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  • Mediation with panel data (Stata version 12)

    Dear all,

    I would like to do a mediation analysis with panel data. This is the first time I conduct a mediation analysis. So I'm sorry for this basic question. My independent variable is binary, my mediator is a count variable and the dependent variable is continuous. I read that there are two possibilities in this case to run a mediation analysis:

    1) Run two separate regressions (first: IV -> M, second: M ->DV). For the first regression I would use the -xtbnreg- command as my moderator is a count variable. For the second regression I would use -xtreg-. For both regressions I would use the -fe- option (result of Hausman-test). There is a mediating effect if both regressions are significant.

    2) Instead of two separate regressions, there is the possibility to run a mediation analysis via SEM. I read that the command -gsem- is suitable for panel data. However, I am using the Stata 12 version which does not include this command.

    Do you have any recommendations for me on how to conduct a mediation with panel data using Stata 12 in my case?

  • #2
    Hello Maja, did you solve this problem? I'm face with the same issue, please kindly share with me your experience if you have solved it. Thank you.

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    • #3
      Hi there,
      sorry for my late response. I did not solve the problem. I'll run the mediation analysis as explained in 1). Hope this helps.

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      • #4
        Dear all, sorry to open this up again: Are you sure that 1) is a valid option? I am facing the same issue.

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