Asymptotic Confidence Intervals for Indirect Effects in Structural Equation Models
TL;DR: For comments on an earlier draft of this chapter and for detailed advice I am indebted to Robert M. Hauser, Halliman H. Winsborough, Toni Richards, several anonymous reviewers, and the editor of this volume as discussed by the authors.
Abstract: For comments on an earlier draft of this chapter and for detailed advice I am indebted to Robert M. Hauser, Halliman H. Winsborough, and Toni Richards, several anonymous reviewers, and the editor of this volume. I also wish to thank John Raisian, Nancy Rytina, and Barbara Mann for their comments and Mark Wilson for able research assistance. The opinions expressed here are the sole responsibility of the author.
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TL;DR: This article seeks to make theorists and researchers aware of the importance of not using the terms moderator and mediator interchangeably by carefully elaborating the many ways in which moderators and mediators differ, and delineates the conceptual and strategic implications of making use of such distinctions with regard to a wide range of phenomena.
Abstract: In this article, we attempt to distinguish between the properties of moderator and mediator variables at a number of levels. First, we seek to make theorists and researchers aware of the importance of not using the terms moderator and mediator interchangeably by carefully elaborating, both conceptually and strategically, the many ways in which moderators and mediators differ. We then go beyond this largely pedagogical function and delineate the conceptual and strategic implications of making use of such distinctions with regard to a wide range of phenomena, including control and stress, attitudes, and personality traits. We also provide a specific compendium of analytic procedures appropriate for making the most effective use of the moderator and mediator distinction, both separately and in terms of a broader causal system that includes both moderators and mediators.
80,095Â citations
Cites background from "Asymptotic Confidence Intervals for..."
...Sobel (1982) provided an approximate significance test for the indirect effect of the independent variable on the dependent variable via the mediator....
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TL;DR: An overview of simple and multiple mediation is provided and three approaches that can be used to investigate indirect processes, as well as methods for contrasting two or more mediators within a single model are explored.
Abstract: Hypotheses involving mediation are common in the behavioral sciences. Mediation exists when a predictor affects a dependent variable indirectly through at least one intervening variable, or mediator. Methods to assess mediation involving multiple simultaneous mediators have received little attention in the methodological literature despite a clear need. We provide an overview of simple and multiple mediation and explore three approaches that can be used to investigate indirect processes, as well as methods for contrasting two or more mediators within a single model. We present an illustrative example, assessing and contrasting potential mediators of the relationship between the helpfulness of socialization agents and job satisfaction. We also provide SAS and SPSS macros, as well as Mplus and LISREL syntax, to facilitate the use of these methods in applications.
25,799Â citations
Cites methods from "Asymptotic Confidence Intervals for..."
...Sobel (1982, 1986) applied the delta method for this purpose with very large samples in mind, in which case it is reasonable to expect the sampling distribution to be approximately normal....
[...]
...The Sobel test (Sobel, 1982, 1986), also called the product-of-coefficients approach, involves case mediation) is found, one can conclude that the set of j variables mediates the effect of X on Y....
[...]
TL;DR: It is argued the importance of directly testing the significance of indirect effects and provided SPSS and SAS macros that facilitate estimation of the indirect effect with a normal theory approach and a bootstrap approach to obtaining confidence intervals to enhance the frequency of formal mediation tests in the psychology literature.
Abstract: Researchers often conduct mediation analysis in order to indirectly assess the effect of a proposed cause on some outcome through a proposed mediator. The utility of mediation analysis stems from its ability to go beyond the merely descriptive to a more functional understanding of the relationships among variables. A necessary component of mediation is a statistically and practically significant indirect effect. Although mediation hypotheses are frequently explored in psychological research, formal significance tests of indirect effects are rarely conducted. After a brief overview of mediation, we argue the importance of directly testing the significance of indirect effects and provide SPSS and SAS macros that facilitate estimation of the indirect effect with a normal theory approach and a bootstrap approach to obtaining confidence intervals, as well as the traditional approach advocated by Baron and Kenny (1986). We hope that this discussion and the macros will enhance the frequency of formal mediation tests in the psychology literature. Electronic copies of these macros may be downloaded from the Psychonomic Society's Web archive at www.psychonomic.org/archive/.
15,041Â citations
Cites methods from "Asymptotic Confidence Intervals for..."
...File: Preacher-BRMIC-2004.zip Description: The compressed archive file contains three files: sobel_spss.txt, containing the SPSS macro developed by Preacher and Hayes (2004). Instructions for using this macro can be found in the file sobel_instr.txt. sobel_sas.txt, containing the SAS macro developed by Preacher and Hayes (2004). Instructions for using this macro can be found in the file sobel_instr....
