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st: Direct and indirect of intrument variables
From
"Garriga Rubio Helena" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Direct and indirect of intrument variables
Date
Tue, 29 Mar 2011 17:05:41 +0000
Hello,
I'm trying to do a two-step regression manually and then analyze the direct and indirect (mediator) effect.
(1) IV --> MV1
(2) IV --> MV2
(3) MV1, MV2 --> DV
After the regressions, I compute the standard errors accounting for the inclusion of a predicted regressor through the steps suggested in Statalist (http://www.stata.com/support/faqs/stat/ivr_faq.html)
Then I analyze the indirect effect of the IV on the DV through the MV using nlcom on the previously stored coefficients (http://www.ats.ucla.edu/stat/stata/faq/mulmediation.htm).
To calculate the direct effect, according to Statalist (http://www.ats.ucla.edu/stat/stata/faq/mulmediation.htm), I just need to regress the IV with the DV. However, generally you are not allowed to use this IV (which is an instrumented variable in (1)) in (3). How I am supposed to do so?
Helena Garriga
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