Martin Huber, "Identifying Causal Mechanisms (Primarily) Based on
Inverse Probability Weighting", Journal of Applied Econometrics,
Vol. 29, No. 6, 2014, pp. 920-943.

The Stata file "causalmech.dta" contains a subsample of the U.S. Job
Corps experimental data, namely those 10025 observations for which the
mediator and the outcome variable (see below) are observed, which are
considered in the empirical application of the paper.

The treatment assignment variable D is "treat", which is 1 if assigned
to the program group and 0 if assigned to the control group. 

The outcome variable Y is "exhealth30", which is 1 if health is stated
to be excellent 2.5 years after assignment and 0 otherwise.

The mediator M is "work2year2q", which is 1 if employed some time in
the first half of the second year after assignment and 0 otherwise. 

The variable "female" indicates gender, required for conducting the
analysis separately for women and men

The vector of pre-treatment confounders X consists of the following
variables (see the respective variable labels in "causalmech.dta" for
their meanings): schobef, trainyrbef, jobeverbef, jobyrbef, health012,
health0mis,pe_prb0, pe_prb0mis, everalc, alc12, everilldrugs, age_cat,
edumis, eduhigh, rwhite, everarr, hhsize, hhsizemis, hhinc12, hhinc8,
fdstamp, welf1, welf2, publicass

The vector of post-treatment confounders W consists of the following
variables (see the respective variable labels in "causalmech.dta" for
their meanings): emplq4, emplq4full, pemplq4, pemplq4mis, vocq4,
vocq4mis, health1212, health123, pe_prb12, pe_prb12mis, narry1,
numkidhhf1zero, numkidhhf1onetwo, pubhse12, h_ins12a, h_ins12amis

The R script "causal-mech.R" contains the R functions for the various
estimators as well as the estimation of the empirical application.

The file causalmech.dta is zipped in the file mh-dta.zip. The files
causalmech.csv (an ASCII file that contains the same dataset as
causalmech.dta) and causal-mech.R are zipped in the file mh-files.zip.
Unix/Linux users should use "unzip -a" for mh-files.zip but not for
mh-dta.zip.