"padding-left: 30px; text-align: center;\"><span style=\"font-size: large;\">NDE = E[Y(1,M<sub>0<\/sub>)] \u2212 E[Y(0, M<sub>0<\/sub>)]<\/span><\/p>\n<p style=\"padding-left: 30px; text-align: left;\"><span style=\"font-size: large;\"> where M<sub>0<\/sub> is M(0) which is the value on the mediator would take if X equals 0. \u00a0Thus, within this approach, there needs to be a meaningful &#8220;baseline&#8221; value for X which becomes the zero value. \u00a0For instance, if X is experimental versus control, then the control group would have a score of 0. \u00a0However, if X is level of self-esteem, it might be more arbitrary to define the zero value. \u00a0 The parallel Natural Indirect Effect is defined as<\/span><\/p>\n<p style=\"padding-left: 30px; text-align: center;\"><span style=\"font-size: large;\"> NIE = E[Y(1,M<sub>1<\/sub>)] \u2212 E[Y(1,M<sub>0<\/sub>)]<\/span><\/p>\n<p style=\"padding-left: 30px; text-align: left;\"><span style=\"font-size: large;\">where M<sub>1<\/sub> is M(1) or the potential outcome for M when X equals 1. \u00a0The Total Effect becomes the sum of the two:<\/span><\/p>\n<p style=\"padding-left: 30px; text-align: center;\"><span style=\"font-size: large;\">TE = NIE + NDE = E[Y(1,M<sub>1<\/sub>)] = E[Y(1,M<sub>0<\/sub>)] = E[Y(1)] \u2212 E[Y(0)]<\/span><\/p>\n<p style=\"padding-left: 30px; text-align: left;\"><span style=\"font-size: large;\">Some might benefit from Muthe&#8217;n&#8217;s discussion of these measures of mediation effects in his paper &#8220;<span style=\"text-decoration: underline;\">Applications of Causally Defined Direct and Indirect Effects in Mediation Analysis using SEM in Mplus<\/span>.&#8221;<\/span><\/p>\n<p style=\"padding-left: 30px; text-align: left;\"><span style=\"font-size: large;\">Note that both CDE and NDE would equal the regression slope or what was earlier called path c&#8217; if the model is linear, assumptions are met, and there is no XM interaction affecting Y,<\/span><\/p>\n<\/blockquote>\n<p><span style=\"font-size: large;\">The beauty of CDE and NDE is that they coincide with\u00a0path c&#8217; even when some of the assumptions are not met. \u00a0Specifically, linearity is all we need; the equality\u00a0c&#8217; =  CDE = NDE holds even when omitted variables are present\u00a0and even when there is a XM interaction affecting Y.\u00a0(See Pearl 2012.)<\/span><\/p>\n<blockquote><p><span style=\"font-size: large;\">the NIE would equal ab, and the TE would equal ab + c&#8217;. In the case in which the specifications made by traditional mediation approach (e.g., linearity, no omitted variables, no XM interaction), the estimates would be the same. \u00a0Thus the definition of effects within the Casual Inference approach are more general.<\/span><\/p><\/blockquote>\n<p><span style=\"font-size: large;\">The generality is two folds. First, in linear systems,\u00a0the counterfactual definition applies to models\u00a0for which no definition exists in the traditional\u00a0approach, namely, models in which the assumptions of\u00a0no omitted variables and no XM interaction do not\u00a0hold. Second, the counterfactual definition applies\u00a0to models in which the functional form is unknown and may include arbitrary nonlinear functions with arbitrary interactions including discrete and continuous variables.<\/span><\/p>\n<p style=\"padding-left: 0px;\"><span style=\"font-size: large;\"> Greetings, <\/span><\/p>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\"> J. Pearl <\/span><\/p>\n<p style=\"padding-left: 30px;\"><span style=\"font-size: large;\"> <\/span><\/p>\n<p style=\"padding-left: 0px; padding-bottom: 0px; padding-top: 0px;\"><span style=\"font-size: large; padding-left: 0px; padding-bottom: 0px; padding-top: 0px;\"><br \/>\n<strong>References: <\/strong><\/span><\/p>\n<p style=\"font-size: large; padding-left: 30px; padding-bottom: 0px; padding-top: 0px;\">Balke, A. and Pearl, J. (1995). Counterfactuals and policy analysis in structural models.  In Uncertainty in Artificial Intelligence 11 (P. Besnard and S. Hanks. eds.). Morgan Kaufmann, San Francisco, 11-18.<\/p>\n<p style=\"font-size: large; padding-left: 30px; padding-bottom: 0px; padding-top: 0px;\">Baron, R. and Kenny, D. (1986). The moderator-mediator variable distinction in social psychological research: Conceptual, strategic, and statistical considerations. Journal of Personality and Social Psychology 51 1173-1182.<\/p>\n<p style=\"font-size: large; padding-left: 30px; padding-bottom: 0px; padding-top: 0px;\">Bollen, K. and Pearl, J. (2013). Eight myths about causality and structural equation models. In Handbook of Causal Analysis for Social Research (S. Morgan, ed.). Springer, Dordrecht, Netherlands, 301-328.<\/p>\n<p style=\"font-size: large; padding-left: 30px; padding-bottom: 0px; padding-top: 0px;\">Chen, B. and Pearl, J. (2013). Regression and Causation: A Critical Examination of Six Econometrics Textbooks. Real-World Economics Review, Issue No. 65, 2-20.<\/p>\n<p style=\"font-size: large; padding-left: 30px; padding-bottom: 0px; padding-top: 0px;\">Judd, C. and Kenny, D. (1981). Estimating the Effects of Social Interactions.  