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