I am currently trying to perform (moderated) mediation analyses with a long panel data set in Stata.
I am using a SEM model and I am trying to follow UCLA (http://www.ats.ucla.edu/stat/stata/faq/sem_mediation.htm and http://www.ats.ucla.edu/stat/stata/faq/modmed.htm). The issue I have is that these approaches are describing cross sectional analyses. Bollen & Brand (2008, http://www.escholarship.org/uc/item/3sr461nd) explain an approach to do this, but I struggle with applying their advice to Stata.
Does anyone have information, links, advice, papers etc. on how to approach this challenge