Cambridge University Press, Cambridge, England.<\/p>\n<p style=\"font-size: large; padding-left: 30px; padding-bottom: 0px; padding-top: 0px;\">Judd, C. and Kenny, D. (2010). Data analysis in social psychology:  Recent and recurring issues.  In The handbook of social psychology (E. Gilbert, S.T. Fiske and G. Lindzey, eds.), 5th ed. McGraw-Hill, Boston, MA 115-139.<\/p>\n<p style=\"font-size: large; padding-left: 30px; padding-bottom: 0px; padding-top: 0px;\">Lindley, D.V. (2002). Seeing and Doing: The Concept of Causation. International Statistical Review 70 191-214.<\/p>\n<p style=\"font-size: large; padding-left: 30px; padding-bottom: 0px; padding-top: 0px;\">Pearl, J. (1993). Comment: Graphical models, causality and intervention. Statistical Science 8 266-269.<\/p>\n<p style=\"font-size: large; padding-left: 30px; padding-bottom: 0px; padding-top: 0px;\">Pearl, J. (2001). Direct and indirect effects.  In Proceedings of the Seventeenth Conference on Uncertainty in Artificial Intelligence. Morgan Kaufmann, San Francisco, CA, 411-420.<\/p>\n<p style=\"font-size: large; padding-left: 30px; padding-bottom: 0px; padding-top: 0px;\">Pearl, J. (2009). Causality: Models, Reasoning, and Inference. 2nd ed. Cambridge University Press, New York.<\/p>\n<p style=\"font-size: large; padding-left: 30px; padding-bottom: 0px; padding-top: 0px;\">Pearl, J. (2012). The mediation formula: A guide to the assessment of causal pathways in nonlinear models.  In Causality: Statistical Perspectives and Applications (C. Berzuini, P. Dawid and L. Bernardinelli, eds.). John Wiley and Sons, Ltd, Chichester, UK, 151-179.<\/p>\n<p style=\"font-size: large; padding-left: 30px; padding-bottom: 0px; padding-top: 0px;\">Pearl, J. (2013). Interpretation and Identification of Causal Mediation. UCLA Cognitive Systems Laboratory, Technical Report (R-389), September 2013. Forthcoming, Psychological Methods.<\/p>\n<p style=\"font-size: large; padding-left: 30px; padding-bottom: 0px; padding-top: 0px;\">Robins, J. and Greenland, S. (1992). Identifiability and exchangeability for direct and indirect effects. Epidemiology 3 143-155.<\/p>\n<p style=\"font-size: large; padding-left: 30px; padding-bottom: 0px; padding-top: 0px;\">Valeri, L. and VanderWeele, T. (2013). Mediation analysis allowing for exposure-mediator interactions and causal interpretation: Theoretical assumptions and implementation with SAS and SPSS macros. Psychological Methods 18 137-150.<\/p>\n<p style=\"font-size: large; padding-left: 30px; padding-bottom: 0px; padding-top: 0px;\">\n<div>\n<p>The text of this page (as in 06\/19\/2014) is available for modification and reuse under the terms of the\u00a0<a href=\"http:\/\/en.wikipedia.org\/wiki\/Wikipedia:Text_of_Creative_Commons_Attribution-ShareAlike_3.0_Unported_License\" target=\"_blank\">Creative Commons Attribution-Sharealike 3.0 Unported License<\/a> and the\u00a0<a href=\"http:\/\/en.wikipedia.org\/wiki\/Wikipedia:Text_of_the_GNU_Free_Documentation_License\" target=\"_blank\">GNU Free Documentation License<\/a> (unversioned, with no invariant sections, front-cover texts, or back-cover texts).<\/p>\n<p>Excuse the legal language, but this is what the Wikipedia needs to permit us to post portions of this page. Rolling with the punches.<\/p>\n<\/div>\n","protected":false},"excerpt":{"rendered":"<p>David Kenny&#8217;s website\u00a0&lt;http:\/\/davidakenny.net\/cm\/mediate.htm&gt; has recently been revised\u00a0to include a section on\u00a0the Causal Inference Approach to Mediation.\u00a0As many readers know, Kenny has pioneered mediation analysis in the social sciences\u00a0through his seminal papers with Judd (1981)\u00a0and Baron(1986) and has been an active leader\u00a0in this field.\u00a0His original approach, often referred to as the\u00a0&#8220;Baron and Kenny (BK) approach,&#8221; is [&hellip;]<\/p>\n","protected":false},"author":3,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[6,19,26],"tags":[],"class_list":["post-713","post","type-post","status-publish","format-standard","hentry","category-counterfactual","category-indirect-effects","category-mediated-effects"],"_links":{"self":[{"href":"https:\/\/causality.cs.ucla.edu\/blog\/index.php\/wp-json\/wp\/v2\/posts\/713","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/causality.cs.ucla.edu\/blog\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/causality.cs.ucla.edu\/blog\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/causality.cs.ucla.edu\/blog\/index.php\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/causality.cs.ucla.edu\/blog\/index.php\/wp-json\/wp\/v2\/comments?post=713"}],"version-history":[{"count":0,"href":"https:\/\/causality.cs.ucla.edu\/blog\/index.php\/wp-json\/wp\/v2\/posts\/713\/revisions"}],"wp:attachment":[{"href":"https:\/\/causality.cs.ucla.edu\/blog\/index.php\/wp-json\/wp\/v2\/media?parent=713"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/causality.cs.ucla.edu\/blog\/index.php\/wp-json\/wp\/v2\/categories?post=713"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/causality.cs.ucla.edu\/blog\/index.php\/wp-json\/wp\/v2\/tags?post=713"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}