My data covers 180 countries in 25 years, and the data structure is a balanced panel. I have several mechanisms for the effect of the X on the Y and I want to see which of these mediation variables is the most important mechanism for the effect of X variable on the Yvariable . So I need mediation analysis to understand the relative importance of Tthese mechanisms. Can anyone help me how I can use mediation analysis for panel data in stata?
perhaps, dynamic structural equation modeling could be a way to go. You need Mplus for that, however. I have no clue how this could work in AMOS. Perhaps, Cristian, you can be more specific.
I guess you have a single series for each country; yearly measures for 25 ys?
I first thought of a kind of VAR model but I don't know if mediation is possible for that.
But DSEM should be able to do that.
Asparouhov, T., Hamaker, E. L., & Muthén, B. (2018). Dynamic Structural Equation Models. Structural Equation Modeling, 25(3), 359-388. doi:10.1080/10705511.2017.1406803
Hamaker, E., Asparouhov, T., Brose, A., Schmiedek, F., & Muthén, B. (2018). At the frontiers of modeling intensive longitudinal data: Dynamic structural equation models for the affective measurements from the COGITO study. Multivariate Behavioral Research, 1-22. doi:10.1080/00273171.2018.1446819
Zhou, L., Wang, M., & Zhang, Z. Intensive longitudinal data analyses with dynamic structural equation modeling. Organizational Research Methods, 0(0), 1094428119833164. doi:10.1177/1094428119833164
hi cristian, I attached a picture of my model.I have one independent variable, one dependent variable and 4 mediators. I want to examine the relative effect of each mediator by controlling the effect of other mediators .