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Re: st: Would _sgmediation_ work for dichotomous dependent variable?

From   Bo MacInnis <>
Subject   Re: st: Would _sgmediation_ work for dichotomous dependent variable?
Date   Sun, 01 Aug 2010 14:17:24 -0700

Wow! This is fantastic!! Thank you, Mr. Phil Ender, for providing another excellent service to the Stata community! I look forward to using it.

The help file of binary_mediation indicates that mediator variables shall be standardized. Is it a recommendation or a requirement? In my current study, unstandardized mediator seem to make more sense than standardized mediator.

Another question on effect size: I am an economist and trained in being interested in marginal effects rather than coefficients in the nonlinear model like logit or probit but I am working on a project for a psychologist. Would the mediational analysis be extended to marginal effect rather than coefficients in the probit model? e.g., the marginal effect of X on Y is mfx_c, the marginal effect of mediator M on Y is mfx_b, and the marginal effect of X on mediator M is mfx_a, would it make sense if I calculate the effect size based on the ratio of these marginal effects, rather than coefficients?

Thank you a bundle to you, Mr. Ender!!

At 01:17 PM 8/1/2010, you wrote:
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


-sgmediation- was not meant for models with either binary mediators or
binary response variables.  I suggest you try -binary_mediation-
(findit binary_mediation) which estimation using the product of
coefficients approach with all of the variables standardized.  The
command syntax is very similar to -sgmediation-.

Phil Ender
UCLA Statistical Consulting Group
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