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st: sobel goodman test

From   Narasimhan Sowmyanarayanan <>
Subject   st: sobel goodman test
Date   Fri, 20 Mar 2009 16:07:32 -0400

Hello stata listers:

I recently came across a user written command for doing the sobel
goodman mediation test in the link below. The command is sgmediation

I believe that this relies on the Baron and Kenny procedure. My
question was more on the lines that if one is working on panel data,
how to accommodate a test for mediation. I assume that the sgmediation
does not do the job anymore. Is there an appropriate way to test
mediation using the "xtreg" or "xtmixed" framework. I apologize if the
question sounds naive. I tried to look at several different references
to the best of my ability before I decided to put this on the list.
Hopefully I can gain some insights on this from some of you. Once
again, thanks in advance for anyone who may respond.


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