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)|
|Number of pages||28|
|Journal||British Journal of Mathematical and Statistical Psychology|
|State||Published - Nov 2009|
ASJC Scopus subject areas
- Statistics and Probability
- Arts and Humanities (miscellaneous)