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Re: st: FW: Mediation with endogenous mediator and endogenous independent variables


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: FW: Mediation with endogenous mediator and endogenous independent variables
Date   Tue, 18 Jun 2013 19:28:26 +0200

Hi Ana:

Can you show your equations and/or how you set up your model in ivregress? Then maybe your question will become clearer (it is unclear to me at this time).

Best,
J.

__________________________________________

John Antonakis
Professor of Organizational Behavior
Director, Ph.D. Program in Management

Faculty of Business and Economics
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 18.06.2013 17:27, A.M. Aranda Gutierrez wrote:
Dear Statalisters,

I have a question regarding the interpretation of mediation models when using Stata's ivregress command. I am estimating a mediation model with 2 independent variables, 1 mediator, and 1 dependent variable. Both the mediator and the independent variables are endogenous. Following  the paper titled "Testing for Mediating Variables in Management Research: Concerns, Implications, and Alternative Strategies" [Shaver (2005), Journal of Management] I'm using the 2sls estimator. Now, the problem is that I need to know the impact of the independent variables on the mediator in order to check the 2nd condition for mediation which states that the independent variables have to have an impact on the mediator. However, when using the ivregress command Stata reports the first stage results with the endogenous variables regressed on the exogenous variables. In other words, the first stage reports three regressions: 2 for the independent variables and 1 for the mediator, but from the outp!
ut!
   it is not possible to assess the impact of the independent variables (which are endogenous) on the mediator. Hence, my question is, how can I estimate a mediation model when both the independent variables and the mediator are endogenous?

Thanks for your consideration.

Best regards,

Ana

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