How to test if the effect of one regressor entirely comes from other regressors?

Question

I have a regression model that includes IQ test scores as the dependent variable; my own education, my father's education and my mother's education as independent variables. Suppose I want to know whether the only way parents'education increases my IQ test score is through my own education. How would I test that hypothesis?

Rumi · Answer

For Bivariate Regression

Your model would be :

IQ = B0 + B1(Your Education)

For Multiple Regression:

You would use a correlation matrix/plot to do this. Basically it would give you a matrix with correlation values of all variables to each other 0 being none and 1 being perfect. This will also allow you to see the multicollinearity problem which is when independent variables are related to each other.

You can do this in R or Stata. I can post the R script of a similar regression I have done if you would like.

How to test if the effect of one regressor entirely comes from other regressors?

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