I did research and the studies suggest controlling for the effects of covariates on all endogenous variables, including mediator variables, to improve model accuracy and reliability.
I want to confirm my understanding and I have a question. I am doing a path analysis and I have identified 3 covariates that I need to include along with my other exogenous variables. Do I control for the effects of these covariates on all of the endogenous variables (including a mediator variable) in the model, or just for the effects on the dependent variable?
References
Kuroki, M., & Miyakawa, M. (2003). Covariate selection for estimating the causal effect of control plans by using causal diagrams. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 65. https://doi.org/10.1111/1467-9868.00381.
Tygert, M. (2021). Controlling for multiple covariates. ArXiv, abs/2112.00672.
Xu, Z., Hong, Y., & Jin, R. (2016). Nonlinear general path models for degradation data with dynamic covariates. Applied Stochastic Models in Business and Industry, 32, 153-167. https://doi.org/10.1002/ASMB.2129.