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  • Using GSEM command for moderated mediation analysis of a 1-1-1 model

    Hello everyone, I am stuck on this issue. I am trying to analyze a first stage moderated mediation model as follows
    y is a continuous dependent variable
    x is a binary response variable
    m1, m2 and m3 are continuous mediator variables
    w1 is a binary moderator
    w2 is a continuous moderator

    All variables except w2 are level 1 variables clustered at state level/county level, and I do not mind treating each mediator separately/simultaneously

    I would want to carry out a moderated mediation model with within state effects.

    I have read several papers but they are quite complex for me. Rockwood here suggests group-centering predictors for each regression. My question is if I do that can I just use the basic gsem syntax as I would do for the single stage model?
    I also saw tried the gsem(y<--m1 x cv M1[stateid]) (m1<- x cv M2[stateid]) (M1[stateid]*M2[stateid]@0) like example 42g (two-level model with gsem) for the mediation part of it ... see page 445 here: https://www.stata.com/manuals/sem.pdf


    Otherwise is there a canned algorithm that simplifies this?

    Thanks in advance
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