Moderator and Mediator Analysis: Marijtje Van Duijn

Moderator and Mediator
Analysis
Seminar General Statistics
Marijtje van Duijn

October 18, 2011
Overview
What is moderation and mediation?
What is their relation to statistical
concepts?
Example(s)
October 18, 2011
Moderator and mediator analysis
Mediation and Moderation
X1
X2
October 18, 2011
Examples
Y : test score
X1 : sex, SES, etc.
X2 : ability (IQ score)
Y : test score
X1 : brain volume, SES parents
X2 : ability
More?
October 18, 2011
Multiple regression
Yi = 0 + 1 X 1i + 2 X 2i + Ei
Goal: to explain variation in Y using Xs
Assumptions
Independent observations
Normality (of residuals) and constant
variance
Linearity (of relationship Y and Xs)
October 18, 2011
Regression Model
October 18, 2011
X1
X2
Explained variance in regression
X1
X2
Circles represent variances

X1 and X2 explain different parts of Y and are independent
October 18, 2011
Multicollinearity
competition between variables for explaining Y
Y
X1
X2
Degree depends on correlation between Xs

Variance inflation factor (VIF): worse (= less precise)
parameter estimation
October 18, 2011
Association between all (3) variables

Several correlations to describe association
Partial correlation: correlation between two variables with the
third variable fixed (i.e. corrected for the third variable)
(partial in SPSS) unique portion of variance
Semi-partial correlation: correlation between two variables
with one variables association corrected for the third
variable (part in SPSS output) extra variance explained
Important in regression when variables are entered in a certain
order
Usually the partial correlation is smaller than the

uncorrected (zero-order) correlation, and larger than
the semi-partial correlation
October 18, 2011
Multicollinearity/Mediation
X1
X2
October 18, 2011
10
Mediation as a special case of

multicollinearity and/or model selection
Causal model defines direction of arrows
X2 is the mediator (M)
Also: intervening or process variable
Or: indirect causal relationship
Relations between all variables are assumed

to be positive
Question is whether direct effect between X1
and Y disappears when M is added to the
regression equation
October 18, 2011
11
Mediation
(Baron & Kenny, 1986),
http://davidakenny.net/cm/mediate.htm)
c
c
X
a
M
October 18, 2011
12
Mediation as prescribed by
Baron and Kenny (1986)
Estimate regression of Y on only X1
Estimated parameter c
Estimate regression of M on X1
Estimated parameter a
Estimate effect of M on Y, together with X1

Estimated parameters b and c
Complete mediation: c=0

Partial mediation: c< c (can be tested)
October 18, 2011
13
Testing of change in c
Amount of mediation c-c
Theoretically equal to ab (indirect path)
Standard error of ab is approximately square
root of
b2sa2 + a2sb2 (Sobel test)
see (do) http://quantpsy.org/sobel/sobel.htm
Note: neither c nor c are needed!
Some eye-balling also possible

Or: nonparametric tests (based on bootstrapping)
October 18, 2011
14
Example (Miles and Shevlin)

Y: read, a measure of the number of books that
people have read.
X: enjoy, scale score to measure how much people
enjoy reading books
M: buy, a measure of how many books people have
bought in the previous 12 months
Idea: how much people enjoy reading books -> the
number of books bought -> the number of books read
But: is the number of books a complete mediator.?
(People could go to the library or borrow books from
friends.)
October 18, 2011
Descriptive Statistics
read
buy
Correlations
Mean
8,85
Std.
Deviation
3,563
15,73
8,165
40
9,28
5,354
40
enjoy
15
read
1,000
buy
,747
enjoy
,732
buy
,747
1,000
,644
enjoy
,732
,644
1,000
N
read
Pearson
Correlation
40
Step 1
Coefficientsa
Model
Unstandardized
Coefficients
1
(Constant)
enjoy
Standardized
Coefficients
B
4,331
Std. Error
,785
,487
,074
Beta
,732
t
5,517
Sig.
,000
6,625
,000
a. Dependent Variable: read
October 18, 2011
16
Step 2
Coefficientsa
Model
Standardiz
ed
Coefficients
Unstandardized
Coefficients
1
(Constant)
enjoy
B
Std. Error
6,616
2,020
,982
,189
Beta
,644
t
3,274
Sig.
,002
5,190
,000
a. Dependent Variable: buy
Step 3
Coefficientsa
Model
Unstandardized
Coefficients
Standardized
Coefficients
B
2,973
Std. Error
,765
buy
,205
,054
enjoy
,286
,083
(Constant)
Beta
Correlations
Zeroorder
t
3,887
Sig.
,000
Partial
Part
,471
3,786
,001
,747
,528
,360
,429
3,452
,001
,732
,494
,328
a. Dependent Variable: read
October 18, 2011
17
Examples
Baron/Kenny + Sobel
a=.982 sa =.189
b=.487 sb =.074
ab=.478, sab =(.4872*.1892+.9822*.0742)= .12
z-test 4.08; p<0.001
Eye-balling
c=.487 (.074), then roughly .34 < c < .64
c=.286 (.083): partial mediation (because .12 < c < .45)
October 18, 2011
18
Model choice is important

