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st: Mediation analysis with SEM command: Why do coefficients of SEM standard output and the output of 'estat teffetcs' differ?
From
Johannes Kotte <[email protected]>
To
[email protected]
Subject
st: Mediation analysis with SEM command: Why do coefficients of SEM standard output and the output of 'estat teffetcs' differ?
Date
Thu, 17 Jan 2013 17:17:00 +0100
Dear Stata and SEM experts,
I am trying to test for mediation using the estat teffects command a
described in http://www.ats.ucla.edu/stat/stata/faq/sem_mediation.htm.
In this online tutorial (which is really great), I find that the
coefficients of the structureal model in the standard output of the
SEM-command are exactly the same as the direct effects of the
structurel model depicted using the 'estat teffects' command. This
makes perfect sense as they are reporting the same thing.
However, IN MY CASE 'estat teffects' returns different coefficients
from the ones under the standard output of the SEM-command. The are
directionally the same, but not exactly. Does anybody know an answer
wy this is happening?
The last time I posted sth, I learned that I should walways attach the
output of tmy model. So, for those who find it useful, please find the
(somewhat lengthy) output below.
Thanks for your help!
Johannes
--
Johannes Kotte
Otto-von-Guericke-Universität | Fakultät Wirtschaftswissenschaften |
Lehrstuhl für Unternehmensführung und Organisation (Prof. Dr. Thomas
Spengler) | Postfach 4120, 39016 Magdeburg | www.ufo.ovgu.de
Telefon: +49-173-6371955 | E-Mail: [email protected]
OUTPUT:
. sem (bk_aanztrps bk_aqualtrps bk_aanzvors <- BK_A1) ///
(bk_apraxerfs bk_apatents bk_anetzws bk_pmgmts <- BK_A2) ///
(pr_anerkprs pr_aktprobls pr_erkneus pr_veraends <- PRAXREL) ///
(BK_A1 BK_A2 <- kv_diszipl3s) ///
(PRAXREL <- BK_A1 BK_A2 kv_diszipl3s) ///
, standardized method(mlmv)
note: The following observed variable name will be treated as a latent
variable: DR. If this is not your intention use the
nocapslatent option, or identify the latent variable names in
the latent() option.
Endogenous variables
Measurement: bk_aanztrps bk_aqualtrps bk_aanzvors bk_apraxerfs
bk_apatents bk_anetzws bk_pmgmts pr_anerkprs pr_aktprobls pr_erkneus
pr_veraends
Latent: BK_A1 BK_A2 PRAXREL
Exogenous variables
Observed: kv_diszipl3s
Fitting saturated model:
Iteration 0: log likelihood = -5231.4245
Iteration 1: log likelihood = -5216.7911
Iteration 2: log likelihood = -5216.52
Iteration 3: log likelihood = -5216.5197
Fitting baseline model:
Iteration 0: log likelihood = -6412.2715
Iteration 1: log likelihood = -6411.8514
Iteration 2: log likelihood = -6411.851
Fitting target model:
Iteration 0: log likelihood = -5382.9062
Iteration 1: log likelihood = -5377.2997
Iteration 2: log likelihood = -5376.6983
Iteration 3: log likelihood = -5376.6969
Iteration 4: log likelihood = -5376.6969
Structural equation model Number of obs = 386
Estimation method = mlmv
Log likelihood = -5376.6969
( 1) [bk_aanztrps]BK_A1 = 1
( 2) [bk_apraxerfs]BK_A2 = 1
( 3) [pr_anerkprs]PRAXREL = 1
-----------------------------------------------------------------------------------
| OIM
Standardized | Coef. Std. Err. z P>|z| [95%
Conf. Interval]
------------------+----------------------------------------------------------------
Structural |
BK_A1 <- |
kv_diszipl3s | -.392863 .0479105 -8.20 0.000
-.4867657 -.2989602
----------------+----------------------------------------------------------------
BK_A2 <- |
kv_diszipl3s | -.7435796 .0252151 -29.49 0.000
-.7930004 -.6941588
----------------+----------------------------------------------------------------
PRAXREL <- |
BK_A1 | .2269224 .0704285 3.22 0.001
.0888851 .3649596
BK_A2 | .6325189 .0941227 6.72 0.000
.4480418 .816996
kv_diszipl3s | .1767666 .0809536 2.18 0.029
.0181004 .3354328
------------------+----------------------------------------------------------------
Measurement |
bk_aanztrps <- |
BK_A1 | .7942326 .0298642 26.59 0.000
.7356997 .8527654
_cons | -.0007354 .048606 -0.02 0.988
-.0960013 .0945306
----------------+----------------------------------------------------------------
bk_aqualtrps <- |
BK_A1 | .7155012 .0337091 21.23 0.000
