Confidence limits for the indirect effect

Distribution of the product and resampling methods

David Mackinnon, Chondra M. Lockwood, Jason Williams

Research output: Contribution to journalArticle

3277 Citations (Scopus)

Abstract

The most commonly used method to test an indirect effect is to divide the estimate of the indirect effect by its standard error and compare the resulting z statistic with a critical value from the standard normal distribution. Confidence limits for the indirect effect are also typically based on critical values from the standard normal distribution. This article uses a simulation study to demonstrate that confidence limits are imbalanced because the distribution of the indirect effect is normal only in special cases. Two alternatives for improving the performance of confidence limits for the indirect effect are evaluated: (a) a method based on the distribution of the product of two normal random variables, and (b) resampling methods. In Study 1, confidence limits based on the distribution of the product are more accurate than methods based on an assumed normal distribution but confidence limits are still imbalanced. Study 2 demonstrates that more accurate confidence limits are obtained using resampling methods, with the bias-corrected bootstrap the best method overall.

Original languageEnglish (US)
Pages (from-to)99-128
Number of pages30
JournalMultivariate Behavioral Research
Volume39
Issue number1
StatePublished - 2004

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Resampling Methods
Confidence Limits
confidence
Normal Distribution
Standard Normal distribution
Critical value
Z-score
Standard error
Bootstrap
Demonstrate
Divides
Gaussian distribution
Confidence
Resampling
Random variable
statistics
Simulation Study
simulation
Alternatives
trend

ASJC Scopus subject areas

  • Mathematics (miscellaneous)
  • Statistics and Probability
  • Social Sciences (miscellaneous)
  • Psychology(all)
  • Experimental and Cognitive Psychology

Cite this

Confidence limits for the indirect effect : Distribution of the product and resampling methods. / Mackinnon, David; Lockwood, Chondra M.; Williams, Jason.

In: Multivariate Behavioral Research, Vol. 39, No. 1, 2004, p. 99-128.

Research output: Contribution to journalArticle

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