样本数据截图(企业数据):
![](https://i-blog.csdnimg.cn/direct/0f8e21383ba74a05af52f5b8b5874cc0.png)
use data.dta, clear
* 控制控制变量 ControlVariables
global ControlVariables SIZE ROA LEV ATTR TOP1 ACADEMIC MARKET i.IND i.year
* 链式中介命令
capture program drop mediation
program mediation, rclass
gsem (med1 <- x $ControlVariables) (med2 <- x $ControlVariables) (y <- med2 med1 x $ControlVariables), vce(cluster stkcd) nocaps
return scalar cie1 = _b[med1:x]*_b[y:med1]
return scalar cie2 = _b[med2:x]*_b[y:med2]
return scalar direct_effect=_b[y:x]
return scalar total_effect=_b[y:x]+_b[med1:x]*_b[y:med1]+_b[med2:x]*_b[y:med2]
end
set seed 12345
![](https://i-blog.csdnimg.cn/direct/0f0cc3c1d8cb4f01897041ec842c50f9.png)
* 运行命令
mediation
![](https://i-blog.csdnimg.cn/direct/b36762f42e124171a303cf7443fad0f5.png)
![](https://i-blog.csdnimg.cn/direct/82e8472841dd42f8a5b1bb6afa1c5b1f.png)
*Bootstrap 中介效应
bootstrap r(direct_effect) r(cie1) r(cie2) r(total_effect), reps(20) : mediation
estat boot, bc percentile
![](https://i-blog.csdnimg.cn/direct/9c9d3d41cdb0468da2291fbc3981f63a.png)
![](https://i-blog.csdnimg.cn/direct/0b0261487b854a54bdc85f7159708b89.png)