.6494326 .7815697
_cons | -.0027355 .0491141 -0.06 0.956
-.0989974 .0935263
----------------+----------------------------------------------------------------
bk_aanzvors <- |
BK_A1 | .7705115 .0308117 25.01 0.000
.7101217 .8309013
_cons | .0004053 .0486785 0.01 0.993
-.0950027 .0958133
----------------+----------------------------------------------------------------
bk_apraxerfs <- |
BK_A2 | .8554182 .0192422 44.46 0.000
.8177041 .8931324
_cons | .0011565 .0394769 0.03 0.977
-.0762168 .0785299
----------------+----------------------------------------------------------------
bk_apatents <- |
BK_A2 | .8019013 .0233597 34.33 0.000
.7561172 .8476854
_cons | -.0327433 .0422423 -0.78 0.438
-.1155367 .0500502
----------------+----------------------------------------------------------------
bk_anetzws <- |
BK_A2 | .7255948 .0280429 25.87 0.000
.6706318 .7805578
_cons | .0024823 .0431817 0.06 0.954
-.0821522 .0871168
----------------+----------------------------------------------------------------
bk_pmgmts <- |
BK_A2 | .6257822 .0341661 18.32 0.000
.5588178 .6927466
_cons | .0008299 .0452681 0.02 0.985
-.087894 .0895538
----------------+----------------------------------------------------------------
pr_anerkprs <- |
PRAXREL | .7450922 .0281925 26.43 0.000
.6898359 .8003485
_cons | -.0071731 .0495114 -0.14 0.885
-.1042136 .0898674
----------------+----------------------------------------------------------------
pr_aktprobls <- |
PRAXREL | .7068533 .0301077 23.48 0.000
.6478433 .7658634
_cons | -.0048397 .0497006 -0.10 0.922
-.1022511 .0925718
----------------+----------------------------------------------------------------
pr_erkneus <- |
PRAXREL | .7504649 .0267139 28.09 0.000
.6981067 .8028232
_cons | -.0040622 .0494015 -0.08 0.934
-.1008874 .0927631
----------------+----------------------------------------------------------------
pr_veraends <- |
PRAXREL | .8666708 .0205953 42.08 0.000
.8263047 .9070369
_cons | -.0046912 .0486317 -0.10 0.923
-.1000077 .0906252
------------------+----------------------------------------------------------------
Variance |
e.bk_aanztrps | .3691946 .0474383
.2870009 .4749276
e.bk_aqualtrps | .4880581 .0482378
.4021074 .5923808
e.bk_aanzvors | .4063121 .0474815
.3231384 .5108941
e.bk_apraxerfs | .2682596 .0329203
.2109101 .3412033
e.bk_apatents | .3569543 .0374643
.2905858 .438481
e.bk_anetzws | .4735122 .0406955
.4001065 .5603854
e.bk_pmgmts | .6083966 .0427611
.5301028 .698254
e.pr_anerkprs | .4448376 .0420121
.3696672 .5352936
e.pr_aktprobls | .5003584 .0425635
.423519 .5911389
e.pr_erkneus | .4368024 .0400957
.3648801 .5229015
e.pr_veraends | .2488817 .0356988
.1878882 .3296753
e.BK_A1 | .8456587 .0376445
.7750039 .9227548
e.BK_A2 | .4470893 .0374989
.3793159 .526972
e.PRAXREL | .6311146 .0490543
.5419352 .7349692
-----------------------------------------------------------------------------------
LR test of model vs. saturated: chi2(50) = 320.35, Prob > chi2 = 0.0000
. estat gof, stats (all)
----------------------------------------------------------------------------
Fit statistic | Value Description
---------------------+------------------------------------------------------
Likelihood ratio |
chi2_ms(50) | 320.354 model vs. saturated
p > chi2 | 0.000
chi2_bs(66) | 2390.663 baseline vs. saturated
p > chi2 | 0.000
---------------------+------------------------------------------------------
Population error |
RMSEA | 0.118 Root mean squared error of approximation
90% CI, lower bound | 0.106
upper bound | 0.131
pclose | 0.000 Probability RMSEA <= 0.05
---------------------+------------------------------------------------------
Information criteria |
AIC | 10829.394 Akaike's information criterion
BIC | 10979.716 Bayesian information criterion
---------------------+------------------------------------------------------
Baseline comparison |
CFI | 0.884 Comparative fit index
TLI | 0.846 Tucker-Lewis index
---------------------+------------------------------------------------------
Size of residuals |
CD | 0.595 Coefficient of determination
----------------------------------------------------------------------------
Note: SRMR is not reported because of missing values.
