Hi Muhammad,

I would start with the structural equation modelling reference manual (https://www.stata.com/manuals13/sem.pdf).

Panel data can be modelled with a multilevel SEM.

https://www.stata.com/features/overview/generalized-sem/

and an introductory video at:

https://www.youtube.com/watch?v=CjsvhOl4ZAw&feature=youtu.be

Please note that you will need Stata 13 or later versions to run a multilevel SEM.

Thank You

Dear Heuvelman

You can also go through SmartPLS for eas of analysis.