Covariances between regression coefficient estimates in a single mediator model

Davood Tofighi, David Mackinnon, Myeongsun Yoon

Research output: Contribution to journalArticle

28 Scopus citations

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 languageEnglish (US)
Pages (from-to)457-484
Number of pages28
JournalBritish Journal of Mathematical and Statistical Psychology
Volume62
Issue number3
DOIs
StatePublished - Nov 2009

ASJC Scopus subject areas

  • Statistics and Probability
  • Arts and Humanities (miscellaneous)
  • Psychology(all)

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