. estat teffects
Direct effects
-----------------------------------------------------------------------------------
| OIM
| Coef. Std. Err. z P>|z| [95%
Conf. Interval]
------------------+----------------------------------------------------------------
Measurement |
bk_aanztrps <- |
BK_A1 | 1 (constrained)
kv_diszipl3s | 0 (no path)
----------------+----------------------------------------------------------------
bk_aqualtrps <- |
BK_A1 | .9011669 .0722078 12.48 0.000
.7596422 1.042692
kv_diszipl3s | 0 (no path)
----------------+----------------------------------------------------------------
bk_aanzvors <- |
BK_A1 | .9703308 .0726611 13.35 0.000
.8279176 1.112744
kv_diszipl3s | 0 (no path)
----------------+----------------------------------------------------------------
bk_apraxerfs <- |
BK_A2 | 1 (constrained)
kv_diszipl3s | 0 (no path)
----------------+----------------------------------------------------------------
bk_apatents <- |
BK_A2 | .9323889 .0547558 17.03 0.000
.8250695 1.039708
kv_diszipl3s | 0 (no path)
----------------+----------------------------------------------------------------
bk_anetzws <- |
BK_A2 | .8478419 .0540133 15.70 0.000
.7419778 .953706
kv_diszipl3s | 0 (no path)
----------------+----------------------------------------------------------------
bk_pmgmts <- |
BK_A2 | .7314473 .0571697 12.79 0.000
.6193967 .8434978
kv_diszipl3s | 0 (no path)
----------------+----------------------------------------------------------------
pr_anerkprs <- |
BK_A1 | 0 (no path)
BK_A2 | 0 (no path)
PRAXREL | 1 (constrained)
kv_diszipl3s | 0 (no path)
----------------+----------------------------------------------------------------
pr_aktprobls <- |
BK_A1 | 0 (no path)
BK_A2 | 0 (no path)
PRAXREL | .9502792 .0685786 13.86 0.000
.8158677 1.084691
kv_diszipl3s | 0 (no path)
----------------+----------------------------------------------------------------
pr_erkneus <- |
BK_A1 | 0 (no path)
BK_A2 | 0 (no path)
PRAXREL | 1.007179 .0707514 14.24 0.000
.8685084 1.145849
kv_diszipl3s | 0 (no path)
----------------+----------------------------------------------------------------
pr_veraends <- |
BK_A1 | 0 (no path)
BK_A2 | 0 (no path)
PRAXREL | 1.155885 .0738158 15.66 0.000
1.011209 1.300561
kv_diszipl3s | 0 (no path)
------------------+----------------------------------------------------------------
Structural |
BK_A1 <- |
kv_diszipl3s | -.3119383 .0433476 -7.20 0.000
-.396898 -.2269786
----------------+----------------------------------------------------------------
BK_A2 <- |
kv_diszipl3s | -.6359115 .0385622 -16.49 0.000
-.711492 -.5603309
----------------+----------------------------------------------------------------
PRAXREL <- |
BK_A1 | .2088858 .0654598 3.19 0.001
.080587 .3371845
BK_A2 | .5405844 .0922168 5.86 0.000
.3598427 .721326
kv_diszipl3s | .1291991 .0595418 2.17 0.030
.0124993 .2458989
-----------------------------------------------------------------------------------
Indirect effects
-----------------------------------------------------------------------------------
| OIM
| Coef. Std. Err. z P>|z| [95%
Conf. Interval]
------------------+----------------------------------------------------------------
Measurement |
bk_aanztrps <- |
BK_A1 | 0 (no path)
kv_diszipl3s | -.3119383 .0433476 -7.20 0.000
