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Causal mediation analysis in instrumental-variables regressions
The Stata Journal: Promoting communications on statistics and Stata ( IF 3.2 ) Pub Date : 2020-09-22 , DOI: 10.1177/1536867x20953572
Christian Dippel 1 , Andreas Ferrara 2 , Stephan Heblich 3
Affiliation  

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 (2020, unpublished manuscript).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.



中文翻译:

工具变量回归中的因果中介分析

在本文中,我们描述了ivmediate的使用,该新命令使用Dippel等人开发的框架来估计工具变量设置中的因果中介作用。(2020年,未出版的手稿)。ivmediate可以估计治疗效果以及可以归因于介体变量的这种效果的份额。尽管治疗和介导物都可能是内源性的,但只需一台仪器即可确定因果关系和介导作用。

更新日期:2020-09-22
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