st: RE: Direct and indirect of intrument variables

["Sarah Edgington" <sedging@ucla.edu>]

.
It looks like you're running into a terminology problem here.  I'm pretty
sure that the "IV" in your last link ("How can I analyze multiple mediators
in Stata?") stands for independent variable not instrumental variable.  Your
instrumental variable should not have a direct effect on your outcome.
-Sarah 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Garriga Rubio
Helena
Sent: Tuesday, March 29, 2011 10:06 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Direct and indirect of intrument variables

Hello,

I'm trying to do a two-step regression manually and then analyze the direct
and indirect (mediator) effect.

(1) IV --> MV1
(2) IV --> MV2
(3) MV1, MV2 --> DV

After the regressions, I compute the standard errors accounting for the
inclusion of a predicted regressor through the steps suggested in Statalist
(http://www.stata.com/support/faqs/stat/ivr_faq.html)

Then I analyze the indirect effect of the IV on the DV through the MV using
nlcom on the previously stored coefficients
(http://www.ats.ucla.edu/stat/stata/faq/mulmediation.htm).

To calculate the direct effect, according to Statalist
(http://www.ats.ucla.edu/stat/stata/faq/mulmediation.htm), I just need to
regress the IV with the DV. However, generally you are not allowed to use
this IV (which is an instrumented variable in (1)) in (3). How I am supposed
to do so?

Helena Garriga




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