There is roughly 19% attrition from the baseline to the endline surveys, which is quite substantial. We discuss attrition in detail in Appendix 3. We show that there is slightly more attrition in the control than either of the treatment groups, but that the differences are small. In addition, we present two estimators of our main equations (with special attention to child outcomes) which account for selective attrition. One is a control function approach where interviewer fixed effects are used an instrument for attrition. The second censors the outcomes of interest (say a test score) at different values and examines how estimates change, as in Angrist, Bettinger, and Kremer (2006). Our results are robust to these corrections for attrition.

# 5.3 Mediation Analysis

Our results above show that as a consequence of participation in NEP there are sustained improvements in both child vocabulary and socio-emotional scores and home environments. Given that the duration of the program is quite short, and child outcomes are measured 2 to 3 years after the end of the program, it is reasonable to think that any program impacts operate primarily by changing in parenting behaviors in the long run. Given the richness of our data on parenting behaviors and home environments, in this section we investigate if this idea is consistent with our data.

In this section we present a standard mediation analysis to examine to what extent the impacts on NEP on the vocabulary and socio-personal development scores of children can be explained by the impacts of NEP on parental behaviors and beliefs. The assumptions under which one can decompose treatment effects estimates into different components are however very strong. This means that the results in this section can only be interpreted as suggestive evidence of the importance of these mediators.

In a standard mediation model where the outcome of interest is Y and the mediating factor (observed measured input) is M (it can be a vector of factors), the goal is to separately identify the intervention’s total indirect effect (a ∗ b) from the direct effect (c) from the following model: where a is the ITT estimate of NEP on a particular mediator (practices and beliefs), and b the marginal effect of mediator M on the outcome. The outcomes we consider is the child’s vocabulary score and the socio-personal development index, and the vector of potential mediators includes quality of the home environment, nurturing and disciplinary strategies, self-efficacy, perceived social support, and parental beliefs about the process of child development. In the case of NEP-B, the program was unable to shift significantly any intermediate indicators, so we focus on NEP-I.

We estimate the model in steps using a Monte Carlo simulation approach following Campos et al. (2017). First, we estimate the coefficient a by regressing the effect of treatment assignment on each mediator (eq. 5). Second, we obtain estimates of b from a regression of child language on treatment status (as in the ITT equation, controlling for child and household characteristics and health center fixed effects) and add one particular mediator at a time. We then compute the 95% 22