Estimating the mechanisms that connect explanatory variables with the explained variable, also known as "mediation analysis," is central to a variety of social-science fields, especially psychology, and increasingly to fields like epidemiology,. Recent work on the statistical methodology behind mediation analysis points to limitations in earlier methods. We implement in Stata computational approaches based on recent developments in the statistical methodology of mediation analysis. In particular, we provide functions for the correct calculation of causal mediation effects using several different types of parametric models, as well as the calculation of sensitivity analyses for violations to the key identifying assumption required for interpreting mediation results causally.
