Copula Structural Equation Models for Mediation Pathway Analysis

Canyi Chen, Ritoban Kundu, Wei Hao, Peter X. -K. Song
[stat.ME]

Structural equation models (SEMs) are fundamental to causal mediation pathway discovery. However, traditional SEM approaches often rely on \emph{ad hoc} model specifications when handling complex data structures such as mixed data types or non-normal data in which Gaussian assumptions for errors are rather restrictive. The invocation of copula dependence modeling methods to extend the classical linear SEMs mitigates several of key technical limitations, offering greater modeling flexibility to analyze non-Gaussian data. This paper presents a selective review of major developments in this area, highlighting recent advancements and their methodological implications.

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