xiaofangz 发表于 2021-2-3 11:18 
请问你的这个问题解决了吗，我也是面板数据出不来结果
*! version 1.11 -- 2/14/12 -- implement prefix option
*! version 1.9 -- 10/28/11 -- (improve formatting)
*! version 1.8 -- 10/19/11 -- (bootstrap option removed)
*! version 1.7 -- 10/14/11 -- (ratio of total to direct)
*! version 1.6 -- 9/27/11 -- (bug fix in sgboot.ado)
*! version 1.5 -- 3/2/11
*! version 1.4 -- 4/29/10 --
*! version 1.3 -- 10/3/06 -- (bug fix)
*! version 1.2 -- 9/8/06 -- (bug fix)
*! version 1.1.1 -- 5/17/06 --
*! verion 1.0 -- 2/28/05 -- pbe
program define sgmediation, rclass
/* sobel-goodman mediation tests */
version 9.0
syntax varlist(max=1) [if] [in], iv(varlist numeric max=1) ///
mv(varlist numeric max=1) [ cv(varlist numeric) quietly ///
level(integer 95) prefix(string)]
marksample touse
markout `touse' `varlist' `mv' `iv' `cv'
tempname coef emat
display
`quietly' {
display as text "Model with dv xtreg on iv (path c)"
`prefix' xtreg `varlist' `iv' `cv' if `touse'
local ccoef=_b[`iv']
local cse =_se[`iv']
display
display "Model with mediator xtreg on iv (path a)"
`prefix' xtreg `mv' `iv' `cv' if `touse'
local acoef=_b[`iv']
local ase =_se[`iv']
local avar =(_se[`iv'])^2
display
display "Model with dv xtreg on mediator and iv (paths b and c')"
`prefix' xtreg `varlist' `mv' `iv' `cv' if `touse'
}
local bcoef=_b[`mv']
local bse =_se[`mv']
local bvar =(_se[`mv'])^2
local sobel =(`acoef'*`bcoef')
local serr=sqrt((`bcoef')^2*`avar' + (`acoef')^2*`bvar')
local stest=`sobel'/`serr'
local g1err=sqrt((`bcoef')^2*`avar' + (`acoef')^2*`bvar' + `avar'*`bvar')
local good1=`sobel'/`g1err'
local g2err=sqrt((`bcoef')^2*`avar' + (`acoef')^2*`bvar' - `avar'*`bvar')
local good2=`sobel'/`g2err'
local direff = (`ccoef'-(`acoef'*`bcoef'))
local dse = _se[`iv']
local toteff = `sobel'/`ccoef'
local ratio = `sobel'/`direff'
local t2d = ((`acoef'*`bcoef')+(`ccoef'-(`acoef'*`bcoef')))/`direff'
display
display as txt "Sobel-Goodman Mediation Tests"
display
display as txt " Coef Std Err Z P>|Z|"
display as txt "Sobel " as res `sobel' _skip(4) `serr' %8.4g ///
`stest', _skip(5) 2*(1-norm(abs(`stest')))
display as txt "Goodman-1 (Aroian) " as res `sobel' _skip(4) `g1err' %8.4g ///
`good1', _skip(5) 2*(1-norm(abs(`good1')))
display as txt "Goodman-2 " as res `sobel' _skip(4) `g2err' %8.4g ///
`good2', _skip(5) 2*(1-norm(abs(`good2')))
display
display as txt _col(21) "Coef" _col(31) "Std Err" _col(42) "Z" _col(53) "P>|Z|"
display as txt "a coefficient = " as res %8.0g `acoef' " " %8.0g `ase' " " %8.0g `acoef'/`ase' _col(50) %8.0g 2*(1-norm(abs(`acoef'/`ase')))
display as txt "b coefficient = " as res %8.0g `bcoef' " " %8.0g `bse' " " %8.0g `bcoef'/`bse' _col(50) %8.0g 2*(1-norm(abs(`bcoef'/`bse')))
display as txt "Indirect effect = " as res %8.0g `sobel' " " %8.0g `serr' " " %8.0g `stest' _col(50) %8.0g 2*(1-norm(abs(`stest')))
display as txt " Direct effect = " as res %8.0g `direff' " " %8.0g `dse' " " %8.0g `direff'/`dse' _col(50) %8.0g 2*(1-norm(abs(`direff'/`dse')))
display as txt " Total effect = " as res %8.0g `ccoef' " " %8.0g `cse' " " %8.0g `ccoef'/`cse' _col(50) %8.0g 2*(1-norm(abs(`ccoef'/`cse')))
display
display as txt "Proportion of total effect that is mediated: ", as res `toteff'
display as txt "Ratio of indirect to direct effect: ", as res `ratio'
display as txt "Ratio of total to direct effect: ", as res `t2d'
return scalar ind_eff = `sobel'
return scalar dir_eff = `direff'
return scalar tot_eff = `ccoef'
return scalar a_coef = `acoef'
return scalar b_coef = `bcoef'
return scalar ind2tot = `toteff'
return scalar ind2dir = `ratio'
return scalar tot2dir = `t2d'
if "`bootstrap'"~="" {
display
display as txt "Percentile and Bias-corrected bootstrap results for Sobel: `reps' replications"
display
quietly bootstrap coef=r(sobel), reps(`reps') level(`level'): sgboot `varlist' , mv(`mv') iv(`iv') cv(`cv' )
estat bootstrap, bc percentile noheader
}
end
我把前面楼主的代码综合了一下 又改了一下 不知道对不对 可以运行
扫码加好友，拉您进群
全部版块
我的主页
