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Confidence Limits for the Indirect Effect: Distribution of the Product and Resampling Methods

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Abstract

The most commonly used method to test an indirect effect is to divide the estimate of the indirect effect by its standard error and compare the resulting z statistic with a critical value from the standard normal distribution. Confidence limits for the indirect effect are also typically based on critical values from the standard normal distribution. This article uses a simulation study to demonstrate that confidence limits are imbalanced because the distribution of the indirect effect is normal only in special cases. Two alternatives for improving the performance of confidence limits for the indirect effect are evaluated: (a) a method based on the distribution of the product of two normal random variables, and (b) resampling methods. In Study 1, confidence limits based on the distribution of the product are more accurate than methods based on an assumed normal distribution but confidence limits are still imbalanced. Study 2 demonstrates that more accurate confidence limits are obtained using resampling methods, with the bias-corrected bootstrap the best method overall.

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... Being insufficient for the test of complex mediation models, containing flaws in testing procedures and test results, imposing strict rules, unreliable and rigid nature of the Sobel Test are among the most substantive criticisms about Baron and Kenny approach. In psychological and behavioral sciences, the increasingly well-accepted mediation analysis approach is the contemporary approach, bootstrapping method (Bollen and Stine, 1990;Fritz and MacKinnon, 2007;Hayes, 2018;Hayes and Rockwood, 2017;MacKinnon, Fairchild and Fritz, 2007;MacKinnon et al., 2004;Shrout and Bolger, 2002;Hayes, 2004, 2008b;Preacher and Selig, 2012;Williams and MacKinnon, 2008). According to the contemporary approach, if the product of a and b (a.b) is significant as the result of the bootstrapping analysis, we can conclude that the mediation model or the indirect is significant. ...
... Başka bir deyimle, yeni yaklaşım, toplam etkinin istatistiksel olarak anlamlı olmadığı durumlarda bile aracılık etkisinin anlamlı olabileceğini öne sürmektedir. Nitekim saygın dergilerde Baron ve Kenny'nin yöntemi yerine yeni yaklaşımı kulilişkindir.Baron ve Kenny yönteminde dolaylı etkinin istatistiksel olarak anlamlı olup olmadığını test etmek için uygulanan Sobel Testinin katı ve güvenilirliği düşük bir test olduğu iddia edilmektedir (MacKinnon, Lockwood veWilliams, 2004;Preacher ve Hayes, 2004; Zhao ve ark., 2010). Bilindiği gibi Sobel Testi, dolaylı etkiye ilişkin (a.b) olarak ve örneklem dağılımının normal olduğu varsayımına göre hesaplama yapmaktadır. ...
... Even when the total effect is not statistically different from zero, X may have an indirect effect on Y via M, that is, there may be an indirect effect even in the absence of the total effect (Cerin and MacKinnon, 2009;Gürbüz, 2021;Hayes, 2009;MacKinnon, 2008;Rucker, Preacher, Tormala, and Petty, 2011;Shrout and Bolger, 2002;Zhao, Lynch, and Chen 2010). Third, Sobel Test (Sobel, 1982) is argued to be rigid and unreliable (MacKinnon, Lockwood, and Williams, 2004). Fourth, the description of full mediation and partial mediation is not appropriate for the mediation analysis (Darlington & Hayes, 2018;Rucker et al., 2011). ...
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zet Yakın zamana kadar, iki değişken arasındaki olası bir aracı etkinin istatistiki olarak test edilmesinde genellikle Baron ve Kenny (1986) tarafından önerilen nedensel adımlar yaklaşımı büyük ilgi görmüştür. Ancak son yıllarda bazı araştırma-cılar, Baron ve Kenny yönteminin aracılık testleri için güçlü bir yöntem olmadığını öne sürerek bu geleneksel yöntem yerine bootstrap tekniğine dayanan ve daha geçerli ve güvenilir sonuçlar veren yeni yaklaşımın kullanılması gerektiğini öne sürmüşlerdir. Bu çalışmada; Baron ve Kenny yöntemi ile yeni yaklaşım arasındaki varsayımsal farklılıkların ayrın-tılı olarak incelenmesi, gerçek bir veri seti üzerinden bahse konu iki yaklaşımın uygulanmasıyla elde edilen bulguların karşılaştırılması ve sonuçlardaki çelişkilerin tartışılması amaçlanmıştır. Sonuç olarak; aracılık modellerinin analizinde günümüze kadar yoğun bir şekilde kullanılan nedensel adımlar yaklaşımının geçerliliği tartışmalı olduğu, psikoloji ve davranış araştırmalarında, bootstrap tekniğine dayanan yeni yaklaşımın kullanılmasının daha geçerli sonuçlar elde edilmesine imkân sağlayacaktır. Anahtar kelimeler: Aracılık modelleri, Baron ve Kenny Yöntemi, nedensel adımlar yaklaşımı, aracılık modellerinde yeni yaklaşım Abstract Baron and Kenny's (1986) causal steps approach has been widely used by researchers in mediation analyses. Yet, recently, some researchers have begun to argue that Baron and Kenny's approach is not an appropriate method for mediation analysis, and that contemporary or new methods that are based on bootstrapping would yield more valid and reliable results in mediation analysis. The aim of the current study was to discuss basic assumptions between the causal steps approach and new approach in mediation analysis and show statistical differences between the two approaches by using real data set. As a result, it can be stated that the validity of the causal steps approach, which has been used extensively in the analysis of mediation models until today, is controversial, and the use of a new approach based on the bootstrap technique in psychology and behavior research may bring more valid results.
... We also estimated the significance of the effects of the model variables with a 95% confidence interval coverage using the 10,000 repetitions Monte Carlo bootstrapping method. In this technique, the sampling posterior distribution is obtained from the model estimates, their asymptotic variances and covariances (MacKinnon et al., 2004). ...
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... We used PROCESS macros in SPSS 23.0 (IBM Corp., Armonk, NY, USA) for mediation analyses [30]. Analyses were tested for indirect effects using 5000 bootstrapped samples [31,32]. The hypothesized model examined whether bedtime procrastination mediated the relationship between sleep effort (GSES scores) and insomnia severity (ISI score). ...
... However, the limitations of this approach include low power and overly low Type I error rates, unless the mediated effect or sample size is large [43]. Yet, often neither of these two conditions is met nor the related assumption that the distribution of the mediated effect is normal [44]. Therefore, several authors have recommended bootstrapping the indirect, mediated effect, which does not involve assumptions about normality and accordingly produces more accurate (and potentially asymmetric) confidence intervals, which yield higher power [45,46,47]. ...
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