Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Mediation analysis with SEM command: Why do coefficients of SEM standard output and the output of 'estat teffetcs' differ?


From   William Buchanan <william@williambuchanan.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Mediation analysis with SEM command: Why do coefficients of SEM standard output and the output of 'estat teffetcs' differ?
Date   Thu, 17 Jan 2013 09:46:02 -0800

Hi Johannes,

Same advice still applies.  Show your commands and the output produced by Stata.  There could be multiple issues, including looking at standardized output in one instance and unstandardized output in the other.  But without additional information it is really impossible to help you track down your issue.

HTH,
Billy


On Jan 17, 2013, at 8:17 AM, Johannes Kotte wrote:

> Dear Stata and SEM experts,
> 
> I am trying to test for mediation using the estat teffects command a described in http://www.ats.ucla.edu/stat/stata/faq/sem_mediation.htm.
> 
> In this online tutorial (which is really great), I find that the coefficients of the structureal model in the standard output of the SEM-command are exactly the same as the direct effects of the structurel model depicted using the 'estat teffects' command. This makes perfect sense as they are reporting the same thing.
> 
> However, IN MY CASE 'estat teffects' returns different coefficients from the ones under the standard output of the SEM-command. The are directionally the same, but not exactly. Does anybody know an answer wy this is happening?
> 
> The last time I posted sth, I learned that I should walways attach the output of tmy model. So, for those who find it useful, please find the (somewhat lengthy) output below.
> 
> Thanks for your help!
> Johannes
> 
> -- 
> Johannes Kotte
> Otto-von-Guericke-Universität | Fakultät Wirtschaftswissenschaften | Lehrstuhl für Unternehmensführung und Organisation (Prof. Dr. Thomas Spengler) | Postfach 4120, 39016 Magdeburg | www.ufo.ovgu.de
> 
> Telefon: +49-173-6371955  | E-Mail: johannes.kotte@st.ovgu.de
> 
> 
> OUTPUT:
> 
> . sem (bk_aanztrps bk_aqualtrps bk_aanzvors <- BK_A1) ///
>>    (bk_apraxerfs bk_apatents bk_anetzws bk_pmgmts <- BK_A2) ///
>>    (pr_anerkprs pr_aktprobls pr_erkneus pr_veraends <- PRAXREL) ///
>>    (BK_A1  BK_A2 <- kv_diszipl3s) ///
>>    (PRAXREL <- BK_A1 BK_A2 kv_diszipl3s) ///
>>        , standardized method(mlmv)
> 
> note: The following observed variable name will be treated as a latent variable: DR.  If this is not your intention use the
>      nocapslatent option, or identify the latent variable names in the latent() option.
> 
> Endogenous variables
> 
> Measurement:  bk_aanztrps bk_aqualtrps bk_aanzvors bk_apraxerfs bk_apatents bk_anetzws bk_pmgmts pr_anerkprs pr_aktprobls pr_erkneus
>              pr_veraends
> Latent:       BK_A1 BK_A2 PRAXREL
> 
> Exogenous variables
> 
> Observed:     kv_diszipl3s
> 
> Fitting saturated model:
> 
> Iteration 0:   log likelihood = -5231.4245
> Iteration 1:   log likelihood = -5216.7911
> Iteration 2:   log likelihood =   -5216.52
> Iteration 3:   log likelihood = -5216.5197
> 
> Fitting baseline model:
> 
> Iteration 0:   log likelihood = -6412.2715
> Iteration 1:   log likelihood = -6411.8514
> Iteration 2:   log likelihood =  -6411.851
> 
> Fitting target model:
> 
> Iteration 0:   log likelihood = -5382.9062
> Iteration 1:   log likelihood = -5377.2997
> Iteration 2:   log likelihood = -5376.6983
> Iteration 3:   log likelihood = -5376.6969
> Iteration 4:   log likelihood = -5376.6969
> 
> Structural equation model                       Number of obs      =       386
