Abstract
This study presents formulae for the covariances between parameter estimates in a single mediator model. These covariances are necessary to build confidence intervals (CI) for effect size measures in mediation studies. We first analytically derived the covariances between the parameter estimates in a single mediator model. Using the derived covariances, we computed the multivariate-delta standard errors, and built the 95% CIs for the effect size measures. A simulation study evaluated the accuracy of the standard errors as well as the Type I error, power, and coverage of the CIs using various parameter values and sample sizes. Finally, we presented a numerical example and a SAS MACRO that calculates the CIs for the effect size measures.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 457-484 |
| Number of pages | 28 |
| Journal | British Journal of Mathematical and Statistical Psychology |
| Volume | 62 |
| Issue number | 3 |
| DOIs | |
| State | Published - Nov 2009 |
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ASJC Scopus subject areas
- Psychology(all)
- Statistics and Probability
Cite this
Covariances between regression coefficient estimates in a single mediator model. / Tofighi, Davood; Mackinnon, David; Yoon, Myeongsun.
In: British Journal of Mathematical and Statistical Psychology, Vol. 62, No. 3, 11.2009, p. 457-484.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - Covariances between regression coefficient estimates in a single mediator model
AU - Tofighi, Davood
AU - Mackinnon, David
AU - Yoon, Myeongsun
PY - 2009/11
Y1 - 2009/11
N2 - This study presents formulae for the covariances between parameter estimates in a single mediator model. These covariances are necessary to build confidence intervals (CI) for effect size measures in mediation studies. We first analytically derived the covariances between the parameter estimates in a single mediator model. Using the derived covariances, we computed the multivariate-delta standard errors, and built the 95% CIs for the effect size measures. A simulation study evaluated the accuracy of the standard errors as well as the Type I error, power, and coverage of the CIs using various parameter values and sample sizes. Finally, we presented a numerical example and a SAS MACRO that calculates the CIs for the effect size measures.
AB - This study presents formulae for the covariances between parameter estimates in a single mediator model. These covariances are necessary to build confidence intervals (CI) for effect size measures in mediation studies. We first analytically derived the covariances between the parameter estimates in a single mediator model. Using the derived covariances, we computed the multivariate-delta standard errors, and built the 95% CIs for the effect size measures. A simulation study evaluated the accuracy of the standard errors as well as the Type I error, power, and coverage of the CIs using various parameter values and sample sizes. Finally, we presented a numerical example and a SAS MACRO that calculates the CIs for the effect size measures.
UR - http://www.scopus.com/inward/record.url?scp=70449393647&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=70449393647&partnerID=8YFLogxK
U2 - 10.1348/000711008X331024
DO - 10.1348/000711008X331024
M3 - Article
C2 - 18652738
AN - SCOPUS:70449393647
VL - 62
SP - 457
EP - 484
JO - British Journal of Mathematical and Statistical Psychology
JF - British Journal of Mathematical and Statistical Psychology
SN - 0007-1102
IS - 3
ER -