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IV2SLS binary mediation estimator: single-instrument 2SPS with logistic / LPM

Source: R/bin_mediation.R
fit_iv2sls_mediation_bin.Rd

Two-stage predictor substitution with a single instrument (G for X, no mediator instrument):

  1. OLS: X ~ g + W + covars -> X_hat (purge U1 from X).

  2. OLS: M ~ X_hat + covars -> alpha_M.

  3. Logistic / LPM: y ~ X_hat + M + W + covars -> NDE (coef on X_hat), beta_M (coef on M).

NIE = alpha_M * beta_M. Weak-instrument gate (partial F for G) applies to the OLS first stage. Unlike fit_iv2sls_mediation2_bin, this estimator does not instrument the mediator and is NOT point-identified under M-O confounding — it is included for parity with the continuous fit_iv2sls_mediation.

Usage

fit_iv2sls_mediation_bin(
  y,
  X,
  M,
  g,
  w,
  covars = NULL,
  min_f = 10,
  effect_scale = c("logor", "riskdiff")
)

Arguments

y

Numeric 0/1 outcome vector (length n).

X

Numeric exposure vector (length n).

M

Numeric mediator vector (length n).

g

Numeric instrument for X (length n).

w

Numeric NC vector (length n) or matrix (n x q).

covars

Optional data frame of covariates (n rows).

min_f

Minimum partial F for the excluded instrument. Default 10.

effect_scale

Character: "logor" or "riskdiff".

Value

Named list (same fields as fit_unadj_mediation_bin). Returns all-NA if the first-stage partial F for G is below min_f.

Examples

set.seed(1)
dat <- generate_toy_data(n = 500, outcome_type = "binary",
mo_confounding = 0.8, seed = 1)
fit_iv2sls_mediation_bin(dat$y_bin, dat$X, dat$M, dat$G[, 1], dat$W[, 1])
#> $NDE
#> [1] -0.2332658
#> 
#> $NDE_se
#> [1] 0.2096974
#> 
#> $NDE_p
#> [1] 0.2659696
#> 
#> $NIE
#> [1] 0.7960189
#> 
#> $NIE_se
#> [1] 0.1735209
#> 
#> $NIE_p
#> [1] 4.48686e-06
#> 
#> $alpha_M
#> [1] 0.820922
#> 
#> $alpha_se
#> [1] 0.02989651
#> 
#> $beta_M
#> [1] 0.9696644
#> 
#> $beta_M_se
#> [1] 0.2084024
#>