Causal mediation analysis in instrumental-variables regressions
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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 (2020, unpublished manuscript).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.
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2024-02-29
