It has been common to say that studies should address not just the question of what works, but also how, where, for whom and at what cost? A unifying framework for such an approach is the theory of change. This paper lays out an approach for using such a theory-based approach to systematic reviews, discussing issues which arise in mixed-methods causal chain analysis. I illustrate the funnel of attrition which is a heuristic device to understand why effect sizes are lower at the higher reaches of the causal chain, including why participation is less than usually expected. Examples are given from the international development sector.