I am not sure if and how it fits the discussion, but may -sgmediation- (found on
http://www.ats.ucla.edu/stat/stata/ado/analysis) help? it performs Sobel-Goodman mediation tests
Nicola
P.S. I'll NOT receive/read any email but the Digest.
At 02.33 06/10/2008 -0400, you wrote:
>Dear Stata users
>I have a model in which the relationship between a predictor ?x? and an
>outcome ?y? is mediated by three factors (?r?, ?s? and ?t?). I am only able
>to test whether one of the predictors (?r?) mediates the relationship
>between ?x? and ?y? (I only have data on this mediating variable and I
>cannot get data on the other two). I would like to implement Baron and Kenny
>(1986)?s test for mediation. At least, this involves estimating the
>following system:
>Y=a1+b*r+c*x+epsilon1
>r=a2+d*x+epsilon2
>Given that the errors of the two equations are potentially correlated, it
>has been suggested that a 2SLS approach should be used. I have seen that
>this could be done with ivregress, provided that I can find data on at least
>one variable that affects ?r? and does not affect ?y?. My doubts are the
>following:
>1) Given that I have a triangular system, do I have to use the
>traditional approach implemented by ivregress or the ?modified? proposed in
>http://www.stata.com/support/faqs/stat/ivr_faq.html ? Are both valid?
>2) How do I test for the hypothesis that the errors are correlated? I
>have seen that the use of a Hausman test is suggested in the literature, but
>I do not know how to implement this in Stata (specially in the case I use
>the ?modified? approach)
>3) Given that I have panel data, could I take advantage of the panel
>structure of my data to correct for the fact that I do not have information
>on two of the mediating variables (?s? and ?t?)? Is there a procedure in
>Stata for that?
>Thanks a lot
>Jaime Gómez
>Universidad de Zaragoza
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