> Estimation method  = mlmv
> Log likelihood     = -5376.6969
> 
> ( 1)  [bk_aanztrps]BK_A1 = 1
> ( 2)  [bk_apraxerfs]BK_A2 = 1
> ( 3)  [pr_anerkprs]PRAXREL = 1
> -----------------------------------------------------------------------------------
>                  |                 OIM
>     Standardized |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> ------------------+----------------------------------------------------------------
> Structural        |
>  BK_A1 <-        |
>     kv_diszipl3s |   -.392863   .0479105    -8.20   0.000    -.4867657   -.2989602
>  ----------------+----------------------------------------------------------------
>  BK_A2 <-        |
>     kv_diszipl3s |  -.7435796   .0252151   -29.49   0.000    -.7930004   -.6941588
>  ----------------+----------------------------------------------------------------
>  PRAXREL <-      |
>            BK_A1 |   .2269224   .0704285     3.22   0.001     .0888851    .3649596
>            BK_A2 |   .6325189   .0941227     6.72   0.000     .4480418     .816996
>     kv_diszipl3s |   .1767666   .0809536     2.18   0.029     .0181004    .3354328
> ------------------+----------------------------------------------------------------
> Measurement       |
>  bk_aanztrps <-  |
>            BK_A1 |   .7942326   .0298642    26.59   0.000     .7356997    .8527654
>            _cons |  -.0007354    .048606    -0.02   0.988    -.0960013    .0945306
>  ----------------+----------------------------------------------------------------
>  bk_aqualtrps <- |
>            BK_A1 |   .7155012   .0337091    21.23   0.000     .6494326    .7815697
>            _cons |  -.0027355   .0491141    -0.06   0.956    -.0989974    .0935263
>  ----------------+----------------------------------------------------------------
>  bk_aanzvors <-  |
>            BK_A1 |   .7705115   .0308117    25.01   0.000     .7101217    .8309013
>            _cons |   .0004053   .0486785     0.01   0.993    -.0950027    .0958133
>  ----------------+----------------------------------------------------------------
>  bk_apraxerfs <- |
>            BK_A2 |   .8554182   .0192422    44.46   0.000     .8177041    .8931324
>            _cons |   .0011565   .0394769     0.03   0.977    -.0762168    .0785299
>  ----------------+----------------------------------------------------------------
>  bk_apatents <-  |
>            BK_A2 |   .8019013   .0233597    34.33   0.000     .7561172    .8476854
>            _cons |  -.0327433   .0422423    -0.78   0.438    -.1155367    .0500502
>  ----------------+----------------------------------------------------------------
>  bk_anetzws <-   |
>            BK_A2 |   .7255948   .0280429    25.87   0.000     .6706318    .7805578
>            _cons |   .0024823   .0431817     0.06   0.954    -.0821522    .0871168
>  ----------------+----------------------------------------------------------------
>  bk_pmgmts <-    |
>            BK_A2 |   .6257822   .0341661    18.32   0.000     .5588178    .6927466
>            _cons |   .0008299   .0452681     0.02   0.985     -.087894    .0895538
>  ----------------+----------------------------------------------------------------
>  pr_anerkprs <-  |
>          PRAXREL |   .7450922   .0281925    26.43   0.000     .6898359    .8003485
>            _cons |  -.0071731   .0495114    -0.14   0.885    -.1042136    .0898674
>  ----------------+----------------------------------------------------------------
>  pr_aktprobls <- |
>          PRAXREL |   .7068533   .0301077    23.48   0.000     .6478433    .7658634
