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RE: st: sgmediation and panel data

From   Philip Ender <>
Subject   RE: st: sgmediation and panel data
Date   Wed, 12 May 2010 08:25:02 -0700

"Konstantinos Pitsakis" <> posted a question
concerning -sgmediation-  with panel data.

The -sgmediation- program is not very sophisticated and does not
analyze panel data correctly.  Regardless of whether data are xtset or
not, -sgmediation- runs OLS regression without clustering.  It should
be possible to compute indirect effects with panel data but
-sgmediation- is not the proper tool for this.


Phil Ender
UCLA Statistical Consulting Group
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