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st: mediation by subgroup


From   Fabio Zona <[email protected]>
To   [email protected]
Subject   st: mediation by subgroup
Date   Sat, 5 Mar 2011 09:08:26 +0100 (CET)

Dear statalist,

I run the same model  in two subgroups and wish to test whether the coefficients significantly differ in the two subgroups (i.e. chow test).


However, each model includes a mediation effect. Specifically, each model includes:
--- three predictor variables
--- a mediation effect (the effect of one predictor is mediated by M)
--- control variablesù

On the internet I have found a moderated mediation test using sureg, at this address:
http://www.ats.ucla.edu/stat/stata/faq/modmed.htm


However, I feel this procedure does not inclde a chow test and does not allow to test whether the coefficient (including the mediation effect) is significantly different between the two subgroups.

Am I correct? Have you any suggestion in this regard?
Thanks
f




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