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Causal mediation analysis in instrumental-variables regressions

Author

Listed:
  • Christian Dippel

    (UCLA Anderson School of Management)

  • Andreas Ferrara

    (University of Pittsburgh)

  • Stephan Heblich

    (University of Toronto)

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 (2020, unpublished manuscript).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.

Suggested Citation

  • Christian Dippel & Andreas Ferrara & Stephan Heblich, 2020. "Causal mediation analysis in instrumental-variables regressions," Stata Journal, StataCorp LP, vol. 20(3), pages 613-626, September.
    • Handle: RePEc:tsj:stataj:v:20:y:2020:i:3:p:613-626
    DOI: 10.1177/1536867X20953572
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