Covariances between regression coefficient estimates in a single mediator model |
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Authors: | Davood Tofighi David P. MacKinnon Myeongsun Yoon |
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Affiliation: | 1. Arizona State University, Tempe, Arizona, USA;2. Texas A&M University, College Station, Texas, USA |
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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. |
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