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Re: st: sobel goodman test

From   Philip Ender <>
Subject   Re: st: sobel goodman test
Date   Fri, 20 Mar 2009 15:25:37 -0700

Narasimhan Sowmyanarayanan wrote...

    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.



As the author of the -sgmediation- program, I can verify that it will
not work with panel data,
in fact, it will not work with any command other than -regress-.  I
don't know of any Stata
programs for mediation with panel data.  I suggest that you take a
look at David McKinnon's
book "Introduction to Statistical Mediation Analysis."  It has a
chapter on multilevel mediation

Phil Ender
Statistical Consulting Group
UCLA  Academic Technology Services
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