st: SEM with bootstrapping for mediation - goodness of fit and statistical inferences

[Neeraj Iyer <iyeranna@gmail.com>]

Hello STATA Listers,

I am running a path analytic model for analysis of mediation.  A
sample program I am running for each mediation model is below.  I also
generated bootstrapped standard errors and confidence intervals.  Of
the 12 models I ran, there were two models for which the
bias-corrected bootstrapped confidence intervals for indirect effect
did not contain a zero, indicating that the indirect effect is
significant. I observed a couple issues:

The  "estat gof, stats(all)" command shows that:

1) The LR chi-square test for model vs. saturated each of the 12
models has a value:
    chi2_ms(0) = 0.000 and p > chi2  = '.' (i.e. blank)

2) The LR chi-square test for baseline vs. saturated each of the 12
models has a value:
    p > chi2  = '.' (i.e. blank)

3) The RMSEA of each model has a value of : 0.000
4) Every Comparative Fit Index has a value of : 1.000
5) Every Tucker-Lewis index has a value of: 1:000

I am uncertain whether I can conclude that my models show acceptable
fit criteria.  Are there there goodness-of-fit criteria that I must
use?  As I observe significant indirect effects (or mediation) from
two of my models, can I conclude such a finding given the prevailing
fit statistics?

Could someone point me to any published examples that have used this
procedure?  I am trying to get some guidance on how to report and
interpret the results.  Thank you for any leads.

Regards,
Neeraj


SAMPLE PROGRAM:

program indireff, rclass
 sem (MV <- IV CV1 CV2 ) (DV <- MV IV CV1 CV2)
 estat gof, stats(all)
 estat teffects
 mat bi = r(indirect)
 mat bd = r(direct)
 mat bt = r(total)
 return scalar indir  = el(bi,1,5)
 return scalar direct = el(bd,1,5)
 return scalar total  = el(bt,1,5)
end

sem (MV <- IV CV1 CV2) (DV <- MV IV CV1 CV2)
quietly estat teffects

matrix list r(indirect)
matrix list r(direct)
matrix list r(total)

set seed 358395

bootstrap r(indir) r(direct) r(total), reps(200): indireff
estat bootstrap, percentile bc
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