| gma-package {gma} | R Documentation |
Granger Mediation Analysis
Description
gma performs Granger Mediation Analysis (GMA) of time series. This package includes a single level GMA model and a two-level GMA model, for time series with hierarchically nested structure. The single level GMA model for the time series of a single participant performs the causal mediation analysis which integrates the structural equation modeling and the Granger causality frameworks. A multivariate autoregressive model of order p is employed to account for the spatiotemporal dependencies in the data. Meanwhile, the model introduces the unmeasured confounding effect through a nonzero correlation parameter. Under the two-level model, by leveraging the variabilities across participants, the parameters are identifiable and consistently estimated using a two-stage method or a block coordinate descent method.
Details
| Package: | gma |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2017-08-23 |
| License: | GPL (>=2) |
Author(s)
Yi Zhao <zhaoyi1026@gmail.com> and Xi Luo <xi.rossi.luo@gmail.com>
Maintainer: Yi Zhao <zhaoyi1026@gmail.com>
References
Zhao, Y., & Luo, X. (2017). Granger Mediation Analysis of Multiple Time Series with an Application to fMRI. arXiv preprint arXiv:1709.05328.