Hi,
I am using Structural Equation Model (SEM) with Panel Data (3 years). My dependent variable is ordinal and I used ordered probit analysis with the help of GSEM command. Command is mentioned below.
A1701, A1702 and A1703 is dependent variable. Here I also want measure the direct and indirect effect. LnNSDPcC1 LnNSDPcC2 & LnNSDPcC3 having direct effect on A1701 and it having effect of other variable too which I mentioned in the above command. I want to know whether the command I have been used is correct or not. I am sharing my results as well.
I am using Structural Equation Model (SEM) with Panel Data (3 years). My dependent variable is ordinal and I used ordered probit analysis with the help of GSEM command. Command is mentioned below.
Code:
gsem (A1701<- X0031 X0111 1.reli1 2.reli1 3.reli1 1.health1 2.health1 1.marriage1 1.employ1 2.edu1 3.edu1 4.edu1 LnNSDPpcC1 1.gender1 So21 No21 1.socialclas1 2.socialclas1, oprobit) (LnNSDPpcC1<- 1.health1 2.health1 1.employ1 2.edu1 3.edu1 4.edu1 So21 No21 ) (A1702<- A1701 X0032 X0112 1.reli2 2.reli2 3.reli2 1.health2 2.health2 1.marriage2 1.employ2 2.edu2 3.edu2 4.edu2 LnNSDPpcC2 1.gender2 So22 No22 1.socialclas2 2.socialclas2, oprobit) (LnNSDPpcC2<- 1.health2 2.health2 1.employ2 2.edu2 3.edu2 4.edu2 So22 No22) (A1703<- A1702 X0033 X0113 1.reli3 2.reli3 3.reli3 1.health3 2.health3 1.marriage3 1.employ3 2.edu3 3.edu3 4.edu3 LnNSDPpcC3 1.gender3 So23 No23 1.socialclas3 2.socialclas3, oprobit) (LnNSDPpcC3<- 1.health3 2.health3 1.employ3 2.edu3 3.edu3 4.edu3 So23 No23), nocapslatent
HTML Code:
gsem (A1701<- X0031 X0111 1.reli1 2.reli1 3.reli1 1.health1 2.health1 1.marriage1 1.employ1 2.edu1 3.edu1 4.edu1 LnNSDPpcC1 > 1.gender1 So21 No21 1.socialclas1 2.socialclas1, oprobit) (LnNSDPpcC1<- 1.health1 2.health1 1.employ1 2.edu1 3.edu1 4.edu1 > So21 No21 ) (A1702<- A1701 X0032 X0112 1.reli2 2.reli2 3.reli2 1.health2 2.health2 1.marriage2 1.employ2 2.edu2 3.edu2 4.edu2 > LnNSDPpcC2 1.gender2 So22 No22 1.socialclas2 2.socialclas2, oprobit) (LnNSDPpcC2<- 1.health2 2.health2 1.employ2 2.edu2 3 > .edu2 4.edu2 So22 No22) (A1703<- A1702 X0033 X0113 1.reli3 2.reli3 3.reli3 1.health3 2.health3 1.marriage3 1.employ3 2.edu3 3 > .edu3 4.edu3 LnNSDPpcC3 1.gender3 So23 No23 1.socialclas3 2.socialclas3, oprobit) (LnNSDPpcC3<- 1.health3 2.health3 1.empl > oy3 2.edu3 3.edu3 4.edu3 So23 No23), nocapslatent Iteration 0: log likelihood = -10766.704 Iteration 1: log likelihood = -10309.67 Iteration 2: log likelihood = -10308.601 Iteration 3: log likelihood = -10308.6 Generalized structural equation model Number of obs = 2,396 Response : A1701 Number of obs = 1,720 Family : ordinal Link : probit Response : LnNSDPpcC1 Number of obs = 2,356 Family : Gaussian Link : identity Response : A1702 Number of obs = 1,626 Family : ordinal Link : probit Response : LnNSDPpcC2 Number of obs = 1,909 Family : Gaussian Link : identity Response : A1703 Number of obs = 1,443 Family : ordinal Link : probit Response : LnNSDPpcC3 Number of obs = 1,642 Family : Gaussian Link : identity Log likelihood = -10308.6 ------------------------------------------------------------------------------------- | Coef. Std. Err. z P>|z| [95% Conf. Interval] --------------------+---------------------------------------------------------------- A1701 | X0031 | .0077175 .0023318 3.31 0.001 .0031472 .0122877 X0111 | .0040825 .0177766 0.23 0.818 -.0307589 .038924 | reli1 | Hindu | .1199459 .1365733 0.88 0.380 -.1477328 .3876246 Muslim | .0752843 .1667732 0.45 0.652 -.2515851 .4021537 Christian | .1203211 .2037815 0.59 0.555 -.2790832 .5197255 | health1 | Good | .9492467 .094387 10.06 0.000 .7642516 1.134242 Fair | .4879635 .0960186 5.08 0.000 .2997705 .6761566 | marriage1 | Married | .4335038 .1078238 4.02 0.000 .2221731 .6448345 | employ1 | Employed | .1003691 .0608459 1.65 0.099 -.0188867 .2196249 | edu1 | Upto 10th Standard | -.1547328 .1045944 -1.48 0.139 -.359734 .0502684 Higher Secondary | .1381358 .0852253 1.62 0.105 -.0289028 .3051743 UG & above | .22469 .0960605 2.34 0.019 .0364149 .4129652 | LnNSDPpcC1 | -.3330744 .1075355 -3.10 0.002 -.5438401 -.1223087 | gender1 | Male | -.1971565 .0607041 -3.25 0.001 -.3161345 -.0781786 So21 | -.0071922 .0032281 -2.23 0.026 -.0135192 -.0008653 No21 | .0039349 .0022278 1.77 0.077 -.0004315 .0083013 | socialclas1 | Upper Class | .120035 .0927421 1.29 0.196 -.0617362 .3018063 Middle Class | -.0228974 .0623255 -0.37 0.713 -.1450531 .0992583 --------------------+---------------------------------------------------------------- LnNSDPpcC1 | health1 | Good | .0404758 .0188645 2.15 0.032 .003502 .0774496 Fair | .0420272 .0197723 2.13 0.034 .0032742 .0807801 | employ1 | Employed | .0500735 .0101601 4.93 0.000 .0301601 .0699869 | edu1 | Upto 10th Standard | .0073125 .022908 0.32 0.750 -.0375864 .0522114 Higher Secondary | -.0009715 .0173668 -0.06 0.955 -.0350097 .0330668 UG & above | -.0154846 .0179644 -0.86 0.389 -.0506942 .0197251 | So21 | -.0156942 .000549 -28.59 0.000 -.0167702 -.0146182 No21 | .0075565 .0004192 18.03 0.000 .0067349 .0083781 _cons | 7.642976 .0249012 306.93 0.000 7.594171 7.691782 --------------------+---------------------------------------------------------------- A1702 | A1701 | -.0153298 .0113847 -1.35 0.178 -.0376434 .0069838 X0032 | -.0035854 .0028283 -1.27 0.205 -.0091289 .001958 X0112 | .076911 .0203588 3.78 0.000 .0370085 .1168135 | reli2 | Hindu | -.0532301 .1167601 -0.46 0.648 -.2820757 .1756155 Muslim | -.0932131 .1361694 -0.68 0.494 -.3601002 .173674 Christian | -.5102131 .1708364 -2.99 0.003 -.8450462 -.17538 | health2 | Good | .5068707 .10342 4.90 0.000 .3041712 .7095701 Fair | .2456648 .1058385 2.32 0.020 .0382252 .4531044 | marriage2 | Married | -.0215447 .0764961 -0.28 0.778 -.1714744 .1283849 | employ2 | Employed | -.0532971 .0633936 -0.84 0.400 -.1775463 .0709521 | edu2 | Higher Secondary | .0311618 .0846417 0.37 0.713 -.1347329 .1970565 UG & above | .2403015 .0704604 3.41 0.001 .1022016 .3784014 | LnNSDPpcC2 | -.0577629 .0656613 -0.88 0.379 -.1864566 .0709308 | gender2 | Male | .0019502 .0631976 0.03 0.975 -.1219148 .1258152 So22 | -.00262 .0027169 -0.96 0.335 -.007945 .002705 No22 | -.0104404 .00133 -7.85 0.000 -.0130472 -.0078336 | socialclas2 | Upper Class | .5084349 .0710585 7.16 0.000 .3691629 .6477069 Middle Class | .4869297 .0674726 7.22 0.000 .3546858 .6191735 --------------------+---------------------------------------------------------------- LnNSDPpcC2 | health2 | Good | .005268 .0386336 0.14 0.892 -.0704524 .0809884 Fair | -.1144103 .0399696 -2.86 0.004 -.1927494 -.0360712 | employ2 | Employed | .1307964 .0198213 6.60 0.000 .0919474 .1696454 | edu2 | Higher Secondary | -.1486645 .0316442 -4.70 0.000 -.210686 -.0866429 UG & above | -.0555751 .0239698 -2.32 0.020 -.1025551 -.0085952 | So22 | -.0107889 .0010259 -10.52 0.000 -.0127997 -.0087781 No22 | .0025089 .0005083 4.94 0.000 .0015126 .0035052 _cons | 9.036205 .0447157 202.08 0.000 8.948564 9.123846 --------------------+---------------------------------------------------------------- A1703 | A1702 | .0244874 .0108211 2.26 0.024 .0032785 .0456963 X0033 | .0051065 .0022837 2.24 0.025 .0006304 .0095825 X0113 | -.0573194 .0147752 -3.88 0.000 -.0862783 -.0283605 | reli3 | Hindu | -.4267127 .099634 -4.28 0.000 -.6219918 -.2314335 Muslim | -.5450289 .1298018 -4.20 0.000 -.7994359 -.290622 Christian | -.4799737 .1922913 -2.50 0.013 -.8568578 -.1030896 | health3 | Good | .9089903 .1108922 8.20 0.000 .6916455 1.126335 Fair | .5462623 .1140452 4.79 0.000 .3227378 .7697868 | marriage3 | Married | -.1329534 .0900961 -1.48 0.140 -.3095384 .0436316 | employ3 | Employed | .0742923 .0694044 1.07 0.284 -.0617379 .2103224 | edu3 | Upto 10th Standard | -.0453153 .0842825 -0.54 0.591 -.2105059 .1198754 Higher Secondary | .0579712 .0865232 0.67 0.503 -.1116111 .2275536 UG & above | .0035413 .0957049 0.04 0.970 -.1840368 .1911195 | LnNSDPpcC3 | .3546042 .0919686 3.86 0.000 .1743491 .5348594 | gender3 | Male | .1154107 .071818 1.61 0.108 -.0253501 .2561715 So23 | -.01955 .005516 -3.54 0.000 -.0303612 -.0087387 No23 | -.0139326 .0026472 -5.26 0.000 -.019121 -.0087441 | socialclas3 | Upper Class | .685834 .0883974 7.76 0.000 .5125783 .8590897 Middle Class | .3165393 .069791 4.54 0.000 .1797514 .4533271 --------------------+---------------------------------------------------------------- LnNSDPpcC3 | health3 | Good | .1815738 .0290605 6.25 0.000 .1246162 .2385314 Fair | .1556729 .0309194 5.03 0.000 .0950721 .2162737 | employ3 | Employed | .0478633 .0166979 2.87 0.004 .0151361 .0805905 | edu3 | Upto 10th Standard | .0280082 .0235396 1.19 0.234 -.0181286 .074145 Higher Secondary | -.0218029 .0230009 -0.95 0.343 -.0668839 .0232781 UG & above | -.0308517 .0235866 -1.31 0.191 -.0770805 .0153772 | So23 | -.01488 .0014641 -10.16 0.000 -.0177496 -.0120104 No23 | .0124674 .0006478 19.25 0.000 .0111977 .0137371 _cons | 9.237255 .043913 210.35 0.000 9.151187 9.323323 --------------------+---------------------------------------------------------------- /A1701 | cut1 | -3.103088 .8544338 -4.777748 -1.428429 cut2 | -2.863785 .8539118 -4.537422 -1.190149 cut3 | -2.395271 .8535345 -4.068168 -.7223743 cut4 | -2.082932 .8535602 -3.755879 -.4099851 cut5 | -1.326107 .8534887 -2.998914 .3467002 cut6 | -.9922044 .8535445 -2.665121 .6807121 cut7 | -.664776 .8535792 -2.337761 1.008209 cut8 | -.1766573 .8534655 -1.849419 1.496104 cut9 | .156126 .8530105 -1.515744 1.827996 --------------------+---------------------------------------------------------------- /A1702 | cut1 | -1.939685 .6242343 -3.163161 -.7162079 cut2 | -1.76237 .6233522 -2.984118 -.540622 cut3 | -1.474675 .6226698 -2.695085 -.2542643 cut4 | -1.230969 .6224608 -2.45097 -.0109685 cut5 | -.8222466 .6223404 -2.042011 .3975181 cut6 | -.4811924 .6223635 -1.701003 .7386177 cut7 | -.0978301 .6226306 -1.318164 1.122504 cut8 | .3788696 .6231859 -.8425524 1.600292 cut9 | .8376672 .6234884 -.3843477 2.059682 --------------------+---------------------------------------------------------------- /A1703 | cut1 | 1.635492 .9010309 -.1304965 3.40148 cut2 | 2.781045 .9042459 1.008756 4.553334 cut3 | 4.158815 .9072549 2.380628 5.937001 cut4 | 5.081421 .9069624 3.303807 6.859035 --------------------+---------------------------------------------------------------- var(e.LnNSDPpcC1)| .0571927 .0016664 .0540182 .0605538 var(e.LnNSDPpcC2)| .1848741 .005984 .17351 .1969824 var(e.LnNSDPpcC3)| .1099562 .0038375 .1026864 .1177408 -------------------------------------------------------------------------------------
