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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   Wed, 19 Jun 2013 11:06:45 +0200

Hi:

Your message is still unclear. You ask:

"I need to know the impact of the independent variables on the mediator"

You get that from:

"m = z1 z2 z3 c (the mediator on the instruments and controls)"

Or did you mean the impact of the instruments on the mediator, in which case you do the following as a postestimation command after ivregress:

estat firststage

.....to see whether your instruments are "strong".

Or, are you asking about something else?

Best,
John.

P.S. I guess your code is (you left out "2sls" in your message):

ivregress 2sls y c (x1 x2 m = z1 z2 z3), first r


__________________________________________

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 19.06.2013 10:12, A.M. Aranda Gutierrez wrote:
Dear J,

Thank you for your reply. The model looks like this:

ivregress dep.var exogenous_variables (endogenous_indep._var1 endogenous_indep_var2 mediator = instruments), first r
so,
ivregress y c (x1 x2 m = z1 z2 z3), first r

Thus, the first stage output shows three regressions:

x1 = z1 z2 z3 c (the endogenous_indep._var1 on the instruments and controls)
x2 = z1 z2 z3 c (the endogenous_indep._var2 on the instruments and controls)
m = z1 z2 z3 c (the mediator on the instruments and controls)

Now, I need to know the impact of the independent variables on the mediator in order to be able to test the second condition for mediation. However, with the current specification this is not possible. Therefore, I'd like to know if there is a way in which I can instrument both the independent variables and the mediators and still be able to calculate the impact of the former on the latter. I hope it is clear now, please let me know if you have any other questions. I really appreciate your help!

Best,

Ana

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