Covariances between regression coefficient estimates in a single mediator model.
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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.
author list (cited authors)
Tofighi, D., Mackinnon, D. P., & Yoon, M.
complete list of authors
Tofighi, Davood||Mackinnon, David P||Yoon, Myeongsun