Causal mediation analysis in instrumental-variables regressions

Christian Dippel (), Andreas Ferrara and Stephan Heblich
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Christian Dippel: UCLA Anderson School of Management

Stata Journal, 2020, vol. 20, issue 3, 613-626

Abstract: 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 (2020, unpublished manuscript).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.

Keywords: ivmediate; causal mediation analysis; treatment effects; instrumental variables (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1177/1536867X20953572

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