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help for sgmediation
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Sobel-Goodman mediation tests

        sgmediation depvar [if exp] [in range] , mv(mediatorvar) iv(indvar)
                [ cv(covarlist) bootstrap reps(# reps) level(#) ]

Description

    The purpose of the Sobel-Goodman tests are to test whether a mediator
    carries the influence of an IV to a DV.

    A variable may be considered a mediator to the extent to which it carries
    the influence of a given independent variable (IV) to a given dependent
    variable (DV). Generally speaking, mediation can be said to occur when
    (1) the IV significantly affects the mediator, (2) the IV significantly
    affects the DV in the absence of the mediator, (3) the mediator has a
    significant unique effect on the DV, and (4) the effect of the IV on the
    DV shrinks upon the addition of the mediator to the model. More formally,
    the Sobel-Goodman tests are statistically based methods by which
    mediation may be assessed.

Options
    cv(covarlist) Optional list of covariate variables.
    bootstrap Computes percentile and bias-corrected bootstrap confidence
        intervals.
    reps(#) Number of replications for bootstrap.  The default is 200.
    level(#) Confidence level for bootstrap.  The default is 95%.

Examples

    . sgmediation write, mv(ses) iv(read)
    . sgmediation write, mv(ses) iv(read) bootstrap
    . sgmediation write, mv(ses) iv(read) cv(black hispanic) bootstrap
        reps(500) level(99)

References

    MacKinnon, D. P., & Dwyer, J. H. (1993). Estimating mediated effects in
        prevention studies.  Evaluation Review, 17, 144-158.
    MacKinnon, D. P., Warsi, G., & Dwyer, J. H. (1995). A simulation study of
        mediated effect measures. Multivariate Behavioral Research, 30(1),
        41-62.
    Preacher, K. J., & Hayes, A. F. (2004).  SPSS and SAS procedures for
        estimating indirect effects in simple mediation models. Behavior
        Research Methods, Instruments, & Computers, 36(4), 717-731.