Distributed-lag linear structural equation models in R: The dlsem package

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.