st: Moderated mediation with multilevel data

[Kris Anderson <andersok@reed.edu>]

Hi, all.

I have been using two Stata FAQs ("How can I do moderated mediation in 
Stata? and "How can I perform mediation with multilevel data?").

I am getting stuck on one aspect of the FAQ for moderated mediation.  In 
Model 3, it probes mediation at levels of the moderator but the 
interaction is nonsignificant in the sample output they provide. Can 
anyone explain that? (I contacted the authors directly without a reply). 
In my own data, the interaction of mw is nonsignificant, but when I run 
the nlcom and bootstrap the results, each level is significant.

The second issue is that my data is multilevel. Does anyone know of a 
way to run moderated mediation in Stata with multilevel data? When I 
ignore the levels, I find mediation but I want to confirm it as the 
levels matter.

Best,
kris
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