Re: st: RE: Direct and indirect of intrument variables

[Nick Cox <njcoxstata@gmail.com>]

If so, and I suspect Sarah is right, the mix-up rather underlines how
awful this IV terminology is. (I expect that medics could only think
"intravenous", which might be sufficient to exclude the term from
biostatistics, for a start.) I know that all terminology is, as it
were, for consenting adults only, but there are lots of good
alternatives to choose from: predictor, covariate, regressor,
explanatory variable, ... .

Nick

On Tue, Mar 29, 2011 at 6:38 PM, Sarah Edgington <sedging@ucla.edu> wrote:
> .
> 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.


Garriga Rubio Helena

> 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?

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