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| From | Mirko Moro <mirko.moro@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: interpretation of sureg with no significant results |
| Date | Sat, 3 Nov 2012 23:50:27 +0000 |
Dear Statalisters, A referee suggested to run the following type of SUR sureg (y1 x1 x2) (x1 x2) because he feels that x2 might have both a direct impact on y1, as well as an indirect one via x2. The results for the first equation shows that the coefficients on x1 and x2 are statistically significant and are virtually identical to a simple regression such as: reg y1 x1 x2 In the second regression the coefficient on x2 is *not* statistically significant. Is it correct to affirm that these results suggest that the effect of x2 on y1 is direct and it is not mediated by x1? Hope somebody can shed some light on this. Best wishes, Mirko -- Mirko Moro Lecturer in Economics Economics Division University of Stirling FK94LA Scotland (UK) t: +44(0)1786467479 f: +44(0)1786467469 e: mirko.moro@stir.ac.uk * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/