Hey everyone,
For my thesis I am doing a cross-country analysis with two indices. As a sub-question, I would like to know which sub index contributes the most to the effect on my dependent variable and I would also like to know which sub index is affected the most by my independent variable. Now, to me it would look too easy to just run regressions with the subindices. Does anybody know how I can perform this in STATA?
This discussion may be helpful: https://www.researchgate.net/post/How_can_I_find_out_which_of_my_3_dependent_variable_has_the_biggest_effect
You should be able to answer this if you run a Structural Equation Model with your subindices as components of an "unmeasured" (scale) variable. In general, the variable with the highest loading on a factor will have the largest effect.
But beware of interpreting larger effect as a significantly different effect size.
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