RE: st: Question on multiple equation regression with different types of DVs and NLCOM

[Cameron McIntosh <cnm100@hotmail.com>]

Will the total effect be meaningful without some kind of standardization of the constituent effect coefficients (linear + logit)?

Anyway, you might want to track down the paper that goes with this abstract (one of the authors might be able to help you further):

Coxe, S., & MacKinnon, D.P. (2010). Abstract: Mediation Analysis of Poisson Distributed Count Outcomes. Multivariate Behavioral Research, 45(6), 1022.

And in the event of an intractable analytical approach for getting the SEs, I might also suggest bootstrapping to get an empirical sampling distribution and compute SEs for the total and other effects:
Preacher, K. J., & Hayes, A. F. (2008). Asymptotic and resampling strategies for assessing and comparing indirect effects in multiple mediator models. Behavior Research Methods, 40(3), 879-891.http://www.comm.ohio-state.edu/ahayes/indirect2.pdfhttp://www.comm.ohio-state.edu/ahayes/SPSS%20programs/indirect.htm

MacKinnon, D. P., Lockwood C. M., & Williams, J. (2004). Confidence limits for the indirect effect: Distribution of the product and resampling methods. Multivariate Behavioral Research, 39, 99–128.

Fitrianto, A., & Midi, H. (2010). Estimating Bias and RMSE of Indirect Effects using Rescaled Residual Bootstrap in Mediation Analysis.  WSEAS Transactions on Mathematics 6(9), 397-406.http://www.wseas.us/e-library/transactions/mathematics/2010/89-645.pdf

Mallinckrodt, B., Abraham, W.T., Wei, M. & Russell, D.W. (2006). Advances in Testing the Statistical Significance of Mediation Effects. Journal of Counseling Psychology, 53(3), 372–378. http://www.psychology.iastate.edu/~wei/manuscript/mediation.pdf

Cam
> Date: Mon, 2 Jan 2012 10:16:59 -0500
> Subject: st: Question on multiple equation regression with different types of DVs and NLCOM
> From: narasimhan.sowmyanarayanan@gmail.com
> To: statalist@hsphsun2.harvard.edu
> 
> charecteristic
> 
> I = exp (α+β_1 P+β_2 V+β_2 V*P) (1)
> 
> Perf= δ+δ_1 *I + δ_2 P + δ_3 P*I + δ_4*V + δ_5*V*P (2)
> 
> 
> I would like to get the total effect of "P" on perf (direct effect +
> effect through I) and its standard error. Equation 1 is a count data
> variable with poisson regression and equation 2 is a continuous
> metric.
> 
> I know the mean marginal for the total effect is:
> 
> TEffect = (∂Perf(.))/∂P+(∂I(.))/∂P* (∂Perf(.))/∂I
> 
> 
> I was wondering if there is any way to store these estimates and use
> nlcom to get the standard errors through the built in delta method
> routines in stata. Comments would be highly appreciated.
> 
> Best.
> 
> N
> 
> *
> *   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/