Martin Huber, Mark Schelker, Anthony Strittmatter
arXiv 11 Sep 2019 · Econometrics
arXiv:1909.04981 · PDF · DOI · OpenAlex · Extracted main text
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 identify average and quantile direct and indirect effects for various subgroups under the condition that the outcome is monotonic in the unobserved heterogeneity and that the distribution of the latter does not change over time conditional on the treatment and the mediator. We also provide a simulation study and an empirical application to the Jobs II programme.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Athey and Imbens (2006) Identification and Inference in Nonlinear Difference-In-Difference Models | 1.000 | 10 | 3 | 100% |
| 2 | Deuchert, Huber, and Schelker (2017) Direct and indirect effects based on difference-in-differences with an application to political preferences following the Vietna… self | 1.000 | 7 | 3 | 100% |
| 3 | Angrist, Imbens, and Rubin (1996) Identification of Causal Effects Using Instrumental Variables | 0.928 | 4 | 3 | 100% |
| 4 | Vinokur, Price, and Schul (1995) Impact of the JOBS Intervention on Unemployed Workers Varying in Risk for Depression | 0.874 | 7 | 2 | 100% |
| 5 | Sawada (2019) Non-Compliance in Randomized Control Trials without Exclusion Restrictions | 0.693 | 5 | 1 | 100% |
| 6 | Chaisemartin and D'Haultfeuille (2018) Fuzzy Differences-in-Differences | 0.644 | 4 | 1 | 100% |
| 7 | Frangakis and Rubin (2002) Principal Stratification in Causal Inference | 0.644 | 2 | 2 | 100% |
| 8 | Caplan, Vinokur, Price, and van Ryn (1989) Job seeking, reemployment, and mental health: A randomized field experiment in coping with job loss | 0.511 | 2 | 1 | 100% |
| 9 | Imbens and Angrist (1994) Identification and Estimation of Local Average Treatment Effects | 0.511 | 2 | 1 | 100% |
| 10 | Robins and Greenland (1992) Identifiability and Exchangeability for Direct and Indirect Effects | 0.511 | 2 | 1 | 100% |
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