#文献# 计量经济学家对中介分析下手了 http://t.cn/AXx0JYIr

经济学家通常关注某种干预措施影响结果的具体作用机制。我们建立了针对“完全中介作用的严格零假设”的检验方法，该假设认为干预措施D仅通过特定机制（或一组机制）M影响结果Y。我们的方法充分利用了中介分析与计量经济学文献中关于工具变量效度检验的研究联系。此外，当严格零假设被拒绝时，我们还提供了量化其他潜在机制作用强度的工具：我们推导出了在两种干预条件下机制M取值相同的情况下，其结果仍受干预影响的个体比例的严格下限（即“始终接受干预者”），以及这类个体所受干预平均效应的严格边界。相较于现有的中介分析工具，本方法的优势在于无需对机制M的分配方式做出严格假设。我们通过两个实证案例展示了该方法的应用。

Economists are often interested in the mechanisms by which a treatment affects an outcome. We develop tests for the “sharp null of full mediation” that a treatment D affects an outcome Y only through a particular mechanism (or set of mechanisms) M. Our approach exploits connections between mediation analysis and the econometric literature on testing instrument validity. We also provide tools for quantifying the magnitude of alternative mechanisms when the sharp null is rejected: we derive sharp lower bounds on the fraction of individuals whose outcome is affected by the treatment despite having the same value of M under both treatments (“always-takers”), as well as sharp bounds on the average effect of the treatment for such always-takers. An advantage of our approach relative to existing tools for mediation analysis is that it does not require stringent assumptions about how M is assigned. We illustrate our methodology in two empirical applications.