I've seen a lot of forms to do a mediation analysis, being Baron and Kenny (1986) steps the most popular. However, I see that they do the regressions just with the three variables of interest (reg DV IV; reg Mediator IV; reg DV IV Mediator). My first question is: is necessary to include, also, the control variables to do the analysis? And, if so, how it can be done with STATA. I've read that SEM is a good way, but it is normally done withouth control variables.
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