Granger Mediation Analysis

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.


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install.packages("gma")

1.0 by Yi Zhao, 2 years ago


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


Authors: Yi Zhao <[email protected]> , Xi Luo <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on MASS, nlme, car


See at CRAN