Research report

Direct and indirect effects based on changes-in-changes

    01.09.2019

59

English 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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Faculty
Faculté des sciences économiques et sociales
Language
  • English
Classification
Economics
Other electronic version

Faculté SES

Series statement
  • Working Papers SES ; 508
License
License undefined
Identifiers
  • RERO DOC 327186
  • RERO R008969194
Persistent URL
https://folia.unifr.ch/unifr/documents/307960
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