How can I calculate mediation using bootstrapping?

[Eung Il Kim]

Hello
I conducted SEM bootstrapping to find mediation effect in structural equation modeling. However, I could not find indirect effect in the result.
Should I calculate mediation by Sobel test? I heard that there is a method using Bootstrapping CI to find mediation effect in SEM. Can you help me to find the result?

[Joseph Coveney]

With the caveat that I don't know much about mediation, maybe you could try something like that below in order to bootstrap one measure of mediation? (Begin at the "Begin here" comment.) Below that, I've shown an alternative approach using a likelihood-ratio test but, as has been pointed out before on the List, multiple mediation is tricky, and you'd want to do some exploration of that approach's validity (actually, of both illustrated approaches') before relying on it very much.

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>ÿÿÿÿfromÿtheseÿbabies,ÿtoo:ÿ*/
.ÿquietlyÿestimatesÿrestoreÿFull

.ÿnlcomÿ(mm1:_b[d:m1]ÿ*ÿ_b[m1:i])ÿ(mm2:_b[d:m2]ÿ*ÿ_b[m2:i])ÿ///
>ÿÿÿÿÿÿÿÿÿ(mm3:_b[d:m3]ÿ*ÿ_b[m3:i])ÿ(mm4:_b[d:m4]ÿ*ÿ_b[m4:i]),ÿnoheader

------------------------------------------------------------------------------
ÿÿÿÿÿÿÿÿÿÿÿÿÿ|ÿÿÿÿÿÿCoef.ÿÿÿStd.ÿErr.ÿÿÿÿÿÿzÿÿÿÿP>|z|ÿÿÿÿÿ[95%ÿConf.ÿInterval]
-------------+----------------------------------------------------------------
ÿÿÿÿÿÿÿÿÿmm1ÿ|ÿÿÿ.1043081ÿÿÿ.0241363ÿÿÿÿÿ4.32ÿÿÿ0.000ÿÿÿÿÿ.0570019ÿÿÿÿ.1516144
ÿÿÿÿÿÿÿÿÿmm2ÿ|ÿÿÿ.0900153ÿÿÿ.0266475ÿÿÿÿÿ3.38ÿÿÿ0.001ÿÿÿÿÿ.0377872ÿÿÿÿ.1422435
ÿÿÿÿÿÿÿÿÿmm3ÿ|ÿÿÿ.0752557ÿÿÿ.0214325ÿÿÿÿÿ3.51ÿÿÿ0.000ÿÿÿÿÿ.0332488ÿÿÿÿ.1172627
ÿÿÿÿÿÿÿÿÿmm4ÿ|ÿÿÿ.0764809ÿÿÿ.0230431ÿÿÿÿÿ3.32ÿÿÿ0.001ÿÿÿÿÿ.0313172ÿÿÿÿ.1216445
------------------------------------------------------------------------------

.ÿ
.ÿexit

endÿofÿdo-file


.

[Felix Bittmann]

Joseph gave a very detailed answer and I guess this will clearly help you to solve the problem. I just wanted to add that there is a large number of ados available that might be interesting for you. Some of these compute the total effect mediated and the shares mediated from the total effect.
https://www.stata.com/meeting/italy1...t13_grotta.pdf

[Eung Il Kim]

Hello Joe and Felix

Thank you for your kind reply. Following Joe's recommendation, I ran the mediation analysis but I could not get the result.

variable wor not found;
Perhaps you meant 'wor' to specify a latent variable.
For 'wor' to be a valid latent variable specification, 'wor' must begin with a
capital letter.
an error occurred when bootstrap executed bootcc

I do not know the reason. Could you please help me to figure this out?

[Joseph Coveney]

I ran the mediation analysis but I could not get the result. . . . I do not know the reason. Could you please help me to figure this out?

Attach dataset, post complete code. Follow FAQ. Etc.

[Eung Il Kim]

Hello Joe here is complete code

program define bootem, rclass
1. syntax [if]
2. sem (Zwork <- mm1 mm2 mm3 mm4 mm5 Zsumvic) (Zsl Zauto Zre Zcom ZRJ <- Zsumvic)
3. mm1 return scalar 'Zsl' = _b[Zwork:Zsl] * _b[Zsl:Zsumvic]
4. mm2 return scalar 'Zauto' = _b[Zwork:Zauto] * _b[Zauto:Zsumvic]
5. mm3 return scalar 'Zre' = _b[Zwork:Zrel] * _b[Zre:Zsumvic]
6. mm4 return scalar 'Zcom' = _b[Zwork:Zcom] * _b[Zcom:Zsumvic]
7. mm5 return scalar 'ZRJ' = _b[Zwork:ZRJ] * _b[ZRJ:Zsumvic]
8. end

bootstrap mm1 = r(Zsl) mm2 = r(Zauto) mm3 = r(Zre) mm4 = r(Zcom) mm5 r(ZRJ), nocapslatent reps(10) bca: bootem


If I run this code, the result was
variable mm1 not found;
Perhaps you meant 'mm1' to specify a latent variable.
For 'mm1' to be a valid latent variable specification, 'mm1' must begin with a
capital letter.
an error occurred when bootstrap executed bootem

[Joseph Coveney]

Dataset?