-.396898 -.2269786
----------------+----------------------------------------------------------------
bk_aqualtrps <- |
BK_A1 | 0 (no path)
kv_diszipl3s | -.2811085 .0415697 -6.76 0.000
-.3625836 -.1996333
----------------+----------------------------------------------------------------
bk_aanzvors <- |
BK_A1 | 0 (no path)
kv_diszipl3s | -.3026834 .0435164 -6.96 0.000
-.387974 -.2173927
----------------+----------------------------------------------------------------
bk_apraxerfs <- |
BK_A2 | 0 (no path)
kv_diszipl3s | -.6359115 .0385622 -16.49 0.000
-.711492 -.5603309
----------------+----------------------------------------------------------------
bk_apatents <- |
BK_A2 | 0 (no path)
kv_diszipl3s | -.5929168 .0407822 -14.54 0.000
-.6728484 -.5129852
----------------+----------------------------------------------------------------
bk_anetzws <- |
BK_A2 | 0 (no path)
kv_diszipl3s | -.5391524 .0377912 -14.27 0.000
-.6132219 -.465083
----------------+----------------------------------------------------------------
bk_pmgmts <- |
BK_A2 | 0 (no path)
kv_diszipl3s | -.4651357 .038785 -11.99 0.000
-.541153 -.3891185
----------------+----------------------------------------------------------------
pr_anerkprs <- |
BK_A1 | .2088858 .0654598 3.19 0.001
.080587 .3371845
BK_A2 | .5405844 .0922168 5.86 0.000
.3598427 .721326
PRAXREL | 0 (no path)
kv_diszipl3s | -.2797242 .0402703 -6.95 0.000
-.3586525 -.2007959
----------------+----------------------------------------------------------------
pr_aktprobls <- |
BK_A1 | .1984998 .062205 3.19 0.001
.0765801 .3204194
BK_A2 | .5137061 .0876317 5.86 0.000
.341951 .6854611
PRAXREL | 0 (no path)
kv_diszipl3s | -.2658161 .0381786 -6.96 0.000
-.3406448 -.1909873
----------------+----------------------------------------------------------------
pr_erkneus <- |
BK_A1 | .2103853 .0659297 3.19 0.001
.0811655 .3396051
BK_A2 | .544465 .0928788 5.86 0.000
.3624259 .7265042
PRAXREL | 0 (no path)
kv_diszipl3s | -.2817322 .0402595 -7.00 0.000
-.3606394 -.202825
----------------+----------------------------------------------------------------
pr_veraends <- |
BK_A1 | .2414479 .075664 3.19 0.001
.0931493 .3897466
BK_A2 | .6248534 .106592 5.86 0.000
.4159369 .83377
PRAXREL | 0 (no path)
kv_diszipl3s | -.323329 .0444497 -7.27 0.000
-.4104488 -.2362093
------------------+----------------------------------------------------------------
Structural |
BK_A1 <- |
kv_diszipl3s | 0 (no path)
----------------+----------------------------------------------------------------
BK_A2 <- |
kv_diszipl3s | 0 (no path)
----------------+----------------------------------------------------------------
PRAXREL <- |
BK_A1 | 0 (no path)
BK_A2 | 0 (no path)
kv_diszipl3s | -.4089233 .0557593 -7.33 0.000
-.5182095 -.299637
-----------------------------------------------------------------------------------
Total effects
-----------------------------------------------------------------------------------
| OIM
| Coef. Std. Err. z P>|z| [95%
Conf. Interval]
------------------+----------------------------------------------------------------
Measurement |
bk_aanztrps <- |
BK_A1 | 1 (constrained)
kv_diszipl3s | -.3119383 .0433476 -7.20 0.000
-.396898 -.2269786
----------------+----------------------------------------------------------------
