Distributed-lag Linear Structural Equation Models in R: the dlsem Package

Authors

DOI:

https://doi.org/10.17713/ajs.v48i2.777

Abstract

In this paper, an extension of linear Markovian structural causal models is introduced,
called distributed-lag linear structural equation models (DLSEMs),
where each factor of the joint probability distribution is a
distributed-lag linear regression with constrained lag shapes.
DLSEMs account for temporal delays in the dependence relationships
among the variables and allow to assess dynamic causal effects.
As such, they represent a suitable methodology to investigate the effect
of an external impulse on a multidimensional system through time.
In this paper, we present the dlsem package for R
implementing inference functionalities for DLSEMs.
The use of the package is illustrated through an example on simulated data
and a real-world application aiming at assessing the impact of agricultural
research expenditure on multiple dimensions in Europe.

Published

2019-01-26

How to Cite

Magrini, A. (2019). Distributed-lag Linear Structural Equation Models in R: the dlsem Package. Austrian Journal of Statistics, 48(2), 14-42. https://doi.org/10.17713/ajs.v48i2.777