(Working Papers SES ; 508)
We propose a novel approach for causal mediation analysis based on changes-in- changes assumptions restricting unobserved heterogeneity over time. This allows disentangling the causal effect of a binary treatment on a continuous outcome into an indirect effect operating through a binary intermediate variable (called mediator) and a direct effect running via other causal mechanisms. We...
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In: Journal of Business and Economic Statistics, 2019, p. 1-60
We propose a novel approach for causal mediation analysis based on changesin- changes assumptions restricting unobserved heterogeneity over time. This allows disentangling the causal effect of a binary treatment on a continuous outcome into an indirect effect operating through a binary intermediate variable (called mediator) and a direct effect running via other causal mechanisms. We identify...
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In: Journal of Business & Economic Statistics, 2016, vol. 34, no. 1, p. 139-160
Using a comprehensive simulation study based on empirical data, this article investigates the finite sample properties of different classes of parametric and semiparametric stimators of (natural) direct and indirect causal effects used in mediation analysis under sequential conditional independence assumptions. The estimators are based on regression, inverse probability weighting, and...
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