[Mediation Analysis] differences between SEM/MEDSEM vs. KHB

[Marcel Wendt]

Dear STATALIST forum,

I hope you have started the new year well and can assist me with a problem.
I am currently working on a project in which I am trying to observe the impact of child poverty on work values. My focus is on mediating effects through personality and parenting style.

All my variables are ordinal (quasi-metric) scaled. I have built a Structural Equation Model (SEM) with multiple mediators (Big 5 & Supp. Parenting Scale) and interpreted it using the MEDSEM command.

During a presentation in a team meeting, it was suggested that I should try to replicate the same relationships using the KHB method.
The results differ significantly. While occasional mediation effects (according to Baron/Kenny and Zhao, Lynch & Chen) are visible in the SEM model, this is not the case in the KHB Decomposition.

I have the following questions:

• What can account for the differences?
• Do you have any suggestions on how i should proceed?

Thank you in advance!
Best regards,
Marcel

[Nick Cox]

Cross-posted at https://www.reddit.com/r/stata/comme...medsem_vs_khb/

Please note that it is a request here and a rule on r/stata that you tell people about cross-posting.

I don't do this kind of thing myself and can't help.

[daniel klein]

medsem is (probably) from SSC. I have not used it so I don't know whats under its hood.

I have the following questions:

• What can account for the differences?
• Do you have any suggestions on how i should proceed?

Your post on reddit, that Nick has thankfully linked to, shows that you use ologit with khb. So regarding your first question: you compare a linear model to a non-linear model. Differences might well be due to that. On your second question: one next step is probably to feed regress to khb, making this more of an apples-to-apples comparison at least in terms of the basic underlying model assumptions.

Edit: it should be obvious that showing syntax and result will increase your chances of getting helpful suggestions.

[Marcel Wendt]

Thank you, Daniel and Nick, for your replies. I am new to posting on the Stata-List, and in the future, I will adhere to the forum rules.