* Dippel, Ferrara, Heblich (2019) ivmediate: Causal mediation analysis in instrumental variables regressions * empirical example do file, based on data from Becker and Woessmann (2009) table 3 qui do "Z:\Dropbox\projects\ivmediate\ado file\ivmediate.ado" sjlog using "Z:\Dropbox\projects\ivmediate\data\DFH_SJ_example", replace // open Becker and Woessmann (2009) replication data use "ipehd_qje2009_master.dta" // define the vector of control variables global controls "f_jew f_fem f_young f_pruss hhsize pop gpop f_miss" // run iv-mediation analysis ivmediate inctax $controls, mediator(f_rw) treatment(f_prot) instrument(kmwitt) sjlog type "Z:\Dropbox\projects\ivmediate\data\DFH_SJ_example.smcl", replace