Re: st: sem mediation analysis - categorial mediator

[William Buchanan <william@williambuchanan.net>]

The big problem with nominal/ordinal mediators in SEM is related to the scaling and interpretation of the path coefficients that are estimated and their comparability to the other coefficients in the model.  Mplus offers two different solutions, but the underlying premise is generally the same for both and involves a latent indicator that represents the continuous probability for membership in the different levels/categories of the observed mediator.  If you create a latent indicator for your mediator you should be in better shape, but Stata 12 only offers ADF as an estimator for categorical DV.  If you have access to Stata 13, you could specify the model using the appropriate GLM link and family functions to better estimate the model parameters.  

Also, if you only have a the mediator between the IV and DV your path coefficient from the mediator to the DV will be biased.  Think of it in the same context as instrumental variables where you need an additional exogeneous variable to identify the model and deal with the endogeneity problem.

HTH,
Billy

Sent from my iPhone

> On Mar 19, 2014, at 11:55, John Antonakis <John.Antonakis@unil.ch> wrote:
> 
> Hi:
> 
> I think that the help file of the author of -cmp- is very useful and lays out how to use cmp. After you go through it, why don't you try and estimate the model and then show us what you did (your code) and what errors you got and then maybe someone can help you.
> 
> Best,
> J.
> 
> __________________________________________
> 
> John Antonakis
> Professor of Organizational Behavior
> Director, Ph.D. Program in Management
> 
> Faculty of Business and Economics
> University of Lausanne
> Internef #618
> CH-1015 Lausanne-Dorigny
> Switzerland
> Tel ++41 (0)21 692-3438
> Fax ++41 (0)21 692-3305
> http://www.hec.unil.ch/people/jantonakis
> 
> Associate Editor:
> The Leadership Quarterly
> Organizational Research Methods
> __________________________________________
> 
>> On 19.03.2014 17:40, reitersa@cms.hu-berlin.de wrote:
>> thank you very much for your answer!
>> 
>> I installed cmp, but I don't understand how it works...
>> 
>> This is my STATA command for my (mediation analysis (without any control
>> variables):
>> 
>> sem (lebenszufriedenheit <- bildungsreich aeq_einkommen teilzeit rente
>> nicht_erwerb) (aeq_einkommen <- bildungsreich) ///
>> (teilzeit rente nicht_erwerb <- bildungsreich) if e(sample), stand
>> vce(cluster hid)
>> 
>> The last path is the one with the categorial dependent (mediator) variable.
>> 
>> For me it would be enough to find literature where it is written that
>> STATA 12 cannot handle categorial mediators. Maybe you know something?
>> 
>>    Thank you very much, Sabrina
>> 
>> 
>> 
>>> Hi:
>>> 
>>> If your mediator is endogenous, which it probably is, then you need to
>>> use an instrumental variable estimator that can handle the type of model
>>> you have.  -sem- or -gsem- can do this for you. If you model two
>>> "discrete" equations where the disturbances are assumed to be
>>> orthogonal, the model is potentially misspecified.
>>> 
>>> Check out -cmp-, available from -ssc-; it can handle multinomials as
>>> mediators (multinomial probit in fact, that does not differ much from
>>> logistic).
>>> 
>>> Else (not a good thing to say here), Mplus can handle such models with
>>> the WLSMV estimator:
>>> 
>>> Muthén, B. O., du Toit, S. H. C., & Spisic, D. in press. Robust
>>> inference using weighted least squares and quadratic estimating
>>> equations in latent variable modeling with categorical and continuous
>>> outcomes. Psychometrika.
>>> 
>>> HTH,
>>> J.
>>> 
>>> __________________________________________
>>> 
>>> John Antonakis
>>> Professor of Organizational Behavior
>>> Director, Ph.D. Program in Management
>>> 
>>> Faculty of Business and Economics
>>> University of Lausanne
>>> Internef #618
>>> CH-1015 Lausanne-Dorigny
>>> Switzerland
>>> Tel ++41 (0)21 692-3438
>>> Fax ++41 (0)21 692-3305
>>> http://www.hec.unil.ch/people/jantonakis
>>> 
>>> Associate Editor:
>>> The Leadership Quarterly
>>> Organizational Research Methods
>>> __________________________________________
>>> 
>>>> On 19.03.2014 08:04, reitersa@cms.hu-berlin.de wrote:
>>>> I did an mediation analysis in STATA 12 with sem. My dependent variable
>>>> is
>>>> "life satisfaction" (continuous) and my mediator variable is "employment
>>>> status" (categorial (four categories)). (And I use several independent
>>>> variables.)
>>>> Do you know how STATA is handling the path from the independent variable
>>>> on the mediator? If I would not test this path with structural equation
>>>> modeling I had to test it with a multinomial logistic regression. So I
>>>> do
>>>> interpret my output coefficients of that specific path as relative risk
>>>> ratios or like the regression coefficients of the other paths (e.g.
>>>> mediator -->DV)?
>>>> Maybe you can recommend me some literatur on that topic. That would be
>>>> great!
>>>> 
>>>>    Thank you very very much, Sabrina
>>>> 
>>>> 
>>>> 
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