>            _cons |  -.0048397   .0497006    -0.10   0.922    -.1022511    .0925718
>  ----------------+----------------------------------------------------------------
>  pr_erkneus <-   |
>          PRAXREL |   .7504649   .0267139    28.09   0.000     .6981067    .8028232
>            _cons |  -.0040622   .0494015    -0.08   0.934    -.1008874    .0927631
>  ----------------+----------------------------------------------------------------
>  pr_veraends <-  |
>          PRAXREL |   .8666708   .0205953    42.08   0.000     .8263047    .9070369
>            _cons |  -.0046912   .0486317    -0.10   0.923    -.1000077    .0906252
> ------------------+----------------------------------------------------------------
> Variance          |
>    e.bk_aanztrps |   .3691946   .0474383                      .2870009    .4749276
>   e.bk_aqualtrps |   .4880581   .0482378                      .4021074    .5923808
>    e.bk_aanzvors |   .4063121   .0474815                      .3231384    .5108941
>   e.bk_apraxerfs |   .2682596   .0329203                      .2109101    .3412033
>    e.bk_apatents |   .3569543   .0374643                      .2905858     .438481
>     e.bk_anetzws |   .4735122   .0406955                      .4001065    .5603854
>      e.bk_pmgmts |   .6083966   .0427611                      .5301028     .698254
>    e.pr_anerkprs |   .4448376   .0420121                      .3696672    .5352936
>   e.pr_aktprobls |   .5003584   .0425635                       .423519    .5911389
>     e.pr_erkneus |   .4368024   .0400957                      .3648801    .5229015
>    e.pr_veraends |   .2488817   .0356988                      .1878882    .3296753
>          e.BK_A1 |   .8456587   .0376445                      .7750039    .9227548
>          e.BK_A2 |   .4470893   .0374989                      .3793159     .526972
>        e.PRAXREL |   .6311146   .0490543                      .5419352    .7349692
> -----------------------------------------------------------------------------------
> LR test of model vs. saturated: chi2(50)  =    320.35, Prob > chi2 = 0.0000
> 
> 
> 
> .         estat gof, stats (all)
> 
> ----------------------------------------------------------------------------
> Fit statistic        |      Value   Description
> ---------------------+------------------------------------------------------
> Likelihood ratio     |
>         chi2_ms(50) |    320.354   model vs. saturated
>            p > chi2 |      0.000
>         chi2_bs(66) |   2390.663   baseline vs. saturated
>            p > chi2 |      0.000
> ---------------------+------------------------------------------------------
> Population error     |
>               RMSEA |      0.118   Root mean squared error of approximation
> 90% CI, lower bound |      0.106
>         upper bound |      0.131
>              pclose |      0.000   Probability RMSEA <= 0.05
> ---------------------+------------------------------------------------------
> Information criteria |
>                 AIC |  10829.394   Akaike's information criterion
>                 BIC |  10979.716   Bayesian information criterion
> ---------------------+------------------------------------------------------
> Baseline comparison  |
>                 CFI |      0.884   Comparative fit index
>                 TLI |      0.846   Tucker-Lewis index
> ---------------------+------------------------------------------------------
> Size of residuals    |
>                  CD |      0.595   Coefficient of determination
> ----------------------------------------------------------------------------
> Note: SRMR is not reported because of missing values.