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...File: Preacher-BRMIC-2004.zip Description: The compressed archive file contains three files: sobel_spss.txt, containing the SPSS macro developed by Preacher and Hayes (2004)....
[...]
...SPSS and SAS procedures for estimating indirect effects in simple mediation models KRISTOPHER J. PREACHER University of North Carolina, Chapel Hill, North Carolina and ANDREW F. HAYES Ohio State University, Columbus, Ohio Researchers often conduct mediation analysis in order to indirectly assess the effect of a proposed cause on some outcome through a proposed mediator....
[...]
...File: Preacher-BRMIC-2004.zip Description: The compressed archive file contains three files: sobel_spss.txt, containing the SPSS macro developed by Preacher and Hayes (2004). Instructions for using this macro can be found in the file sobel_instr....
[...]
...Behavior Research Methods, Instruments, & Computers 2004, 36 (4), 717-731 Psychologists often conduct research to establish whether and to what extent one variable affects another....
[...]
TL;DR: The aims behind the development of the lavaan package are explained, an overview of its most important features are given, and some examples to illustrate how lavaan works in practice are provided.
Abstract: Structural equation modeling (SEM) is a vast field and widely used by many applied researchers in the social and behavioral sciences. Over the years, many software packages for structural equation modeling have been developed, both free and commercial. However, perhaps the best state-of-the-art software packages in this field are still closed-source and/or commercial. The R package lavaan has been developed to provide applied researchers, teachers, and statisticians, a free, fully open-source, but commercial-quality package for latent variable modeling. This paper explains the aims behind the development of the package, gives an overview of its most important features, and provides some examples to illustrate how lavaan works in practice.
14,401Â citations
Cites methods from "Asymptotic Confidence Intervals for..."
...By default, the standard errors for these defined parameters are computed using the delta method (Sobel 1982)....
[...]
TL;DR: Efron and Tibshirani as discussed by the authors used bootstrap tests to assess mediation, finding that the sampling distribution of the mediated effect is skewed away from 0, and they argued that R. M. Kenny's (1986) recommendation of first testing the X --> Y association for statistical significance should not be a requirement when there is a priori belief that the effect size is small or suppression is a possibility.
Abstract: Mediation is said to occur when a causal effect of some variable X on an outcome Y is explained by some intervening variable M. The authors recommend that with small to moderate samples, bootstrap methods (B. Efron & R. Tibshirani, 1993) be used to assess mediation. Bootstrap tests are powerful because they detect that the sampling distribution of the mediated effect is skewed away from 0. They argue that R. M. Baron and D. A. Kenny's (1986) recommendation of first testing the X --> Y association for statistical significance should not be a requirement when there is a priori belief that the effect size is small or suppression is a possibility. Empirical examples and computer setups for bootstrap analyses are provided.
8,940Â citations
Additional excerpts
...Statistical approaches to the analysis of mediation have been discussed extensively in the psychological literature (Baron & Kenny, 1986; Collins, Graham, & Flaherty, 1998; James & Brett, 1984; Judd & Kenny, 1981; Kenny, Kashy, & Bolger, 1998; Maccorquodale & Meehl, 1948; MacKinnon & Dwyer, 1993; MacKinnon, Krull, & Lockwood, 2000; MacKinnon, Warsi, & Dwyer, 1995; Rozeboom, 1956; Sobel, 1982)....
[...]
References
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Book•
01 Jan 1965TL;DR: Algebra of Vectors and Matrices, Probability Theory, Tools and Techniques, and Continuous Probability Models.
Abstract: Algebra of Vectors and Matrices. Probability Theory, Tools and Techniques. Continuous Probability Models. The Theory of Least Squares and Analysis of Variance. Criteria and Methods of Estimation. Large Sample Theory and Methods. Theory of Statistical Inference. Multivariate Analysis. Publications of the Author. Author Index. Subject Index.
8,300Â citations
Book•
01 Jan 1975
TL;DR: Discrete Multivariate Analysis is a comprehensive text and general reference on the analysis of discrete multivariate data, particularly in the form of multidimensional tables, and contains a wealth of material on important topics.
