st: Sobel test for mediation with a mixed linear model - GLLAMM???

[Nicola Man <n.man@unsw.edu.au>]

Would anyone have a clue on how to conduct a Sobel test for a multilevel linear model?

One common method is to conduct three separate regressions (according to Baron and Kenny):
1) y= constant + c'x + bm + error
2) y= constant + cx + error
3) m= constant + ax + error

Where y=dependent variable (i.e. outcome), x=independent variable and m=mediator variable

Then obtain the product of the coefficients ab and standard errors to estimate indirect effect.

I can do these mixed effect regressions with xtreg, but the problem is c-c' should equal ab and I am not getting this using xtreg (so I think this is not correct).  I suspect it could be something to do with the random error structure, and wondering if it is possible to get the models simultaneously fitted in gllamm which might overcome this problem?

Help appreciated! Thanks!

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