Hi everyone,

I am using the KHB command to conduct mediation analysis for a probit model. Previously, I used the more simple mediation analysis method (i.e. running the regression with and without the mediators).

As I run the KHB analysis now, I am finding that none of the differences between the reduced and full models are significant, even those which from my analysis I'm fairly sure should be significant (i.e. that length of unemployment spell affects welfare receipt, which is mediated by employment level and income). I'm finding the lack of significance of "Diff" in the results surprising.

Does anyone have suggestions for how I can troubleshoot this? Might there be something I'm missing here?

For context:
khb probit alg2h (independent variables) (mediators related to employment and income), concomitant(control variables) disentangle zstandard

alg2h is welfare receipt.

I'm also having trouble figuring out whether KHB allows the very simple command of conducting the analysis for one group within the sample (i.e. probit... if group==1).

Thank you in advance!

Best,
Emily