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]

From |
John Antonakis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: re: standardized betas with nlcom |

Date |
Sun, 13 Apr 2014 11:40:21 +0200 |

Hi Amy:

sem (med1 <- indvar mod interact ) (med2 <- indvar mod interact )

sem (med1 <- indvar mod interact ) (med2 <- indvar mod interact ) (depvar <- med1 med2), cov(e.depvar*e.med1 e.depvar*med2 e.med1*e.med2) The Hausman endogeneity test is: test (_b[cov(e.y,e.med1):_cons]=0) ( _b[cov(e.y,e.med2):_cons] = 0)

clear set seed 123 set obs 10000 gen iv = rnormal() gen mod = rnormal() gen q = rnormal() gen inter = iv*mod gen med1 = iv + mod + inter + q + rnormal() gen med2 = iv + mod + inter + q + rnormal() gen y = med1 + med2 + q + rnormal() *your way sem (y <- med1 med2 iv mod inter) (med1 med2 <- iv mod inter), *the correct way (but which is not causally identified)

test (_b[cov(e.y,e.med1):_cons]=0) ( _b[cov(e.y,e.med2):_cons] = 0)

clear set seed 123 set obs 10000 gen iv = rnormal() gen iv2 = rnormal() gen mod = rnormal() gen q = rnormal() gen inter = iv*mod gen med1 = iv + mod + inter + q + iv2+ rnormal() gen med2 = iv + mod + inter + q + rnormal() gen y = med1 + med2 + q + rnormal() *your way sem (y <- med1 med2 iv mod inter iv2) (med1 med2 <- iv mod inter iv2), *the correct way (which is causally identified this time)

test (_b[cov(e.y,e.med1):_cons]=0) ( _b[cov(e.y,e.med2):_cons] = 0)

Best, J. Ref:

Baltagi, B. H. (2002). Econometrics. New York: Springer.

For a more basic introduction, see also http://www.youtube.com/watch?v=dLuTjoYmfXs __________________________________________ John Antonakis Professor of Organizational Behavior Director, Ph.D. Program in Management Faculty of Business and Economics 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 Organizational Research Methods __________________________________________ On 13.04.2014 04:29, Amy Hale wrote:

Hi Statalisters, I'm running some moderated mediation models and need to obtain standardized betas, but when I added - estat stdize: - to the - nlcom- command line the z and p-values changed dramatically (e.g. before adding - estat stdize: - p value was .015, after it was .881). Any ideas what might be happening? The code I'm using is: sem (med1 <- indvar mod interact) (med2 <- indvar mod interact) (depvar <- med1 med2 indvar mod interact), standardized summarize mod global m = r(mean) global s = r(sd) estat stdize: nlcom (_b[med1:indvar]+($m-$s)*_b[med1:wx])*_b[depvar:med1] estat stdize: nlcom (_b[med1:indvar]+($m)*_b[med1:wx])*_b[depvar:med1] estat stdize: nlcom (_b[med1:indvar]+($m+$s)*_b[med1:wx])*_b[depvar:med1] estat stdize: nlcom (_b[med2:indvar]+($m-$s)*_b[med2:wx])*_b[depvar:med2] estat stdize: nlcom (_b[med2:indvar]+($m)*_b[med2:wx])*_b[depvar:med2] estat stdize: nlcom (_b[med2:indvar]+($m+$s)*_b[med2:wx])*_b[depvar:med2] estat stdize: nlcom (_b[med1:indvar]+($m-$s)*_b[med1:wx])*_b[depvar:med1]+ (_b[med2:indvar]+($m-$s)*_b[med2:wx])*_b[depvar:med2] estat stdize: nlcom (_b[med1:indvar]+($m)*_b[med1:wx])*_b[depvar:med1] + (_b[med2:indvar]+($m)*_b[med2:wx])*_b[depvar:med2] estat stdize: nlcom (_b[med1:indvar]+($m+$s)*_b[med1:wx])*_b[depvar:med1] + (_b[med2:indvar]+($m+$s)*_b[med2:wx])*_b[depvar:med2] key: *med1 = mediator #1 *med2 = mediator #2 *mod = moderator *interact = interaction term *indvar = independent variable *depvar = dependent variable Should I be using a different command to get standardized betas with -nlcom-, or am I missing something obvious? Thanks, Amy * * 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/

**References**:**st: re: standardized betas with nlcom***From:*Amy Hale <[email protected]>

- Prev by Date:
**st: re: standardized betas with nlcom** - Next by Date:
**st: Stata Journal 14:1** - Previous by thread:
**st: re: standardized betas with nlcom** - Next by thread:
**st: re: standardized betas with nlcom** - Index(es):