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From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Would _sgmediation_ work for dichotomous dependent variable? |
Date | Sun, 1 Aug 2010 19:32:58 +0000 (GMT) |
--- On Sun, 1/8/10, Bo MacInnis wrote: > Interested in using the wonderful _sgmediation_ command > that Phil Ender provided, I wonder if the use of > _sgmediation_ is restricted to linear regression with > continuous dependent variable. I have a case where the > dependent variable is categorical or even dichotomous, and > I've been using probit for the main (total effect) for the > dichotomous dependent variable. I'd like to use > _sgmediation_ for the mediational analysis. That is not possible. The estimation of mediation effects is much more easier in linear regression. This kind of calculations do not generalize to non-linear models like -probit-. A discussion of this issue can be found in: M.L. Buis (2010) "Direct and indirect effects in a logit model", The Stata Journal, 10(1), pp. 11-29. This paper also contains one possible sollution. Hope this helps, Maarten (author of the above article) -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/