Panel data Moderated mediation analysis

[Noman Shaheer]

Hi

I have a 30 years panel dataset on firms. I want to run a moderated mediation model with bootstrapping (Sobel-Goodman Mediation test). Can I use sgmediation or CMP command, given that I want bootstrapping and the data is longitudinal? Are there any other commands available? Thanks

[Roman Mostazir]

I personally would prefer Stata's -gsem- (Generalized Structural Equation Model) command to fit the multilevel model and bootstrap the standard error by programming rclass. But this thead pointing out to -cmp- might be helpful for you.

[Noman Shaheer]

Thanks very much. GSEM may be helpful but it provides seperate coefficients for every time period, instead of 1 comprehensive coefficient and standard error. May I know if there is anyway around it? Thanks

[Roman Mostazir]

If you want just one coefficient of time, then you need to use 'time' as a continuous variable (c.time instead i.time) in the model.