I run a linear model to test for a mediation (outcome and mediator are both metric, the treatment is binary). This works fine but I got the comment that I should run a sensitivity check on this analysis. While I am aware of several ados that can do that in cross-sectional models (medeff), I could not figure out how to do this in a longitudinal model. Can someone give advice? My model basically looks like the following example:
Testing whether the effect of union membership on wages is mediated by working time
Union Membership --> Working time--> Wage
Code:
clear all version 16 webuse nlswork xtset idcode year drop if missing(ln_wage, union, union, wks_work) xtreg ln_wage union //M1 without the mediator local coef_first = _b[union] xtreg ln_wage union wks_work //M2 including the mediator local coef_second = _b[union] *Share mediated: display 1 - (`coef_second' / `coef_first')
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