Hello!
I had some questions in trying to apply CEM to mediation analysis.
SEM methods work fine with the CEM weights so that on the surface, mediation seems easy.
However, I am not sure that the standard errors are correct. In mediation analyses, it is
recommended to do bootstrapping instead of using the output z-values and corresponding
p-values as mediated variables often do not follow normal distributions to be highly
conservative.
I have thought of doing bootstrapping with the weights just on the matched sample but am
not if this is the correct approach. For example,
https://www.stata.com/statalist/archive/2012-02/msg00822.html suggests that bootstrapping
needs to be done more complicatedly in order to correctly incorporate variability.
In sum, I would like to get some feedback on how to correctly do mediation (and mediated
moderation) analysis using CEM. Even if complete answers are not possible, I would still
truly appreciate any kind of related information.
Thank you in advance.
Best,
Yon Soo Suh