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 |
ASJC Scopus subject areas
- Statistics and Probability
- Arts and Humanities (miscellaneous)
- Psychology(all)
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Cite this
Tofighi, D., Mackinnon, D., & Yoon, M. (2009). Covariances between regression coefficient estimates in a single mediator model. British Journal of Mathematical and Statistical Psychology, 62(3), 457-484. https://doi.org/10.1348/000711008X331024