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From |
John Antonakis <John.Antonakis@unil.ch> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Interpreting mediation model sobel goodman test |

Date |
Tue, 18 Oct 2011 21:11:28 +0200 |

Hi Meredith:

Take a look at this podcast, where I discuss this problem in detail:

http://www.youtube.com/watch?v=dLuTjoYmfXs If you just want the nitty gritty see: Endogeneity: An inconvenient truth (for researchers)

http://www.youtube.com/watch?v=yi_5M7oUceE See also:

http://www.hec.unil.ch/jantonakis/Causality_and_endogeneity_final.pdf

clear set seed 123 set obs 1000 gen x = rnormal() gen e = rnormal() gen m = e + .5*x + rnormal() gen y = .5*m - e + rnormal() reg3 (y = m) (m = x), 2sls nlcom [m]x*[y]m sgmediation y, mv(m) iv(x)

clear set seed 123 set obs 1000 gen x = rnormal() gen e = rnormal() gen m = .5*x + rnormal() gen y = .5*m + rnormal() reg3 (y = m) (m = x), 2sls nlcom [m]x*[y]m reg3 (y = m) (m = x), ols nlcom [m]x*[y]m sgmediation y, mv(m) iv(x)

HTH, John. __________________________________________ Prof. John Antonakis Faculty of Business and Economics Department of Organizational Behavior University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 http://www.hec.unil.ch/people/jantonakis Associate Editor The Leadership Quarterly __________________________________________ On 18.10.2011 19:41, Meredith T. Niles wrote: > Hello all, > I am working on running multiple and single mediation models to assess > farmer climate change perceptions and potential adoption of climate > change practices. I am getting an odd result when running a Sobel > goodman test in Stata with regards to the portion of total effect that > is mediated (5.139). Does anyone have any perspective on why this > number is so large? Running the same test with another set of climate > change practices yields a proportion of total effect that is mediated at > 0.79 which seems much more in line with other results I've seen. > > > Sobel-Goodman Mediation Tests > > Coef Std Err Z P>|Z| > Sobel -.09959383 .05075882 -1.962 .04975096 > Goodman-1 -.09959383 .05217108 -1.909 .05626401 > Goodman-2 -.09959383 .04930612 -2.02 .04339293 > > Indirect effect = -.09959383 > Direct effect = .08021537 > Total effect = -.01937846 > > Proportion of total effect that is mediated: 5.1394091 > Ratio of indirect to direct effect: -1.2415804 > > > Thanks for your thoughts. > > Best, > Meredith Niles > > > PhD Candidate, Graduate Group in Ecology > NSF REACH IGERT Trainee > Deputy External Chair, Graduate Student Association > University of California, Davis > 2126 Wickson > http://environmentalpolicy.ucdavis.edu > > > * > * 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/ * * 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/

**Follow-Ups**:**RE: st: Interpreting mediation model sobel goodman test***From:*"Meredith T. Niles" <mtniles@ucdavis.edu>

**References**:**st: Twelve commandments***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: Twelve commandments***From:*Richard Williams <richardwilliams.ndu@gmail.com>

**RE: st: Twelve commandments***From:*Nick Cox <n.j.cox@durham.ac.uk>

**st: Interpreting mediation model sobel goodman test***From:*"Meredith T. Niles" <mtniles@ucdavis.edu>

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