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

Alessandro Magrini
2019 Austrian Journal of Statistics  
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 adistributed-lag linear regression with constrained lag shapes.DLSEMs account for temporal delays in the dependence relationshipsamong the variables and allow to assess dynamic causal effects.As such, they represent a suitable methodology to investigate the effectof an external impulse
more » ... n a multidimensional system through time.In this paper, we present the dlsem package for Rimplementing inference functionalities for DLSEMs.The use of the package is illustrated through an example on simulated dataand a real-world application aiming at assessing the impact of agriculturalresearch expenditure on multiple dimensions in Europe.
doi:10.17713/ajs.v48i2.777 fatcat:yrsmg46bofawpg57uu4pkdw5c4