Although I am a good user in SPSS, I am a new user in STATA. Can anyone tell me how to conduct hierarchical multivariate multiple regression in STATA version 14?
Hello Ertugrul. (I'm sorry, I can't find an ALT-code to reproduce a g with that mark above it.) Re your question, it depends on what you mean when you say multivariate. Statisticians generally use that term to indicate that there are two or more outcome variables; but may users of statistics use it to indicate that there are two or more explanatory variables (for a model with one outcome variable). If you mean the latter, then you can use the nestreg prefix command with regress to carry out hierarchical linear regression. Type help nestreg in Stata's command window for more info.
But if you mean multiple outcome variables when you say multivariate, and want to use the mvreg command, it appears you will have to find another way. The Help for nestreg does not include mvreg in the list of supported procedures (and a little test I just ran confirms that it does not work).
Finally, Statalist is (IMO) a better forum than RG for asking Stata questions.
Dear Dr Bruce, I have three dependent variable and four independent variable and also sociodemographics as independent variables. Previous research have consistently shown that females more likely to experience depression, anxiety and stress than males albeit the effect size in small to medium in range. I want to say that people who are high self-forgiveness, other forgiveness and situation forgiveness and high general self-efficiacy less likely to experience depression, anxiety and stress after controlling relevant sociodemographics.
I found a website from your webbage (UCLA) explain how mvreg command work but not tell how to conduct multivariate multiple regression with control variables.
Hello Ertugrul . As I said in my earlier post, nestreg does not support the mvreg command. I suggest you post your question to Statalist (see link below). Be sure to clarify that you have multiple DVs, and would use mvreg if you were going to enter all variables in one step. And mention that nestreg does not support mvreg (to save readers from having to look that up themselves). Who knows, it could be that someone else faced with the same problem in the past has devised a nice way to deal with it. There may even be a user-written program.
Here's the link for Statalist: https://www.statalist.org/forums/forum/general-stata-discussion/general
Hie what exactly do you want to test, I mean to understand your study rationale then I would suggest the commands appropriately matching your situation