--- On Fri, 6/2/09, John Antonakis wrote:
> Anyway.....is the procedure you show using the delta method
> to calculate the significance of the indirect path?
Yes
> Also, how would one bootstrap the SE of the indirect path?
*------------------ begin example ----------------------
use http://www.ats.ucla.edu/stat/stata/notes/hsb2, clear
foreach var of varlist read ses write {
sum `var' if !missing(read,ses,write)
gen double z_`var' = (`var' - r(mean))/r(sd)
}
capture program drop indir
program define indir, rclass
tempname b
reg z_read z_ses
scalar `b' = _b[z_ses]
reg z_write z_read z_ses
return scalar indir = _b[z_read]*`b'
end
indir
bootstrap indir=r(indir), reps(1000): indir
estat bootstrap, bc p norm
qui sureg (z_read z_ses) (z_write z_read z_ses)
nlcom [z_read]z_ses*[z_write]z_read
*--------------- end example ---------------------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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