gma (1.0)

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Granger Mediation Analysis.

http://cran.r-project.org/web/packages/gma

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, for details.

Maintainer: Yi Zhao
Author(s): Yi Zhao <zhaoyi1026@gmail.com>, Xi Luo <xi.rossi.luo@gmail.com>

License: GPL (>= 2)

Uses: car, MASS, nlme

Released over 1 year ago.


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