gma 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 Standard Articles 1 Publication describing the Software Year Granger Mediation Analysis of Multiple Time Series with an Application to fMRI Yi Zhao, Xi Luo 2017 all top 5 Cited by 9 Authors 1 Luo, Xi 1 Mi, Yunlong 1 Shi, Yong 1 Wang, Qiyue 1 Wang, Zongrun 1 Xue, Wu 1 Zhang, Xiaoke 1 Zhao, Yi 1 Zhou, Ling Cited in 3 Serials 1 Biometrics 1 Journal of Economic Dynamics & Control 1 Computational Statistics and Data Analysis Cited in 3 Fields 2 Statistics (62-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX) Citations by Year