Causal mediation analysis in instrumental-variables regressions

• Autores: Christian Dippel, Andreas Ferrara, Stephan Heblich
• Localización: The Stata journal, ISSN 1536-867X, Vol. 20, Nº. 3, 2020, págs. 613-626
• Idioma: inglés
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• Resumen

  • 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 (2020, unpublished manuscript).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.