Distributed-Lag Linear Structural Equation Models

Inference functionalities for distributed-lag linear structural equation models (DLSEMs). DLSEMs are Markovian structural causal models where each factor of the joint probability distribution is a distributed-lag linear regression with constrained lag shapes (Magrini, 2018 ; Magrini et al., 2019 ). DLSEMs account for temporal delays in the dependence relationships among the variables through a single parameter per covariate, thus allowing to perform dynamic causal inference in a feasible fashion. Endpoint-constrained quadratic, quadratic decreasing, linearly decreasing and gamma lag shapes are available.


Reference manual

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2.4.6 by Alessandro Magrini, 7 months ago

Browse source code at https://github.com/cran/dlsem

Authors: Alessandro Magrini

Documentation:   PDF Manual  

Task views: Econometrics

GPL-2 license

Imports methods

Depends on graph, Rgraphviz

See at CRAN