What is the best method to test these relationships with Stata? Multiple regression? SEM

[Giuseppe Alfano]

Dear all,

I hope you can give me your opinion about this.
I have to test the following relationships (see attached image):
X1 to X4 are my main independent variables; they cannot be measured directly, but consist of the antecedents variables e1 to e8. Basically, I want to see the direct effect of X1-X2-X3-X4 (basically e1 to e8) on the dependent variable Y.
After that, I want to test if and how two moderators variables ( X5 and X6, both categorical, specifically male/female and individualist/collectivist) affect these relationships.
What I want to see, after the main direct relationships, is comparing these relationships between different groups (e.g. effect of X1 (e1-e2) on Y comparing the men sample vs women sample; individualist sample vs collectivist sample; men vs women only in the individualist sample; etc.).
I have some experience with multiple regression; however, looking for some information, I found that many analysis with similar conceptual model use SEM to test these relationships.
What is your opinion about it? What would be the best method?
Thank you in advance for any help.

[Marcos Almeida]

It seems a SEM approach would work fine.

[Giuseppe Alfano]

It seems a SEM approach would work fine.

Dear Marcos,

thank you for your help. I will go deeply in understanding how SEM works then.