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RE: Re: st: sgmediation and panel data
From
"Konstantinos Pitsakis" <[email protected]>
To
<[email protected]>
Subject
RE: Re: st: sgmediation and panel data
Date
Thu, 13 May 2010 15:50:18 +0200
Dear Phil and John,
Thanks a lot for your responses. John, I will try to use your advice
although I am not familiar with those commands yet.
In the meantime, I've found a few recent articles on mediation for panel
data in order to understand the process better.
Thanks once again,
Best regards,
Konstantinos Pitsakis
T: +31 13466 2523
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of John Antonakis
Sent: 12 May 2010 14:19
To: [email protected]
Subject: [Fwd: Re: st: sgmediation and panel data]
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 <[email protected]>
Reply-To: [email protected]
Organization: University of Lausanne
To: [email protected]
References: <003701caf1bb$8c3b10e0$a4b132a0$@[email protected]>
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: [email protected]
>
>
>
>
> *
> * 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/
>
*
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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/
*
* 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/