> 
> 
> 
> .         estat teffects
> 
> 
> Direct effects
> -----------------------------------------------------------------------------------
>                  |                 OIM
>                  |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> ------------------+----------------------------------------------------------------
> Measurement       |
>  bk_aanztrps <-  |
>            BK_A1 |          1  (constrained)
>     kv_diszipl3s |          0  (no path)
>  ----------------+----------------------------------------------------------------
>  bk_aqualtrps <- |
>            BK_A1 |   .9011669   .0722078    12.48   0.000     .7596422    1.042692
>     kv_diszipl3s |          0  (no path)
>  ----------------+----------------------------------------------------------------
>  bk_aanzvors <-  |
>            BK_A1 |   .9703308   .0726611    13.35   0.000     .8279176    1.112744
>     kv_diszipl3s |          0  (no path)
>  ----------------+----------------------------------------------------------------
>  bk_apraxerfs <- |
>            BK_A2 |          1  (constrained)
>     kv_diszipl3s |          0  (no path)
>  ----------------+----------------------------------------------------------------
>  bk_apatents <-  |
>            BK_A2 |   .9323889   .0547558    17.03   0.000     .8250695    1.039708
>     kv_diszipl3s |          0  (no path)
>  ----------------+----------------------------------------------------------------
>  bk_anetzws <-   |
>            BK_A2 |   .8478419   .0540133    15.70   0.000     .7419778     .953706
>     kv_diszipl3s |          0  (no path)
>  ----------------+----------------------------------------------------------------
>  bk_pmgmts <-    |
>            BK_A2 |   .7314473   .0571697    12.79   0.000     .6193967    .8434978
>     kv_diszipl3s |          0  (no path)
>  ----------------+----------------------------------------------------------------
>  pr_anerkprs <-  |
>            BK_A1 |          0  (no path)
>            BK_A2 |          0  (no path)
>          PRAXREL |          1  (constrained)
>     kv_diszipl3s |          0  (no path)
>  ----------------+----------------------------------------------------------------
>  pr_aktprobls <- |
>            BK_A1 |          0  (no path)
>            BK_A2 |          0  (no path)
>          PRAXREL |   .9502792   .0685786    13.86   0.000     .8158677    1.084691
>     kv_diszipl3s |          0  (no path)
>  ----------------+----------------------------------------------------------------
>  pr_erkneus <-   |
>            BK_A1 |          0  (no path)
>            BK_A2 |          0  (no path)
>          PRAXREL |   1.007179   .0707514    14.24   0.000     .8685084    1.145849
>     kv_diszipl3s |          0  (no path)
>  ----------------+----------------------------------------------------------------
>  pr_veraends <-  |
>            BK_A1 |          0  (no path)
>            BK_A2 |          0  (no path)
>          PRAXREL |   1.155885   .0738158    15.66   0.000     1.011209    1.300561
>     kv_diszipl3s |          0  (no path)
> ------------------+----------------------------------------------------------------
> Structural        |
>  BK_A1 <-        |
>     kv_diszipl3s |  -.3119383   .0433476    -7.20   0.000     -.396898   -.2269786
>  ----------------+----------------------------------------------------------------
>  BK_A2 <-        |
>     kv_diszipl3s |  -.6359115   .0385622   -16.49   0.000     -.711492   -.5603309
>  ----------------+----------------------------------------------------------------
>  PRAXREL <-      |
>            BK_A1 |   .2088858   .0654598     3.19   0.001      .080587    .3371845
>            BK_A2 |   .5405844   .0922168     5.86   0.000     .3598427     .721326
>     kv_diszipl3s |   .1291991   .0595418     2.17   0.030     .0124993    .2458989
> -----------------------------------------------------------------------------------
> 
> 
> Indirect effects
> -----------------------------------------------------------------------------------
>                  |                 OIM
>                  |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> ------------------+----------------------------------------------------------------
> Measurement       |
>  bk_aanztrps <-  |
>            BK_A1 |          0  (no path)
