[Limdep Nlogit List] Mediation Question

[Sunil Kumar Singh]

Limdep Community,

I am trying to run a probit model as specified below. I also want to check if the impact of X1, X2, and X1*X2 is mediated through X4. However, I am not sure how to specify the model or run some ancillary test for this. Would appreciate any help.

skip$
Calc        ; ran (12345)$
probit      ; lhs = Y
            ; rhs = one,X1,X2,X3, X1*X2,X4
            ; Panel
            ; pds = COUNT
            ; rpm
            ; fcn = X4(n)
            ; pts = 100
            ; Halton$

Thanks,
Sunil