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PARAMED: Stata module to perform causal mediation analysis using parametric regression models

Author

Listed:
  • Richard Emsley

    (University of Manchester)

  • Hanhua Liu

    (University of Manchester)

Programming Language

Stata

Abstract

paramed performs causal mediation analysis using parametric regression models. Two models are estimated: a model for the mediator conditional on treatment (exposure) and covariates (if specified), and a model for the outcome conditional on treatment (exposure), the mediator and covariates (if specified). It extends statistical mediation analysis (widely known as Baron and Kenny procedure) to allow for the presence of treatment (exposure)-mediator interactions in the outcome regression model using counterfactual definitions of direct and indirect effects. paramed allows continuous, binary or count outcomes, and continuous or binary mediators, and requires the user to specify an appropriate form for the regression models. paramed provides estimates of the controlled direct effect, the natural direct effect, the natural indirect effect and the total effect with standard errors and confidence intervals derived using the delta method by default, with a bootstrap option also available.

Suggested Citation

  • Richard Emsley & Hanhua Liu, 2013. "PARAMED: Stata module to perform causal mediation analysis using parametric regression models," Statistical Software Components S457581, Boston College Department of Economics, revised 26 Apr 2013.
    • Handle: RePEc:boc:bocode:s457581
    Note: This module should be installed from within Stata by typing "ssc install paramed". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/p/paramed.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/paramed.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/paramedbs.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/paramed.mata
    File Function: Mata code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/paramed_example.dta
    File Function: sample data file
    Download Restriction: no
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