Abstract: "At last, after a decade of mounting interest in log-linear and related models for the analysis of discrete multivariate data, particularly in the form of multidimensional tables, we now have a comprehensive text and general reference on the subject. Even a mediocre attempt to organize the extensive and widely scattered literature on discrete multivariate analysis would be welcome; happily, this is an excellent such effort, but a group of Harvard statisticians taht has contributed much to the field. Their book ought to serve as a basic guide to the analysis of quantitative data for years to come." --James R. Beninger, Contemporary Sociology
"A welcome addition to multivariate analysis. The discussion is lucid and very leisurely, excellently illustrated with applications drawn from a wide variety of fields. A good part of the book can be understood without very specialized statistical knowledge. It is a most welcome contribution to an interesting and lively subject." --D.R. Cox, Nature
"Discrete Multivariate Analysis is an ambitious attempt to present log-linear models to a broad audience. Exposition is quite discursive, and the mathematical level, except in Chapters 12 and 14, is very elementary. To illustrate possible applications, some 60 different sets of data have been gathered together from diverse fields. To aid the reader, an index of these examples has been provided. ...the book contains a wealth of material on important topics. Its numerous examples are especially valuable." --Shelby J. Haberman, The Annals of Statistics
5,309Â citations
TL;DR: The theory of least squares and analysis of variance has been studied in the literature for a long time, see as mentioned in this paper for a review of some of the most relevant works. But the main focus of this paper is on the analysis of variance.
Abstract: Algebra of Vectors and Matrices. Probability Theory, Tools and Techniques. Continuous Probability Models. The Theory of Least Squares and Analysis of Variance. Criteria and Methods of Estimation. Large Sample Theory and Methods. Theory of Statistical Inference. Multivariate Analysis. Publications of the Author. Author Index. Subject Index.
5,182Â citations
Book•
01 Jan 1966
TL;DR: In this article, the authors presented a case of two means regression method for the family error rate, which was used to estimate the probability of a family having a nonzero family error.
Abstract: 1 Introduction.- 1 Case of two means.- 2 Error rates.- 2.1 Probability of a nonzero family error rate.- 2.2 Expected family error rate.- 2.3 Allocation of error.- 3 Basic techniques.- 3.1 Repeated normal statistics.- 3.2 Maximum modulus (Tukey).- 3.3 Bonferroni normal statistics.- 3.4 ?2 projections (Scheffe).- 3.5 Allocation.- 3.6 Multiple modulus tests (Duncan).- 3.7 Least significant difference test (Fisher).- 4 p-mean significance levels.- 5 Families.- 2 Normal Univariate Techniques.- 1 Studentized range (Tukey).- 1.1 Method.- 1.2 Applications.- 1.3 Comparison.- 1.4 Derivation.- 1.5 Distributions and tables.- 2 F projections (Scheffe)48.- 2.1 Method.- 2.2 Applications.- 2.3 Comparison.- 2.4 Derivation.- 2.5 Distributions and tables.- 3 Bonferroni t statistics.- 3.1 Method.- 3.2 Applications.- 3.3 Comparison.- 3.4 Derivation.- 3.5 Distributions and tables.- 4 Studentized maximum modulus.- 4.1 Method.- 4.2 Applications.- 4.3 Comparison.- 4.4 Derivation.- 4.5 Distributions and tables.- 5 Many-one t statistics76.- 5.1 Method.- 5.2 Applications.- 5.3 Comparison.- 5.4 Derivation.- 5.5 Distributions and tables.- 6 Multiple range tests (Duncan).- 6.1 Method.- 6.2 Applications.- 6.3 Comparison.- 6.4 Derivation.- 6.5 Distributions and tables.- 7 Least significant difference test (Fisher).- 7.1 Method.- 7.2 Applications.- 7.3 Comparison.- 7.4 Derivation.- 7.5 Distributions and tables.- 8 Other techniques.- 8.1 Tukey's gap-straggler-variance test.- 8.2 Shortcut methods.- 8.3 Multiple F tests.- 8.4 Two-sample confidence intervals of predetermined length.