>     kv_diszipl3s |  -.3119383   .0433476    -7.20   0.000     -.396898   -.2269786
>  ----------------+----------------------------------------------------------------
>  bk_aqualtrps <- |
>            BK_A1 |          0  (no path)
>     kv_diszipl3s |  -.2811085   .0415697    -6.76   0.000    -.3625836   -.1996333
>  ----------------+----------------------------------------------------------------
>  bk_aanzvors <-  |
>            BK_A1 |          0  (no path)
>     kv_diszipl3s |  -.3026834   .0435164    -6.96   0.000     -.387974   -.2173927
>  ----------------+----------------------------------------------------------------
>  bk_apraxerfs <- |
>            BK_A2 |          0  (no path)
>     kv_diszipl3s |  -.6359115   .0385622   -16.49   0.000     -.711492   -.5603309
>  ----------------+----------------------------------------------------------------
>  bk_apatents <-  |
>            BK_A2 |          0  (no path)
>     kv_diszipl3s |  -.5929168   .0407822   -14.54   0.000    -.6728484   -.5129852
>  ----------------+----------------------------------------------------------------
>  bk_anetzws <-   |
>            BK_A2 |          0  (no path)
>     kv_diszipl3s |  -.5391524   .0377912   -14.27   0.000    -.6132219    -.465083
>  ----------------+----------------------------------------------------------------
>  bk_pmgmts <-    |
>            BK_A2 |          0  (no path)
>     kv_diszipl3s |  -.4651357    .038785   -11.99   0.000     -.541153   -.3891185
>  ----------------+----------------------------------------------------------------
>  pr_anerkprs <-  |
>            BK_A1 |   .2088858   .0654598     3.19   0.001      .080587    .3371845
>            BK_A2 |   .5405844   .0922168     5.86   0.000     .3598427     .721326
>          PRAXREL |          0  (no path)
>     kv_diszipl3s |  -.2797242   .0402703    -6.95   0.000    -.3586525   -.2007959
>  ----------------+----------------------------------------------------------------
>  pr_aktprobls <- |
>            BK_A1 |   .1984998    .062205     3.19   0.001     .0765801    .3204194
>            BK_A2 |   .5137061   .0876317     5.86   0.000      .341951    .6854611
>          PRAXREL |          0  (no path)
>     kv_diszipl3s |  -.2658161   .0381786    -6.96   0.000    -.3406448   -.1909873
>  ----------------+----------------------------------------------------------------
>  pr_erkneus <-   |
>            BK_A1 |   .2103853   .0659297     3.19   0.001     .0811655    .3396051
>            BK_A2 |    .544465   .0928788     5.86   0.000     .3624259    .7265042
>          PRAXREL |          0  (no path)
>     kv_diszipl3s |  -.2817322   .0402595    -7.00   0.000    -.3606394    -.202825
>  ----------------+----------------------------------------------------------------
>  pr_veraends <-  |
>            BK_A1 |   .2414479    .075664     3.19   0.001     .0931493    .3897466
>            BK_A2 |   .6248534    .106592     5.86   0.000     .4159369      .83377
>          PRAXREL |          0  (no path)
>     kv_diszipl3s |   -.323329   .0444497    -7.27   0.000    -.4104488   -.2362093
> ------------------+----------------------------------------------------------------
> Structural        |
>  BK_A1 <-        |
>     kv_diszipl3s |          0  (no path)
>  ----------------+----------------------------------------------------------------
>  BK_A2 <-        |
>     kv_diszipl3s |          0  (no path)
>  ----------------+----------------------------------------------------------------
>  PRAXREL <-      |
>            BK_A1 |          0  (no path)
>            BK_A2 |          0  (no path)
>     kv_diszipl3s |  -.4089233   .0557593    -7.33   0.000    -.5182095    -.299637
> -----------------------------------------------------------------------------------
> 
> 
> Total effects
> -----------------------------------------------------------------------------------
>                  |                 OIM
>                  |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> ------------------+----------------------------------------------------------------
> Measurement       |
>  bk_aanztrps <-  |
>            BK_A1 |          1  (constrained)
>     kv_diszipl3s |  -.3119383   .0433476    -7.20   0.000     -.396898   -.2269786
