样本数据截图(企业数据):

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

* 运行命令
mediation


*Bootstrap 中介效应
bootstrap r(direct_effect) r(cie1) r(cie2) r(total_effect), reps(20) : mediation
estat boot, bc percentile