bk_aqualtrps <- |
BK_A1 | .9011669 .0722078 12.48 0.000
.7596422 1.042692
kv_diszipl3s | -.2811085 .0415697 -6.76 0.000
-.3625836 -.1996333
----------------+----------------------------------------------------------------
bk_aanzvors <- |
BK_A1 | .9703308 .0726611 13.35 0.000
.8279176 1.112744
kv_diszipl3s | -.3026834 .0435164 -6.96 0.000
-.387974 -.2173927
----------------+----------------------------------------------------------------
bk_apraxerfs <- |
BK_A2 | 1 (constrained)
kv_diszipl3s | -.6359115 .0385622 -16.49 0.000
-.711492 -.5603309
----------------+----------------------------------------------------------------
bk_apatents <- |
BK_A2 | .9323889 .0547558 17.03 0.000
.8250695 1.039708
kv_diszipl3s | -.5929168 .0407822 -14.54 0.000
-.6728484 -.5129852
----------------+----------------------------------------------------------------
bk_anetzws <- |
BK_A2 | .8478419 .0540133 15.70 0.000
.7419778 .953706
kv_diszipl3s | -.5391524 .0377912 -14.27 0.000
-.6132219 -.465083
----------------+----------------------------------------------------------------
bk_pmgmts <- |
BK_A2 | .7314473 .0571697 12.79 0.000
.6193967 .8434978
kv_diszipl3s | -.4651357 .038785 -11.99 0.000
-.541153 -.3891185
----------------+----------------------------------------------------------------
pr_anerkprs <- |
BK_A1 | .2088858 .0654598 3.19 0.001
.080587 .3371845
BK_A2 | .5405844 .0922168 5.86 0.000
.3598427 .721326
PRAXREL | 1 (constrained)
kv_diszipl3s | -.2797242 .0402703 -6.95 0.000
-.3586525 -.2007959
----------------+----------------------------------------------------------------
pr_aktprobls <- |
BK_A1 | .1984998 .062205 3.19 0.001
.0765801 .3204194
BK_A2 | .5137061 .0876317 5.86 0.000
.341951 .6854611
PRAXREL | .9502792 .0685786 13.86 0.000
.8158677 1.084691
kv_diszipl3s | -.2658161 .0381786 -6.96 0.000
-.3406448 -.1909873
----------------+----------------------------------------------------------------
pr_erkneus <- |
BK_A1 | .2103853 .0659297 3.19 0.001
.0811655 .3396051
BK_A2 | .544465 .0928788 5.86 0.000
.3624259 .7265042
PRAXREL | 1.007179 .0707514 14.24 0.000
.8685084 1.145849
kv_diszipl3s | -.2817322 .0402595 -7.00 0.000
-.3606394 -.202825
----------------+----------------------------------------------------------------
pr_veraends <- |
BK_A1 | .2414479 .075664 3.19 0.001
.0931493 .3897466
BK_A2 | .6248534 .106592 5.86 0.000
.4159369 .83377
PRAXREL | 1.155885 .0738158 15.66 0.000
1.011209 1.300561
kv_diszipl3s | -.323329 .0444497 -7.27 0.000
-.4104488 -.2362093
------------------+----------------------------------------------------------------
Structural |
BK_A1 <- |
kv_diszipl3s | -.3119383 .0433476 -7.20 0.000
-.396898 -.2269786
----------------+----------------------------------------------------------------
BK_A2 <- |
kv_diszipl3s | -.6359115 .0385622 -16.49 0.000
-.711492 -.5603309
----------------+----------------------------------------------------------------
PRAXREL <- |
BK_A1 | .2088858 .0654598 3.19 0.001
.080587 .3371845
BK_A2 | .5405844 .0922168 5.86 0.000
.3598427 .721326
kv_diszipl3s | -.2797242 .0402703 -6.95 0.000
-.3586525 -.2007959
-----------------------------------------------------------------------------------
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