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Re: st: Testing for mediation in a multi-level model

From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Testing for mediation in a multi-level model
Date   Thu, 21 Oct 2010 13:16:50 +0100 (BST)

--- On Thu, 21/10/10, Michael.Stuetzer wrote:
> I want to perform a mediation test in a multi-level model
> and don't know which command to use. To be more precise:
> I have data at two levels. The independent variables are
> level 2 and continuous, the dependent variable is at level 
> 1 and binary. The mediators are also at level 1 and also
> binary. Until now I have used xtmelogit for the multi-level
> regressions.

Mediation is surprisingly difficult when it comes to non-linear
models like -logit-, see for example (Buis 2010, Bauer and Sinning
2008, Sinning et al. 2008, Jann 2006, Fairlie 2005, Gomulka and 
Stern 1990, Even and Macpherson 1990).

I don't know of any extensions to multilevel data.


Bauer, T., and M. Sinning (2008) "An extension of the Blinder-Oaxaca 
decomposition to nonlinear models", Advances in Statistical Analysis 
92, pp. 197–206.

M.L. Buis (2010) "Direct and indirect effects in a logit model", 
The Stata Journal, 10(1), pp. 11-29.

Even, W., and D. Macpherson (1990) "Plant size and the decline of 
unionism", Economic Letters 32, pp. 393–398.

Fairlie, R. W (2005) "An extension of the Blinder-Oaxaca decomposition 
technique to logit and probit models", Journal of Economic and Social 
Measurement 30, pp. 305–316.

Gomulka, J., and N. Stern (1990) "Them employment of married women 
in the United Kingdom 1970–83", Economica 57, pp. 171–199.

Jann, B (2006) FAIRLIE: Stata module to generate nonlinear 
decomposition of binary outcome differentials. Available from 
-ssc install fairlie-.

Sinning, M., M. Hahn, and T. Bauer (2008) "The Blinder-Oaxaca 
decomposition for nonlinear regression models", The Stata Journal 
8, pp. 480–492.

Yun, M.-S (2004) "Decomposing differences in the first moment", 
Economic Letters 82, pp. 275–280.

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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