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RE: st: moderated mediation model with panel data
From
Cameron McIntosh <[email protected]>
To
STATA LIST <[email protected]>
Subject
RE: st: moderated mediation model with panel data
Date
Thu, 27 Oct 2011 08:59:48 -0400
Christine,
I think you're going to need to do some more reading before this list will be helpful to you. That is a fairly rare application you speak of:
Flora, D.B., Khoo, S.T., & Chassin, L. (2007). Moderating effects of a risk factor: Modeling longitudinal moderated mediation in the development of adolescent heavy drinking. In T.D. Little, J.A. Bovaird & N. A. Card (Eds.), Modeling Ecological and Contextual Effects in Longitudinal Studies (pp. 231-254). Mahwah, NJ: Erlbaum.
Cam
> To: [email protected]
> Subject: st: moderated mediation model with panel data
> From: [email protected]
> Date: Thu, 27 Oct 2011 11:47:44 +0200
>
> Dear STATA users,
>
> I am trying to fit a moderated mediation model with panel data where the
> mediator is at the same time the moderator.
> I tried to model it as a two-stage model where A influences B in the first
> step. In a second-step, I took the predicted values of B to estimate the
> model with the moderation (AxB) on C where A and B also have a direct
> influence on C. At the moment, I am using the command xtpcse for
> autocorrelated panel data to estimate both steps.
> Unfortunately, in the second-step the R-squared decreases when including
> the moderation effect (AxB) even though the interaction is highly
> significant. I checked all models for multicollinearity, however,
> multicollinearity is not an issue.
>
> I have two questions, is it appropriate to model a moderated mediation as
> I described above? And how may the decrease in R-squared be explained? Is
> R-squared a valid measure when calculating a two-step model?
>
> I would appreciate any advice on the model and how to estimate it
> accurately.
>
> Best,
> Christine
>
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