- 8.5 An improved Bonferroni inequality.- 9 Power.- 10 Robustness.- 3 Regression Techniques.- 1 Regression surface confidence bands.- 1.1 Method.- 1.2 Comparison.- 1.3 Derivation.- 2 Prediction.- 2.1 Method.- 2.2 Comparison.- 2.3 Derivation.- 3 Discrimination.- 3.1 Method.- 3.2 Comparison.- 3.3 Derivation.- 4 Other techniques.- 4.1 Linear confidence bands.- 4.2 Tolerance intervals.- 4.3 Unlimited discrimination intervals.- 4 Nonparametric Techniques.- 1 Many-one sign statistics (Steel).- 1.1 Method.- 1.2 Applications.- 1.3 Comparison.- 1.4 Derivation.- 1.5 Distributions and tables.- 2 k-sample sign statistics.- 2.1 Method.- 2.2 Applications.- 2.3 Comparison.- 2.4 Derivation.- 2.5 Distributions and tables.- 3 Many-one rank statistics (Steel).- 3.1 Method.- 3.2 Applications.- 3.3 Comparison.- 3.4 Derivation.- 3.5 Distributions and tables.- 4 k-sample rank statistics.- 4.1 Method.- 4.2 Applications.- 4.3 Comparison.- 4.4 Derivation.- 4.5 Distributions and tables.- 5 Signed-rank statistics.- 6 Kruskal-Wallis rank statistics (Nemenyi).- 6.1 Method.- 6.2 Applications.- 6.3 Comparison.- 6.4 Derivation.- 6.5 Distributions and tables.- 7 Friedman rank statistics (Nemenyi).- 7.1 Method.- 7.2 Applications.- 7.3 Comparison.- 7.4 Derivation.- 7.5 Distributions and tables.- 8 Other techniques.- 8.1 Permutation tests.- 8.2 Median tests (Nemenyi).- 8.3 Kolmogorov-Smirnov statistics.- 5 Multivariate Techniques.- 1 Single population covariance scalar unknown.- 1.1 Method.- 1.2 Applications.- 1.3 Comparison.- 1.4 Derivation.- 1.5 Distributions and tables.- 2 Single population covariance matrix unknown.- 2.1 Method.- 2.2 Applications.- 2.3 Comparison.- 2.4 Derivation.- 2.5 Distributions and tables.- 3 k populations covariance matrix unknown.- 3.1 Method.- 3.2 Applications.- 3.3 Comparison.- 3.4 Derivation.- 3.5 Distributions and tables.- 4 Other techniques.- 4.1 Variances known covariances unknown.- 4.2 Variance-covariance intervals.- 4.3 Two-sample confidence intervals of predetermined length.- 6 Miscellaneous Techniques.- 1 Outlier detection.- 2 Multinomial populations.- 2.1 Single population.- 2.2 Several populations.- 2.3 Cross-product ratios.- 2.4 Logistic response curves.- 3 Equality of variances.- 4 Periodogram analysis.- 5 Alternative approaches: selection, ranking, slippage.- A Strong Law For The Expected Error Rate.- B TABLES.- I Percentage points of the studentized range.- II Percentage points of the Bonferroni t statistic.- III Percentage points of the studentized maximum modulus.- IV Percentage points of the many-one t statistics.- V Percentage points of the Duncan multiple range test.- VI Percentage points of the many-one sign statistics.- VIII Percentage points of the many-one rank statistics.- IX Percentage points of the k-sample rank statistics.- Developments in Multiple Comparisons 1966-).- 3.5 Allocation.- 3.6 Multiple modulus tests (Duncan).- 3.7 Least significant difference test (Fisher).- 4 p-mean significance levels.- 5 Families.- 2 Normal Univariate Techniques.- 1 Studentized range (Tukey).- 1.1 Method.- 1.2 Applications.- 1.3 Comparison.- 1.4 Derivation.- 1.5 Distributions and tables.- 2 F projections (Scheffe)48.- 2.1 Method.- 2.2 Applications.- 2.3 Comparison.- 2.4 Derivation.- 2.5 Distributions and tables.- 3 Bonferroni t statistics.- 3.1 Method.- 3.2 Applications.- 3.3 Comparison.- 3.4 Derivation.- 3.5 Distributions and tables.- 4 Studentized maximum modulus.- 4.1 Method.- 4.2 Applications.- 4.3 Comparison.- 4.4 Derivation.- 4.5 Distributions and tables.- 5 Many-one t statistics76.- 5.1 Method.- 5.2 Applications.- 5.3 Comparison.- 5.4 Derivation.- 5.5 Distributions and tables.- 6 Multiple range tests (Duncan).- 6.1 Method.- 6.2 Applications.- 6.3 Comparison.- 6.4 Derivation.- 6.5 Distributions and tables.- 7 Least significant difference test (Fisher).- 7.1 Method.- 7.2 Applications.- 7.3 Comparison.- 7.4 Derivation.- 7.5 Distributions and tables.- 8 Other techniques.