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From |
"Ariel Linden, DrPH" <ariel.linden@gmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
Re: reL Re: st: Interpreting mediation model sobel goodman test |

Date |
Sun, 13 Nov 2011 16:34:29 -0500 |

Thank you, John... I am working my way through your paper! Ariel Date: Sat, 12 Nov 2011 17:24:13 +0100 From: John Antonakis <John.Antonakis@unil.ch> Subject: Re: reL Re: st: Interpreting mediation model sobel goodman test Hi: In the case of the following code: clear set seed 123 set obs 1000 gen x = rnormal() gen e = rnormal() gen m = e + .5*x + rnormal() gen y = .5*m - e + rnormal() reg3 (y = m) (m = x), 2sls nlcom [m]x*[y]m sgmediation y, mv(m) iv(x) What you want is not possible; to be clear once more, what you want is what sgmediation gives. However, it cannot recover the correct indirect effect because m is endogenous. One needs to instrument m with x so one cannot regress y on x and control for m because both the coefficients of x and m will be biased (because m is endogenous and this endogeneity problem will be transmitted to x because x and m correlate). See the discussion around Figure 1C and Section 3.1.1 regarding omitting a regressor (in this case "e") in the following paper to get a handle on the problem: Antonakis, J., Bendahan, S., Jacquart, P., & Lalive, R. (2010). On making causal claims: A review and recommendations. The Leadership Quarterly, 21(6). 1086-1120. http://www.hec.unil.ch/jantonakis/Causal_Claims.pdf When using 2SLS the direct effect of x on y is simply the reduced form of the model: reg y x This gives a coefficient of .2373032, which is the same as the indirect effect. It is not possible to get what you want when the mediator is endogenous. HTH, John. __________________________________________ Prof. John Antonakis Faculty of Business and Economics Department of Organizational Behavior University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 http://www.hec.unil.ch/people/jantonakis Associate Editor The Leadership Quarterly __________________________________________ On 10.11.2011 16:56, Ariel Linden, DrPH wrote: > Hi John, > > While this is a relatively old thread (in statalist time a month is like a > century), I am revisiting your code below and have a question. In your > -reg3- equation and subsequent nlcom, you recover the "total effect". How > would you recover the direct and indirect effects using -reg3-? > > In a separate set of postings dated Feb 2009, Maarten laid out an approach > using -sureg-, but it doesn't appear that the thread ever came back to > -reg3- . The primary issue here is that one would need to have an outcome > model containing both the mediator (m) and treatment variable (x), in order > to derive the direct effect of x on y. The -reg3- model below for the > outcome does not contain the x variable (x is treated as exogenous). > > Thanks > > Ariel > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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