Direct and Indirect Effects Based on Changes-in-Changes
Mark Schelker and
No 7855, CESifo Working Paper Series from CESifo
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 programme evaluation and maternity leave reform.
Keywords: direct effects; indirect effects; mediation analysis; changes-in-changes; causal mechanisms; treatment effects (search for similar items in EconPapers)
JEL-codes: C21 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-hea and nep-ore
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Journal Article: Direct and Indirect Effects based on Changes-in-Changes (2022)
Working Paper: Direct and Indirect Effects based on Changes-in-Changes (2019)
Working Paper: Direct and Indirect Effects based on Changes-in- Changes (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:ces:ceswps:_7855
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