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Re: st: question for listserve

From   John Antonakis <>
Subject   Re: st: question for listserve
Date   Fri, 12 Jun 2009 16:10:41 +0200


I am not sure you using the correct terminology to describe you model. You say "mediated"--which means "carries the effect". If you want to check whether x3 mediates the effect of z on y you need to estimate

ivprobit y = x1 x2 (z  =x3),

(download the -overid- ado)

Then if you want to know whether the indirect effect is significant:

nlcom [z]x3*[y]z

Now if you are talking about moderation, this is another story--this means "changes the nature of the relation between z and y". Here you estimate:

logit y z x1 x2 x3 x3*z

Moderation occurs if the beta of the x3-z interaction is significant.



Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

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On 12.06.2009 14:43, wrote:
I am trying to determine the statistical significance of the change in a parameter estimate for a predictor variable in a logistic regression when another predictor is added In other words, I have two models;

model 1: logit y on z x1 x2

model 2: logit y on z x1 x2 x3.
I want to check if the association between y and z is mediated in part by x3. I have already determined that z is associated with x3 and that y is associated with x3.

I have tried to do this with the suest command but I do not trust the results since the two regressions are not run on independent samples.

I would be grateful for any guidance from anyone on how to perform a valid statistical test the change in the parameter estimate for z when x3 is added to the regression.

John T. Schousboe
University of Minnesota
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