[Mediation-information] Question when applying Causal Mediation Analysis

[dustin tingley]

Francesc-

The practical relationship between causal mediation analysis and IV is
important.

At one level this turns on whether you are interested in the causal effect
of the treatment, or, if you are using something as an instrument, whether
you care about the effect of that instrument (most economists do not). My
biggest concern is people who actually care about the effects of the
exogenous variable, but who use IV to identify its effect under the
exclusion restriction assumption.

I would also refer you to Booil Jo's paper that we cite so you can contrast
our approach to one that is more in line with IV methods you appear more
familiar with (we discuss this a bit in the PM paper). Key is keeping track
of the assumptions you are making across the two procedures.

Perhaps my co-authors can add anything.

Dustin

Dustin Tingley
Government Department
Harvard University
http://scholar.harvard.edu/dtingley



On Thu, Sep 8, 2011 at 1:18 PM, Francesc AMAT <
Francesc.Amat at nuffield.ox.ac.uk> wrote:

> Dustin,
>
> How can we really distinguish an "exogenous causal effect" (as we refer to
> them in the traditional IV frameworks) from an "indirect effect" int he
> causal mediation analysis framework?
>
> My trouble is that inn the causal mediation analysis the mediator M is also
> assumed to be causally prior to the outcome Y.
>
> But doing the analogy to the IV framework, if the mediator is endogneized
> using T as an instrument then a standard economsit would say that has found
> an exogenous effect of M on Y, right?
>
> best,
>
> Francesc
> -----------------------------------------
> Francesc Amat
> University of Oxford
> Nuffield College
> francesc.amat at nuffield.ox.ac.uk
> ________________________________________
> From: dustin tingley [dtingley at gov.harvard.edu]
> Sent: 26 August 2011 13:25
> To: Francesc AMAT; Teppei Yamamoto
> Subject: Re: Question when applying Causal Mediation Analysis
>
> Hi-
> I'm not sure. Can you provide the code for the mediator, outcome model, and
> when you run mediate as well. Teppei, have you see this?
> best,
> Dustin
>
> Dustin Tingley
> Government Department
> Harvard University
> http://scholar.harvard.edu/dtingley
>
>
>
> On Fri, Aug 26, 2011 at 7:57 AM, Francesc AMAT <
> Francesc.Amat at nuffield.ox.ac.uk<mailto:Francesc.Amat at nuffield.ox.ac.uk>>
> wrote:
> Dustin,
>
>
> I run the causal mediation R package and when doing sensitivity analysis I
> encounter an error message after using the "medsens" command.
>
>
> The error message is the following one:
>
> sens.bout <- medsens(out.y1b, rho.by<http://rho.by>= 0.05, sims = 1000)
>
> Error in Mmodel.coef.sim * (rho12.sim/sigma.2.sim) %x% t(rep(1, y.k -  :
>  non-conformable arrays
>
> The mediator is a continuous variable and the outcome is binary. So I use a
> linear regression model for the mediator model and a probit model for the
> outcome one. So everything is quite standard.
>
> Do you know which could be the source of the error?
>
> Thanks,
>
> Francesc
>
> -----------------------------------------
> Francesc Amat
> University of Oxford
> Nuffield College
> francesc.amat at nuffield.ox.ac.uk<mailto:francesc.amat at nuffield.ox.ac.uk>
> ________________________________________
> From: dustin tingley [dtingley at gov.harvard.edu<mailto:
> dtingley at gov.harvard.edu>]
> Sent: 24 August 2011 15:21
> To: Francesc AMAT; Kosuke Imai; Teppei Yamamoto; Luke Keele
> Subject: Re: Question when applying Causal Mediation Analysis
>
> Francesc--
>
> This is a good question, that we often get. If we haven't made it explicit
> in our APSR paper we might want to (I don't remember).
>
> At one level, the answer is pretty simple. If the "direct" effect (which
> might be thought of as other mechanisms you're not interested in) runs in
> the opposite direction from your mechanisms--even if it is
> insignificant--then you might see a total effect be insig but the ACME be
> significant. We're not the first to point this out, a paper by MacKinnon
> talks about "effect suppression", which is basically this. More generally,
> this is one reason why we think that just looking at the ATE might be
> misleading. Of course, you must in our framework be making the SI
> assumption. So do the sensitivity analyses and report them!
>
> I'm sure we'd all be interested in your paper when you have one to
> circulate.
>
> I cc my co-authors lest they have more to add.
> best,
> Dustin
>
> Dustin Tingley
> Government Department
> Harvard University
> http://scholar.harvard.edu/dtingley
>
>
>
> On Wed, Aug 24, 2011 at 8:49 AM, Francesc AMAT <
> Francesc.Amat at nuffield.ox.ac.uk<mailto:Francesc.Amat at nuffield.ox.ac.uk
> ><mailto:Francesc.Amat at nuffield.ox.ac.uk<mailto:
> Francesc.Amat at nuffield.ox.ac.uk>>> wrote:
> Dear Prof. Tingley,
>
> I am applying your R package for doing causal mediation analysis and I´m
> following your new APSR piece.
>
> My question is rather simple but it remains unclear to me. In the old Baron
> and Kenny (1986) framework when doing mediation analysis the first standard
> requirement was that the treatment (T) should significantly affect the
> outcome (Y) in the abase of the mediator (M) so that there is an effect to
> be mediated.
>
> However, I'm using a natural experiment in which the treatment (T) affects
> the mediator but not directly the outcome (and even in the absence of the
> mediator the treatment does not affect the outcome). In other words, when
> modelling the outcome model when I include the treatment (T) but not the
> mediator (M) the treatment do not have any significant effect on Y. And
> indeed, when applying your R package I do find a significant "indirect
> effect" but a not significant "direct effect".
>
> So, rather simply, my question is the following. It is necessary as a
> pre-condition to apply the causal mediation analysis package to find that
> the treatment significantly affects the outcome in the absence of the
> mediator -as it seems to me it was the standard in the Baron and Kenny
> framework)? Or alternatively, it is perfectly fine to use a treatment (T)
> such that indirectly affects the outcome (Y) but it does not have a direct
> effect on Y even when no controlling for the mediator?
>
> I have good theoretical reasons to expect such an indirect effect and no
> reason to think that the treatment should have a direct effect on Y, even
> when no controlling for the mediator.
>
> Many thanks,
>
> Francesc
>
> -----------------------------------------
> Francesc Amat
> University of Oxford
> Nuffield College
> francesc.amat at nuffield.ox.ac.uk<mailto:francesc.amat at nuffield.ox.ac.uk
> ><mailto:francesc.amat at nuffield.ox.ac.uk<mailto:
> francesc.amat at nuffield.ox.ac.uk>>
>
>
>
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