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


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
 >


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