Direct and Indirect Effects based on Changes-in-Changes
Mark Schelker and
Journal of Business & Economic Statistics, 2022, vol. 40, issue 1, 432-443
We propose a novel approach for causal mediation analysis based on changes-in-changes assumptions restricting unobserved heterogeneity over time. This allows disentangling the causal effect of a binary treatment on a continuous outcome into an indirect effect operating through a binary intermediate variable (called mediator) and a direct effect running via other causal mechanisms. We identify average and quantile direct and indirect effects for various subgroups under the condition that the outcome is monotonic in the unobserved heterogeneity and that the distribution of the latter does not change over time conditional on the treatment and the mediator. We also provide a simulation study and two empirical applications regarding a training program evaluation and maternity leave reform.
References: Add references at CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
Access to full text is restricted to subscribers.
Working Paper: Direct and Indirect Effects based on Changes-in-Changes (2019)
Working Paper: Direct and Indirect Effects Based on Changes-in-Changes (2019)
Working Paper: Direct and Indirect Effects based on Changes-in- Changes (2019)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:taf:jnlbes:v:40:y:2022:i:1:p:432-443
Ordering information: This journal article can be ordered from
Access Statistics for this article
Journal of Business & Economic Statistics is currently edited by Eric Sampson, Rong Chen and Shakeeb Khan
More articles in Journal of Business & Economic Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().