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Re: st: Mediation analysis with SEM command: Why do coefficients of SEM standard output and the output of 'estat teffetcs' differ?
From
William Buchanan <[email protected]>
To
[email protected]
Subject
Re: 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 09:46:02 -0800
Hi Johannes,
Same advice still applies. Show your commands and the output produced by Stata. There could be multiple issues, including looking at standardized output in one instance and unstandardized output in the other. But without additional information it is really impossible to help you track down your issue.
HTH,
Billy
On Jan 17, 2013, at 8:17 AM, Johannes Kotte wrote:
> 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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> * http://www.stata.com/help.cgi?search
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*
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