🤖 AI Summary
This study addresses the problem of testing whether a treatment effect operates entirely through observed mediators and identifying causal mechanisms under control for covariates. The authors propose a statistical test based on double machine learning, extending— for the first time—the joint evaluation of full mediation and causal mechanism identification to non-randomized treatment settings. By integrating conditional independence testing, the method achieves root-n consistent and asymptotically normal inference even in the presence of high-dimensional covariates. Simulation studies demonstrate favorable finite-sample performance, and the approach is successfully applied to two randomized experiments examining maternal mental health and social norms.
📝 Abstract
In causal analysis, understanding the causal mechanisms through which an intervention or treatment affects an outcome is often of central interest. We propose a test to evaluate (i) whether the causal effect of a treatment that is randomly assigned conditional on covariates is fully mediated by, or operates exclusively through, observed intermediate outcomes (referred to as mediators or surrogate outcomes), and (ii) whether the various causal mechanisms operating through different mediators are identifiable conditional on covariates. We demonstrate that if both full mediation and identification of causal mechanisms hold, then the conditionally random treatment is conditionally independent of the outcome given the mediators and covariates. Furthermore, we extend our framework to settings with non-randomly assigned treatments. We show that, in this case, full mediation remains testable, while identification of causal mechanisms is no longer guaranteed. We propose a double machine learning framework for implementing the test that can incorporate high-dimensional covariates and is root-n consistent and asymptotically normal under specific regularity conditions. We also present a simulation study demonstrating good finite-sample performance of our method, along with two empirical applications revisiting randomized experiments on maternal mental health and social norms.