中介效应最新进展: 中介效应中的工具变量法使用方法及其代码！

凡是搞计量经济的，都关注这个号了

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最新一期Stata程序及使用方法：

Comparing distributions of ordinal data

S. P. Jenkins

sfcount: Command for count-data stochastic frontiers and underreported and overreported counts

E. Fé and R. Hofler

emagnification: A tool for estimating effect-size magnification and performing design calculations in epidemiological studies

D. J. Miller, J. T. Nguyen, and M. Bottai

Local Whittle estimation of the long-memory parameter

C. F. Baum, S. Hurn, and K. Lindsay

A command to estimate and interpret models of dynamic compositional dependent variables: New features for dynsimpie

Y. S. Jung, F. D. S. Souza, A. Q. Philips, A. Rutherford, and G. D. Whitten

A simple test for power-law behavior

C. M. Urzúa

Causal mediation analysis in instrumental-variables regressions

C. Dippel, A. Ferrara, and S. Heblich

Endogenous switching regression model and treatment effects of count-data outcome

T. Hasebe

Smooth varying-coefficient models in Stata

F. Rios-Avila

Pairwise meta-analysis of aggregate data using metaan in Stata

E. Kontopantelis and D. Reeves

Uniform nonparametric inference for time series using Stata

J. Li, Z. Liao, and M. Gao

Multistate life tables using Stata

J. O. Muniz

Speaking Stata: Is a variable constant?

N. J. Cox

正文

以下引荐的是"工具变量回归中的因果中介分析"，主要解决内生性处理变量和中介变量问题。

Dippel C, Ferrara A, Heblich S. Causal mediation analysis in instrumental-variables regressions. The Stata Journal. 2020;20(3):613-626. doi:10.1177/1536867X20953572

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 (2020, unpublished manuscript).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.

拓展性阅读

下面这些短链接文章属于合集，可以收藏起来阅读，不然以后都找不到了。