Narasimhan Sowmyanarayanan wrote...
Hello stata listers:
I recently came across a user written command for doing the sobel
goodman mediation test in the link below. The command is sgmediation
http://www.ats.ucla.edu/stat/stata/ado/analysis/sgmediation.hlp.htm
I believe that this relies on the Baron and Kenny procedure. My
question was more on the lines that if one is working on panel data,
how to accommodate a test for mediation. I assume that the sgmediation
does not do the job anymore. Is there an appropriate way to test
mediation using the "xtreg" or "xtmixed" framework. I apologize if the
question sounds naive. I tried to look at several different references
to the best of my ability before I decided to put this on the list.
Hopefully I can gain some insights on this from some of you. Once
again, thanks in advance for anyone who may respond.
Regards
Narasimhan
As the author of the -sgmediation- program, I can verify that it will
not work with panel data,
in fact, it will not work with any command other than -regress-. I
don't know of any Stata
programs for mediation with panel data. I suggest that you take a
look at David McKinnon's
book "Introduction to Statistical Mediation Analysis." It has a
chapter on multilevel mediation
models.
Phil
--
Phil Ender
Statistical Consulting Group
UCLA Academic Technology Services
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