Replication Data for "Direct and indirect treatment effects - causal chains and mediation analysis with instrumental variables"

2 data sets used as empirical illustrations for the semiparametric estimation of causal direct and indirect effects of a binary treatment based on instrumental variables. The method evaluates the indirect effect, which operates through a mediator (i.e. intermediate variable) that is situated on the causal path between the treatment and the outcome, as well as the unmediated direct effect of the treatment by using distinct instruments for the endogenous treatment and the endogenous mediator. The first data set contains observations from the British Household Panel Survey, the second one from the Job Corps experimental data.