Causal mediation analysis in instrumental-variables regressions
Christian Dippel, Andreas Ferrara, Stephan Heblich
2020The Stata Journal Promoting communications on statistics and Stata186 citationsDOIOpen Access PDF
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 (2020, unpublished manuscript).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.
Topics & Concepts
Instrumental variableMediationCausal inferenceEconometricsMediatorPsychologyCausal analysisCausal modelVariablesEstimationStatisticsMathematicsMedicineSociologyEconomicsSocial scienceInternal medicineManagementAdvanced Causal Inference TechniquesSocial and Intergroup PsychologyCultural Differences and Values