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st: sgmediation and panel data


From   "Konstantinos Pitsakis" <K.Pitsakis@uvt.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: sgmediation and panel data
Date   Wed, 12 May 2010 12:11:54 +0200

Dear colleagues,

I am trying to run a Sobel test for mediation on a panel database (15 years)
using the ?sgmediation? command created by Phil Ender.

According to a previous statalist thread, this test should NOT work with
panel data:
http://www.stata.com/statalist/archive/2009-03/msg01155.html 

However, I don?t understand what this means: I declared my database to be
panel with xtset and then run the Sobel test without any problems?
Are the results I get useless/wrong and why? 

Also, is there any alternative to the Sobel test for mediation (that
measures the exact strength and significance of the mediation)?

Thank you very much for your help. 
Best regards, 
  
Dr Konstantinos Pitsakis 
Assistant Professor 

Department of Organization Studies 
Faculty of Social and Behavioural Sciences 
Fellow, Center for Innovation Research (CiR) 
Tilburg University, Room P1.169 
PO Box 90153, 5000 LE 
Tilburg, the Netherlands 

T: +31 13466 2523 
F: +31 13466 3002 
E: k.pitsakis@uvt.nl 




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