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Performs Granger mediation analysis (GMA) for 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 vector 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 based on a full conditional likelihood or a two-stage method. See Zhao, Y., & Luo, X. (2017), Granger Mediation Analysis of Multiple Time Series with an Application to fMRI, <doi:10.48550/arXiv.1709.05328> for details.
| Version: | 1.0 |
| Depends: | MASS, nlme, car |
| Published: | 2017-09-19 |
| DOI: | 10.32614/CRAN.package.gma |
| Author: | Yi Zhao, Xi Luo |
| Maintainer: | Yi Zhao <zhaoyi1026 at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| In views: | CausalInference |
| CRAN checks: | gma results |
| Reference manual: | gma.pdf |
| Package source: | gma_1.0.tar.gz |
| Windows binaries: | r-devel: gma_1.0.zip, r-release: gma_1.0.zip, r-oldrel: gma_1.0.zip |
| macOS binaries: | r-release (arm64): gma_1.0.tgz, r-oldrel (arm64): gma_1.0.tgz, r-release (x86_64): gma_1.0.tgz, r-oldrel (x86_64): gma_1.0.tgz |
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