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st: testing mediation in quantile regression


From   Samantha Batchelor <[email protected]>
To   [email protected]
Subject   st: testing mediation in quantile regression
Date   Thu, 17 May 2012 17:41:48 +1000

Hi,

Can anyone help me with code to test mediation when running quantile
regression?  R has a package that does it but the similar one for
Stata (called mediation) doesn't handle quantile regression.
  For example, the mediator and outcome model below.

xi3: sqreg readingsc i.gender i.ethnicity i.mothered q9, q(.25 .5 .75) reps(500)
xi3: sqreg comp readingsc i.gender i.ethnicity i.mothered*q9, q(.25 .5
.75) reps(500)

I've tried using R as well but I cant figure out how to deal with
interactions in the mediation code (or even how to get the effect of
q9 at each level of mothered after I have a significant interaction,
that is, the equivalent of using [email protected] in Stata) so if anyone
knows quantreg in R and wants to point me in that direction that would
be ok too.

Thanks in advance,

Sam Batchelor
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