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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 |
Wed, 19 Oct 2011 08:24:53 +0200 |

Hi Meredith:

Best, J. __________________________________________ 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 23:24, Meredith T. Niles wrote: > Hi John, Thank you so much for your response this is very helpful. > > I was wondering whether two stage least squares is common in > estimating mediation models? Most of what I found in code for stata > was all sgmediation (which I did in fact use). > > I am also beginning to run multiple mediation models (with the sureg > command). Would it be wise to run multiple mediation models with a > different code as well? > > Best, Meredith > > -----Original Message----- From: > owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John > Antonakis Sent: Tuesday, October 18, 2011 12:11 PM To: > statalist@hsphsun2.harvard.edu Subject: Re: st: Interpreting > mediation model sobel goodman test > > Hi Meredith: > > I assume you used the -sgmediation- package; I would not use this > routine UNLESS your mediator is exogenous (and you are sure of this). > If > > it is endogenous sgmedation will give you inconsistent estimates (it > estimates the system of equations with OLS, and uses the dated > Baron-Kenny methods); you do not tackle the endogeneity problem with > sgmediation. You need to estimate your system of equations with an > instrumental-variable estimator (e.g., 2SLS). > > Take a look at this podcast, where I discuss this problem in detail: > > Endogeneity: An inconvenient truth (full version) (about 32 minutes > in length) http://www.youtube.com/watch?v=dLuTjoYmfXs > > If you just want the nitty gritty see: > > Endogeneity: An inconvenient truth (for researchers) (Excludes the > "gentle introduction" content and discusses the two-stage least > squares estimator straight away; about 16 minutes in length) > http://www.youtube.com/watch?v=yi_5M7oUceE > > See also: > > Antonakis, J., Bendahan, S., Jacquart, P., & Lalive, R. (submitted). > Causality and endogeneity: Problems and solutions. In D.V. Day > (Ed.), The Oxford Handbook of Leadership and Organizations. > http://www.hec.unil.ch/jantonakis/Causality_and_endogeneity_final.pdf > > > To understand exactly the nature of the problem run the following code, > where x is endogenous with respect to y: > > 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) > > From the above model, we have an instrument x, an endogenous > regressor m, and omitted cause e, and a dependent variable y. We know > that the indirect effect of x on y is .5*.5=.25. 2SLS recovers this > parameter well (.24, p>.001). However, the sgmediation program gives > .03 (and p = .04). > > > Now, let's rerun this to see when you'd get the same results with > sgmediation (if x is exogenous with respect to y): > > 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) > > Notice that the 2SLS model is still consistent (but less efficient). > The > > OLS estimator and sgmediation pretty much give the same estimates and > standard errors. > > 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/ > > * * 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/

**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>

**Re: st: Interpreting mediation model sobel goodman test***From:*John Antonakis <John.Antonakis@unil.ch>

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

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