Causal mediation analysis in instrumental-variables regressions

Causal mediation analysis in instrumental-variables regressions

In this article, we describe the use of ivmediate, a new command to estimate causal mediation effects in instrumental-variables settings using the framework developed by Dippel et al. (2020, unpublished manuscript). ivmediate allows estimation of a treatment effect and the share of this effect that...

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Bibliographic Details
Published in:The Stata journal Vol. 20; no. 3; pp. 613 - 626
Main Authors: Dippel, Christian, Ferrara, Andreas, Heblich, Stephan
Format: Journal Article
Language:English
Published: Los Angeles, CA SAGE Publications 01-09-2020
Subjects:
st0611
treatment effects
instrumental variables
causal mediation analysis
ivmediate
Online Access:Get full text
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Summary:In this article, we describe the use of ivmediate, a new command to estimate causal mediation effects in instrumental-variables settings using the framework developed by Dippel et al. (2020, unpublished manuscript). ivmediate allows estimation of a treatment effect and the share of this effect that can be attributed to a mediator variable. While both treatment and mediator can be potentially endogenous, a single instrument suffices to identify both the causal treatment and the mediation effects.
ISSN:1536-867X
1536-8734
DOI:10.1177/1536867X20953572