Re: st: Would _sgmediation_ work for dichotomous dependent variable?

[Bo MacInnis <bo@macinnis.org>]

Wow! This is fantastic!! Thank you, Mr. Phil Ender, for providing 
another excellent service to the Stata community! I look forward to using it.

The help file of binary_mediation indicates that mediator variables 
shall be standardized. Is it a recommendation or a requirement? In my 
current study, unstandardized mediator seem to make more sense than 
standardized mediator.

Another question on effect size: I am an economist and trained in 
being interested in marginal effects rather than coefficients in the 
nonlinear model like logit or probit but I am working on a project 
for a psychologist. Would the mediational analysis be extended to 
marginal effect rather than coefficients in the probit model? e.g., 
the marginal effect of X on Y is mfx_c, the marginal effect of 
mediator M on Y is mfx_b, and the marginal effect of X on mediator M 
is mfx_a, would it make sense if I calculate the effect size based on 
the ratio of these marginal effects, rather than coefficients?

Thank you a bundle to you, Mr. Ender!!
Bo

At 01:17 PM 8/1/2010, you wrote:
> Bo MacInnis <bo@macinnis.org> wrote:
>
> Interested in using the wonderful _sgmediation_ command that Phil
> Ender provided, I wonder if the use of _sgmediation_ is restricted to
> linear regression with continuous dependent variable. I have a case
> where the dependent variable is categorical or even dichotomous, and
> I've been using probit for the main (total effect) for the dichotomous
> dependent variable. I'd like to use _sgmediation_ for the mediational
> analysis.
>
>
> ----
>
> -sgmediation- was not meant for models with either binary mediators or
> binary response variables.  I suggest you try -binary_mediation-
> (findit binary_mediation) which estimation using the product of
> coefficients approach with all of the variables standardized.  The
> command syntax is very similar to -sgmediation-.
>
> --
> Phil Ender
> UCLA Statistical Consulting Group
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