>  ----------------+----------------------------------------------------------------
>  bk_aqualtrps <- |
>            BK_A1 |   .9011669   .0722078    12.48   0.000     .7596422    1.042692
>     kv_diszipl3s |  -.2811085   .0415697    -6.76   0.000    -.3625836   -.1996333
>  ----------------+----------------------------------------------------------------
>  bk_aanzvors <-  |
>            BK_A1 |   .9703308   .0726611    13.35   0.000     .8279176    1.112744
>     kv_diszipl3s |  -.3026834   .0435164    -6.96   0.000     -.387974   -.2173927
>  ----------------+----------------------------------------------------------------
>  bk_apraxerfs <- |
>            BK_A2 |          1  (constrained)
>     kv_diszipl3s |  -.6359115   .0385622   -16.49   0.000     -.711492   -.5603309
>  ----------------+----------------------------------------------------------------
>  bk_apatents <-  |
>            BK_A2 |   .9323889   .0547558    17.03   0.000     .8250695    1.039708
>     kv_diszipl3s |  -.5929168   .0407822   -14.54   0.000    -.6728484   -.5129852
>  ----------------+----------------------------------------------------------------
>  bk_anetzws <-   |
>            BK_A2 |   .8478419   .0540133    15.70   0.000     .7419778     .953706
>     kv_diszipl3s |  -.5391524   .0377912   -14.27   0.000    -.6132219    -.465083
>  ----------------+----------------------------------------------------------------
>  bk_pmgmts <-    |
>            BK_A2 |   .7314473   .0571697    12.79   0.000     .6193967    .8434978
>     kv_diszipl3s |  -.4651357    .038785   -11.99   0.000     -.541153   -.3891185
>  ----------------+----------------------------------------------------------------
>  pr_anerkprs <-  |
>            BK_A1 |   .2088858   .0654598     3.19   0.001      .080587    .3371845
>            BK_A2 |   .5405844   .0922168     5.86   0.000     .3598427     .721326
>          PRAXREL |          1  (constrained)
>     kv_diszipl3s |  -.2797242   .0402703    -6.95   0.000    -.3586525   -.2007959
>  ----------------+----------------------------------------------------------------
>  pr_aktprobls <- |
>            BK_A1 |   .1984998    .062205     3.19   0.001     .0765801    .3204194
>            BK_A2 |   .5137061   .0876317     5.86   0.000      .341951    .6854611
>          PRAXREL |   .9502792   .0685786    13.86   0.000     .8158677    1.084691
>     kv_diszipl3s |  -.2658161   .0381786    -6.96   0.000    -.3406448   -.1909873
>  ----------------+----------------------------------------------------------------
>  pr_erkneus <-   |
>            BK_A1 |   .2103853   .0659297     3.19   0.001     .0811655    .3396051
>            BK_A2 |    .544465   .0928788     5.86   0.000     .3624259    .7265042
>          PRAXREL |   1.007179   .0707514    14.24   0.000     .8685084    1.145849
>     kv_diszipl3s |  -.2817322   .0402595    -7.00   0.000    -.3606394    -.202825
>  ----------------+----------------------------------------------------------------
>  pr_veraends <-  |
>            BK_A1 |   .2414479    .075664     3.19   0.001     .0931493    .3897466
>            BK_A2 |   .6248534    .106592     5.86   0.000     .4159369      .83377
>          PRAXREL |   1.155885   .0738158    15.66   0.000     1.011209    1.300561
>     kv_diszipl3s |   -.323329   .0444497    -7.27   0.000    -.4104488   -.2362093
> ------------------+----------------------------------------------------------------
> Structural        |
>  BK_A1 <-        |
>     kv_diszipl3s |  -.3119383   .0433476    -7.20   0.000     -.396898   -.2269786
>  ----------------+----------------------------------------------------------------
>  BK_A2 <-        |
>     kv_diszipl3s |  -.6359115   .0385622   -16.49   0.000     -.711492   -.5603309
>  ----------------+----------------------------------------------------------------
>  PRAXREL <-      |
>            BK_A1 |   .2088858   .0654598     3.19   0.001      .080587    .3371845
>            BK_A2 |   .5405844   .0922168     5.86   0.000     .3598427     .721326
>     kv_diszipl3s |  -.2797242   .0402703    -6.95   0.000    -.3586525   -.2007959
> -----------------------------------------------------------------------------------
> 
> 
> *
> *   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/


*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index