Re: st: Modeling control variables (covariates) in SEMs: What is the correct approach?

[Johannes Kotte <johannes.kotte@st.ovgu.de>]

Dear Joerg,

thanks for your explanations and corrections. Of course, you are right  
that MV is a mediator, not a moderator. And you are also right, that  
approach 2, as I had coded it, does not get me where I want. I am  
sorry for causing confusion!

Nevertheless, the question on my mind is whether I have to regress MV  
and DV on the controls only, or whether the IV has also to be  
regressed on the controls. For illustration, let me introduce a  
corrected version of my two approaches (now called A and B)


Variables:
IV ...independent variable
MV ...mediator variable
DV ...dependent variable
CV1...control variable 1
CV2...control variable 2

*Approach A* (http://www.ats.ucla.edu/stat/stata/faq/sem_mediation.htm) is
to use the control variables in each of the equations:

sem  (MV <- IV CV1 CV2) (DV <- MV IV CV1 CV2)


*Approach B* (used by a fellow researcher I know) is to regress all  
variables on CV1 and CV2, includig the IV:

sem  (IV <- CV1 CV2) (MV <- IV CV1 CV2) (DV <- MV IV CV1 CV2)

Thanks for your help, everybody!

Best
Johannes



Zitat von Joerg Luedicke <joerg.luedicke@gmail.com>:

> There seems to be some confusion going on. First, what you call
> moderator variable rather looks like a mediator variable to me when
> looking at the model you show under "approach 1". Second, when we
> regress a on b, it means that we consider a as the outcome and b as
> the predictor, not the other way round.
>
> Now as for the modeling strategy, that always depends on what you want
> to find out etc. In data analysis, there never is just one solution
> for everything. That said, if you were interested in exploring
> indirect effects of your main predictor of interest (IV) on your
> outcome via the variable you call MV, then your first approach looks
> reasonable. From judging without knowing any context here, I would say
> that the second approach does not make much sense. Say you have only 3
> variables, MV, IV, and DV. If you were interested in regressing DV on
> MV while adjusting the effect for IV, then regressing DV and MV on IV
> with two separate equations followed up by regressing DV on MV won't
> get you there. You simply end up with three separate equations (with
> possibly correlated errors) with which you cannot adjust the effect of
> MV on DV with IV.
>
> Joerg
>
> On Fri, Jan 18, 2013 at 5:29 AM, Johannes Kotte
> <johannes.kotte@st.ovgu.de> wrote:
> > Hi everybody,
> >
> > regarding the use of control variables (covariates) in SEMs I have seen two
> > different approaches and I am not sure which one is the correct one. Can
> > anybody help me?
> >
> > Variables:
> > IV ...independent variable
> > MV ...moderator variable
> > DV ...dependent variable
> > CV1...control variable 1
> > CV2...control variable 2
> >
> > *Approach 1* (http://www.ats.ucla.edu/stat/stata/faq/sem_mediation.htm) is
> > to use the control variables in each of the equations:
> >
> > sem  (MV <- IV CV1 CV2) (DV <- MV IV CV1 CV2)
> >
> >
> > *Approach 2* (used by a fellow researcher I know) is to regress CV1 and CV2
> > on all other variables first and then do the rest of the regressions without
> > control variables:
> >
> > sem (DV MV IV <- CV1 CV2) (MV <-IV) (DV<-MV)
> >
> > To me, this approach looks incorrect. What I find particularly confusing
> > with this approach is that CV1 and  CV2 are also being regressed on IV.
> >
> > I am grateful for feedback. Thanks in advance!
> >
> >
> > One more question comes to my mind: Some of my CVs are correlated at the 5%
> > level, but their correlation coefficients are below 0.3. Would you exclude
> > these CVs?
> >
> >
> > 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
> >
> > E-Mail: johannes.kotte@st.ovgu.de
> >
> >
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--
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: johannes.kotte@st.ovgu.de


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