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Re: st: Reg3 indirect effect


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Reg3 indirect effect
Date   Tue, 23 Sep 2008 15:49:08 -0400

Antonio Vezzani <antonio.vezzani@uniroma2.it>:
If the specified model is correct, just
 reg y1 x2 x1
will give you an estimate of the "indirect effect of X2 on Y1 via Y2"
as the estimated coef on x2.  The usual SE (VCE) options apply as
always in -regress-.

See also
http://www.stata.com/statalist/archive/2007-03/msg00912.html

On Tue, Sep 23, 2008 at 4:33 AM, Antonio Vezzani
<antonio.vezzani@uniroma2.it> wrote:
> Im estimating a system of simultaneous equations of the form:
>
> Y1 = a + bY2 + gX1 + e
> Y2 = d + fX1 + dX2 + v
>
> How can I obtain in Stata the in indirect effect of X2 on Y1 via Y2 with the
> right standard error?
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