IVMEDIATE: Stata module to perform 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
Stephan Heblich: University of Toronto

Statistical Software Components from Boston College Department of Economics

Abstract: ivmediate implements the causal mediation analysis framework for linear IV models introduced by Dippel et al. (2019). It estimates three effects: i) the total effect of a single treatment T on an outcome Y, where T is instrumented with a single IV Z, that is, a variable that affects Y only through T, ii) the direct effect of T on Y net of the effect of a mediator variable M, and iii) the indirect effect (mediation effect) of a third variable M through which T affects Y. The command allows for unpacking the treatment effect from a standard IV regression into the direct and indirect effects of (potentially) endogenous treatment and mediator variables without the need for an additional instrument for the mediator variable. This compares with frameworks that require an instrument for the mediator (Frölich and Huber 2017; Jun et al. 2016) or those where random assignment of the treatment is assumed (Imai, Keele, and Tingley 2010).

Language: Stata
Requires: Stata version 11
Keywords: causal mediation; instrumental variables (search for similar items in EconPapers)
Date: 2023-08-22
Note: This module should be installed from within Stata by typing "ssc install ivmediate". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/i/ivmediate.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivmediate.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivmediate_Becker_Woessmann_2009_example.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ipehd_qje2009_master.dta supplementary data file (application/x-stata)

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