A1027
Title: Change plane structural equation model
Authors: Jingli Wang - Nankai University (China) [presenting]
Abstract: A multi-threshold change plane structural equation model is introduced to accommodate varying causal effects according to change planes. In the proposed model, the number of thresholds, their locations, and the coefficients of change planes are all unknown. This model serves as a non-trivial extension of the multi-threshold change point structural equation model. A group selection method is first used to detect the number of thresholds. Then, an iterative procedure is adopted to refine the estimation of threshold locations and other model parameters. The Wald ratio method is applied to estimate causal effects for identified subgroups. Furthermore, the consistency of estimated parameters and asymptotic distribution of the estimated causal effects are established. Finally, the performance of the proposed methodology is demonstrated by simulations and a real data example.
