Covariances between regression coefficient estimates in a single mediator model.

Publication Type:

Journal Article

Source:

The British Journal of Mathematical and Statistical Psychology, Volume 62, p.457-484 (2009)

URL:

http://www.ncbi.nlm.nih.gov/pmc/articles/PMC2819398/

Keywords:

Confidence Intervals, Mediation Analysis

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.