[Statlist] Sémin. STAT Friday 11.10.2019 - Martin Huber

[ISTAT Messagerie]

SEMINAIRE DE STATISTIQUE

Institut de Statistique, Université de Neuchâtel, 2000 Neuchâtel - http://www2.unine.ch/statistics         

Vendredi 11 octobre 2019,  11H00,  salle G B 31 (rez-sup, aile gauche),  Bâtiment G, AV. de Bellevaux 51 , Faculté des sciences 

Martin Huber 
University of Fribourg

Direct and Indirect Effects based on Changes-in-Changes

Abstract :
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. 

Joint work with Mark Schelker and Anthony Strittmatter.