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Re: reL Re: st: Interpreting mediation model sobel goodman test

From   "Ariel Linden, DrPH" <>
To   <>
Subject   Re: reL Re: st: Interpreting mediation model sobel goodman test
Date   Sun, 13 Nov 2011 16:34:29 -0500

Thank you, John... I am working my way through your paper!


Date: Sat, 12 Nov 2011 17:24:13 +0100
From: John Antonakis <>
Subject: Re: reL Re: st: Interpreting mediation model sobel goodman test


In the case of the following code:

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)

What you want is not possible; to be clear once more, what you want is 
what sgmediation gives. However, it cannot recover the correct indirect 
effect because m is endogenous. One needs to instrument m with x so one 
cannot regress y on x and control for m because both the coefficients of 
x and m will be biased (because m is endogenous and this endogeneity 
problem will be transmitted to x because x and m correlate). See the 
discussion around Figure 1C and Section 3.1.1 regarding omitting a 
regressor (in this case "e") in the following paper to get a handle on 
the problem:

Antonakis, J., Bendahan, S., Jacquart, P., & Lalive, R. (2010). On 
making causal claims: A review and recommendations. The Leadership 
Quarterly, 21(6). 1086-1120.

When using 2SLS the direct effect of x on y is simply the reduced form 
of the model:

reg y x

This gives a coefficient of .2373032, which is the same as the indirect 
effect. It is not possible to get what you want when the mediator is 



Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Associate Editor
The Leadership Quarterly

On 10.11.2011 16:56, Ariel Linden, DrPH wrote:
 > Hi John,
 > While this is a relatively old thread (in statalist time a month is 
like a
 > century), I am revisiting your code below and have a question. In your
 > -reg3- equation and subsequent nlcom, you recover the "total effect". How
 > would you recover the direct and indirect effects using -reg3-?
 > In a separate set of postings dated Feb 2009, Maarten laid out an 
 > using -sureg-, but it doesn't appear that the thread ever came back to
 > -reg3- . The primary issue here is that one would need to have an outcome
 > model containing both the mediator (m) and treatment variable (x), in 
 > to derive the direct effect of x on y. The -reg3- model below for the
 > outcome does not contain the x variable (x is treated as exogenous).
 > Thanks
 > Ariel

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