A causal mediation analysis in the presence of multiple time-varying mediators

• Grant number: 21/06057-0
• Support Opportunities: Scholarships in Brazil - Post-Doctoral
• Start date: August 01, 2021
• End date: March 23, 2022
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Statistics
• Principal Investigator: Hedibert Freitas Lopes
• Grantee: Widemberg da Silva Nobre
• Host Institution: Instituto de Ensino e Pesquisa (Insper). São Paulo , SP, Brazil
• Associated research grant: 18/04654-9 - Time series, wavelets and high dimensional data, AP.TEM

Abstract

We will investigate the causal impact of an intervention accounting for temporal evolution of the data. In particular, we focus on the context of causal mediation analysis in settings of multiple mediators sequentially structured. The goal of the mediation analysis is to determine whether the causal effect between two variables is mediated by a third variable, and in what dimension this mediation happens. We aim at incorporating causal mediation techniques to the context of an intervention at a particular point in time. We will develop statistical methods to estimate causal direct and indirect effects. Finally, we also aim at applying the proposed method to a particular problem involving the Coronavirus pandemic. (AU)