[Fwd: Re: st: sgmediation and panel data]

[John Antonakis <john.antonakis@unil.ch>]

Forgot to mention, -cmp- is a userwritten command. For information on 
this see:

ssc d cmp

Best,
J.

-------- Original Message --------
Subject: 	Re: st: sgmediation and panel data
Date: 	Wed, 12 May 2010 13:22:43 +0200
From: 	John Antonakis <john.antonakis@unil.ch>
Reply-To: 	statalist@hsphsun2.harvard.edu
Organization: 	University of Lausanne
To: 	statalist@hsphsun2.harvard.edu
References: 	<003701caf1bb$8c3b10e0$a4b132a0$@Pitsakis@uvt.nl>



Hi Kostas:

One solution would be with cmp, so you can cluster the standard errors, 
e.g.,

cmp (y = x z1 z2) (x = z1 z2 p1 p2), ind (1 1) cluster(firm)

(I'd double check that these estimates and the overid and identification 
stats with ivreg2)

Then you can do the Sobel test using the delta method with nlcom. 
Suppose you wanted to test the indirect effect of p1 on y through x. 
You'd do:

nlcom [x]p1*[y]x

How about the indirect effects both of p1 and p2 via x:

nlcom [x]p1*[y]x + [x]p2*[y]x

HTH,
John.

____________________________________________________

Prof. John Antonakis, Associate Dean 
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
http://www.hec.unil.ch/people/jantonakis

Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________



On 12.05.2010 12:11, Konstantinos Pitsakis wrote:
> Dear colleagues,
>
> I am trying to run a Sobel test for mediation on a panel database (15 years)
> using the “sgmediation” command created by Phil Ender.
>
> According to a previous statalist thread, this test should NOT work with
> panel data:
> http://www.stata.com/statalist/archive/2009-03/msg01155.html 
>
> However, I don’t understand what this means: I declared my database to be
> panel with xtset and then run the Sobel test without any problems…
> Are the results I get useless/wrong and why? 
>
> Also, is there any alternative to the Sobel test for mediation (that
> measures the exact strength and significance of the mediation)?
>
> Thank you very much for your help. 
> Best regards, 
>   
> Dr Konstantinos Pitsakis 
> Assistant Professor 
>
> Department of Organization Studies 
> Faculty of Social and Behavioural Sciences 
> Fellow, Center for Innovation Research (CiR) 
> Tilburg University, Room P1.169 
> PO Box 90153, 5000 LE 
> Tilburg, the Netherlands 
>
> T: +31 13466 2523 
> F: +31 13466 3002 
> E: k.pitsakis@uvt.nl 
>
>
>
>
> *
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>   
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--
____________________________________________________

Prof. John Antonakis, Associate Dean 
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
http://www.hec.unil.ch/people/jantonakis

Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/