I am using the KHB method on STATA to analyze the mediated impacts of religious identity and religiosity via political predispositions of attitudes toward refugees. My model type is ordered logit, and the number of observations in my model is 2, 567.


I am writing to ask if there is a command that I can use to directly compute the p-values from the STATA output with components of difference that is obtained using the “disentangle” command. If not, is it safe to divide the coefficient by the standard error to obtain the z score and the associated p-value? Below is my code and results and any advice on the topic would be helpful: