STATA13开始有这个功能了，但是至今还没有出现破解版

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help for pathreg                                      
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path analysis using ols regression
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   pathreg (dv1 varlist1) [ (dv2 varlist2) (dv3 varlist3) (...) ]


Description
-----------

pathreg is a convience command that allows the user to specify all of the
equations in a path analysis model.

Warning
-------

pathreg does not do any checks to determine that the path analysis model meets
all of the requirement and assumptions of path analysis.  This matter is left up
to the user.

Note:  pathreg will work with Stata 11 but does not support factor variables.

Example
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. pathreg (math female)(read math female)(write read math female)


Author
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      Phil Ender
      UCLA Statistical Consulting
      ender@ucla.edu

哦，谢谢！

我按你说的方法，结果说pathreg不识别，我用的stata12的
pathreg (y1 x1 x2 x3) (y2  x1 x2 x3)
unrecognized command:  pathreg
r(199);

. pathregression (y1 x1 x2 x3) (y2  x1 x2 x3)
unrecognized command:  pathregression
r(199);

你可以
findit pathreg
或者
help pathreg
找到此命令，再安装之