- 8.1 Tukey's gap-straggler-variance test.- 8.2 Shortcut methods.- 8.3 Multiple F tests.- 8.4 Two-sample confidence intervals of predetermined length.- 8.5 An improved Bonferroni inequality.- 9 Power.- 10 Robustness.- 3 Regression Techniques.- 1 Regression surface confidence bands.- 1.1 Method.- 1.2 Comparison.- 1.3 Derivation.- 2 Prediction.- 2.1 Method.- 2.2 Comparison.- 2.3 Derivation.- 3 Discrimination.- 3.1 Method.- 3.2 Comparison.- 3.3 Derivation.- 4 Other techniques.- 4.1 Linear confidence bands.- 4.2 Tolerance intervals.- 4.3 Unlimited discrimination intervals.- 4 Nonparametric Techniques.- 1 Many-one sign statistics (Steel).- 1.1 Method.- 1.2 Applications.- 1.3 Comparison.- 1.4 Derivation.- 1.5 Distributions and tables.- 2 k-sample sign statistics.- 2.1 Method.- 2.2 Applications.- 2.3 Comparison.- 2.4 Derivation.- 2.5 Distributions and tables.- 3 Many-one rank statistics (Steel).- 3.1 Method.- 3.2 Applications.- 3.3 Comparison.- 3.4 Derivation.- 3.5 Distributions and tables.- 4 k-sample rank statistics.- 4.1 Method.- 4.2 Applications.- 4.3 Comparison.- 4.4 Derivation.- 4.5 Distributions and tables.- 5 Signed-rank statistics.- 6 Kruskal-Wallis rank statistics (Nemenyi).- 6.1 Method.- 6.2 Applications.- 6.3 Comparison.- 6.4 Derivation.- 6.5 Distributions and tables.- 7 Friedman rank statistics (Nemenyi).- 7.1 Method.- 7.2 Applications.- 7.3 Comparison.- 7.4 Derivation.- 7.5 Distributions and tables.- 8 Other techniques.- 8.1 Permutation tests.- 8.2 Median tests (Nemenyi).- 8.3 Kolmogorov-Smirnov statistics.- 5 Multivariate Techniques.- 1 Single population covariance scalar unknown.- 1.1 Method.- 1.2 Applications.- 1.3 Comparison.- 1.4 Derivation.- 1.5 Distributions and tables.- 2 Single population covariance matrix unknown.- 2.1 Method.- 2.2 Applications.- 2.3 Comparison.- 2.4 Derivation.- 2.5 Distributions and tables.- 3 k populations covariance matrix unknown.- 3.1 Method.- 3.2 Applications.- 3.3 Comparison.- 3.4 Derivation.- 3.5 Distributions and tables.- 4 Other techniques.- 4.1 Variances known covariances unknown.- 4.2 Variance-covariance intervals.- 4.3 Two-sample confidence intervals of predetermined length.- 6 Miscellaneous Techniques.- 1 Outlier detection.- 2 Multinomial populations.- 2.1 Single population.- 2.2 Several populations.- 2.3 Cross-product ratios.- 2.4 Logistic response curves.- 3 Equality of variances.- 4 Periodogram analysis.- 5 Alternative approaches: selection, ranking, slippage.- A Strong Law For The Expected Error Rate.- B TABLES.- I Percentage points of the studentized range.- II Percentage points of the Bonferroni t statistic.- III Percentage points of the studentized maximum modulus.- IV Percentage points of the many-one t statistics.- V Percentage points of the Duncan multiple range test.- VI Percentage points of the many-one sign statistics.- VIII Percentage points of the many-one rank statistics.- IX Percentage points of the k-sample rank statistics.- Developments in Multiple Comparisons 1966-1976.- 1 Introduction.- 2 Papers of special interest.- 2.1 Probability inequalities.- 2.2 Methods for unbalanced ANOVA.- 2.3 Conditional confidence levels.- 2.4 Empirical Bayes approach.- 2.5 Confidence bands in regression.- 3 References.- 4 Bibliography 1966-1976.- 4.1 Survey articles.- 4.2 Probability inequalities.- 4.3 Tables.- 4.4 Normal multifactor methods.- 4.5 Regression.- 4.6 Categorical data.- 4.7 Nonparametric techniques.- 4.8 Multivariate methods.- 4.9 Miscellaneous.- 4.10 Pre-1966 articles missed in [6].- 4.11 Late additions.- 5 List of journals scanned.- Addendum New Table of the Studentized Maximum Modulus.- Table IIIA Percentage points of the studentized maximum modulus.- Author Index.
4,763Â citations
Book•
01 Jan 1967
TL;DR: The American Occupational Structure is renowned for its pioneering methods of statistical analysis as well as for its far-reaching conclusions about social stratification and occupational mobility in the United States.
4,232Â citations