emotions, which reduces counter-arguing. We use twelve questions proposed by Green and Brock (2000), which include statements about things that happen during the screening and ask respondents to agree or disagree on a scale of 1 to 5. Example of these statements include: “You were distracted by activities in the room around you”; “You wanted to learn how the story ended”; “It affected you emotionally”; “You had a clear picture of the characters in the story”.

The second dimension we want to explore is the extent to which viewers identify with the characters. Identification is understood to make viewers more receptive to the modeling of behavior and more likely to rehearse the arguments presented (Murphy et al., 2011). We use ten questions proposed by Cohen (2001), also in the form of statements with 5-point scale responses, which include for example: “While viewing the show you felt as if you were part of the action”; “you wanted the characters to succeed in achieving their goals”; “you felt you had experienced the same thing as the character”. We aggregate the above questions into a Transportation and an Identification index, respectively, using principal component analysis. Appendix Table A17 reports the loading factors for the two indexes.

While these indexes cannot be considered as exogenous, in Appendix Table A18 we investigate which observable characteristics correlate with transportation and identification. We find that the only robust correlate of both indexes is wealth. For identification, also gender and speaking English as a primary or secondary language at home matter.<sup>27</sup> In estimating heterogeneous effects according to Transportation and Identification, we therefore control for the interaction between treatment and observable characteristics Xi0.

In Table 5 we estimate the effect of treatment on the five indexes of HIV outcomes and sexual behavior, including an interaction term between Treated and Transportation (Panel A) or Treated and Identification (Panel B), plus the standalone variables.<sup>28</sup> Odd-numbered columns do not include the interactions Treated ∗ Xi0, while even-numbered ones do. Transportation and Identification enhance the effect of watching Shuga, as shown by the positive coeffi cient on the interaction term between these indexes and treatment. In the top panel, this coeffi cient is positive and significant for three out of five indexes; in the bottom panel for two out of five (after correcting for multiple hypothesis testing). In terms of magnitude, for example, based on the estimates in column 1 of Panel A, a one standard deviation increase in Transportation is associated with a 0.45 standard deviation increase in HIV knowledge for the treatment group compared to the control one. The corresponding effect for a one standard deviation increase in Identification (Panel B) is a 0.3 standard deviation increase in HIV knowledge.<sup>29</sup>

> 27 Women tend to identify less with the characters in Shuga, and people who speak English at home identify more (not surprisingly given that the language of Shuga is English).

> 28 Online Appendix Table A19 reports the cross sectional results (without including the lagged dependent variable and its interaction with treatment), which yield a very similar coeffi cient on the interaction between treatment and Transportation (or Identification).

> 29 Note that the negative coeffi cient on the standalone indicator Treated in the even-numbered columns of

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