swMATH ID: 26339
Software Authors: Yi Zhao, Xi Luo
Description: R package gma: 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, <arXiv:1709.05328> for details.
Homepage: https://cran.r-project.org/web/packages/gma/index.html
Source Code:  https://github.com/cran/gma
Dependencies: R
Keywords: GMA; Granger Mediation Analysis; arXiv_stat.ME; arXiv_stat.AP; Machine Learning; arXiv_stat.ML
Related Software: R; pffr; sbw; fda (R)
Cited in: 3 Publications

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1 Publication describing the Software Year
Granger Mediation Analysis of Multiple Time Series with an Application to fMRI
Yi Zhao, Xi Luo

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