Covariances between regression coefficient estimates in a single mediator model.

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.

authors

• Yoon, Myeongsun

published proceedings

• Br J Math Stat Psychol

altmetric score

• 0.5

author list (cited authors)

• Tofighi, D., Mackinnon, D. P., & Yoon, M.

citation count

• 34

complete list of authors

• Tofighi, Davood||Mackinnon, David P||Yoon, Myeongsun

publication date

• November 2009

publisher

• Wiley  Publisher

keywords

• Analysis Of Variance
• Bias
• Confidence Intervals
• Humans
• Models, Statistical
• Multivariate Analysis
• Psychology, Social
• Regression Analysis

Digital Object Identifier (DOI)

• 10.1348/000711008X331024

start page

• 457

end page

• 484

volume

• 62

issue

• Pt 3

URL

• http%3A%2F%2Fdx.doi.org%2F10.1348%2F000711008x331024