Sure, you can do this with xtivreg (RE or FE) or xtiverg2 (RE)....if you
have more than two equations could you use reg3 (with FE only). There
is the overid or xtoverid that you can download to test for
overidentifying constraints. Also, if your model has fixed effects only,
reg3 will do perfectly fine and then you can test the indirect path
using the delta method (i.e., nlcom)--I don' know how this would be done
in the context of xtivreg though (though I think that programs like
Mplus can handle that--i.e., the indirect path using delta or bootstrap).
HTH,
John.
____________________________________________________
Prof. John Antonakis
Associate Dean
Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
e-mail: [email protected]
____________________________________________________
On 20.03.2009 23:25, Philip Ender wrote:
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
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