A Comparison of Approaches to Interval Estimation of Mediated Effects in Linear Regression Models

被引：4

作者：

Yu, Ching-Yun ^{[1
]}

Tsai, Jia-Ren ^{[2
]}

机构：

[1] Taipei Municipal Univ Educ, Dept Psychol & Counseling, Taipei, Taiwan

[2] Acad Sinica, Inst Stat Sci, Taipei 11529, Taiwan

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2012年 / 41卷 / 08期

关键词：

Confidence interval; Generalized pivotal quantity; Indirect effect; Interval estimation; Mediated effect; CONSTRUCTING CONFIDENCE-INTERVALS; PRODUCT; LIMITS;

D O I：

10.1080/03610918.2011.601834

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A novel approach based on the concepts of a generalized pivotal quantity (GPQ) is developed to construct confidence intervals for the mediated effect. Thereafter, its performance is compared with six interval estimation approaches in terms of empirical coverage probability and expected length via simulation and two real examples. The results show that the GPQ-based and bootstrap percentile methods outperform other methods when mediated effects exist in small and medium samples. Moreover, the GPQ-based method exhibits a more stable performance in small and non-normal samples. A discussion on how to choose the best interval estimation method for mediated effects is presented.

引用

页码：1301 / 1316

页数：16

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