Many other patterns of association are
possible
Arrows between X1 and X2 may be
reversed not always clear which variable
mediates
No causal relation, just association
Explicit assumption of positive

associations and ordering of (semi-)
partial correlations. Not guaranteed
October 18, 2011
19
Moderation
X1
X2
October 18, 2011
20
10
Moderation is interaction
The effect of X2 depends on the value of X1
(or vice versa)
different slopes for different folks
can be a way to tackle non-linearity in regression
Interpretation depends on type of variable

Interaction usually (but not necessarily)
product of X1 and X2
X1 and X2 may be correlated
Importance of model formulation
October 18, 2011
21
Regression model
Yi = 0 + 1 X 1i + 2 X 2i + 3 X 1i X 2 i + Ei
Centering is (usually) advised

Facilitates interpretation
Reduces the inevitable multicollinearity
incurred with interaction terms
c
Yi = 0 + 1 X 1i + 2 X 2i + 3 X 1i X 2i + Ei
October 18, 2011
22
11
X1 dichotomous and X2 continuous

X1 = 0 or X1 = 1
(e.g. man/woman; control/experimental group)
Y = 0 + 1X1 + 2X2 + 3 X1X2

X1 = 0: Y = 0 + 2X2
X1 = 1: Y = (0 + 1) + (2 + 3)X2
so: intercept and regressioneffect of X2 change

interaction effect represents the change in effect of X2 or,
the difference in the effect of X2 between the two groups
interpretation of 1
General formula: Y = (0 + 1X1) + (2+ 3 X1)X2
October 18, 2011
23
X1 and X2 dichotomous
X1 = 0 or X1 = 1 (e.g. man/woman)
X2 = 0 or X2 = 1 (e.g. control/experimental grp)
Y = 0 + 1X1 + 2X2 + 3 X1X2
X1 = 0, X2 = 0 : Y = 0
X1 = 1, X2 = 0 : Y = 0 + 1
X1 = 0, X2 = 1 : Y = 0 + 2
X1 = 1, X2 = 1 : Y = 0 + 1+ 2+ 3
so: defines four groups with their own mean
Interaction defines extra effect of X1 =1 and X2 =1
October 18, 2011
24
12
X1 nominal and X2 continuous

X1 takes on more than 2 (c) values
(e.g. age groups, control/exp1/exp2)
Make dummies, for each contrast, wrt 1

reference group (e.g. controls)
Leads to c-1 dichotomous variables
And also c-1 interaction terms
Also possible: dummies (indicators) for

each group leaving out the intercept
October 18, 2011
25
c=3; group 1 reference group

group
D1
D2
1
0
0
2
1
0
3
0
1
Y = 0 + 1dD1 + 2dD2 + 2X2 +3 D1X2 +4 D2X2
group1: Y = 0 + 2X2
group2: Y = (0 + 1d) + (2 + 3)X2
group3: Y = (0 + 2d) + (2 + 4)X2
October 18, 2011
26
13
X1 and X2 continuous
Y = 0 + 1X1 +2X2 +3 X1X2
Y = (0 + 1X1) + (2+3 X1)X2
Y = (0 +2X 2) + (1+3 X2)X1
X1c = X1 X1
X 2c = X 2 X 2
X1 = X1 : Y = *0 + *2 X 2c
Y = *0 + *1 X1c + *2 X 2c + 3X1c X 2c
X 2 = X 2 : Y = *0 + *1 X1c
*
= 0 1X1 2 X 2 + 3X1X 2
0
*
1 = 1 3 X 2
*
2 = 2 3X1
October 18, 2011
27
Example (Miles and Shevlin)

Y: grade in statistics course
X1: number of books read (0-4)
X2: number of classes attended (0-20)
Descriptive Statistics
grade
October 18, 2011
Mean
Std. Deviation
63,5500
16,70552
N
40
books
2,00
1,432
40
attend
14,10
4,278
40
28
14
October 18, 2011
29
Coefficientsa
Model
Standardiz
ed
Coefficient
s
Unstandardized
Coefficients
(Constant)
B
Std. Error
63,422
2,223
booksc
4,037
attendc
2
1,753
,346
,329
1,283
,587
61,469
2,320
booksc
4,081
1,677
attendc
1,333
,735
(Constant)
bookscxatte
ndc
a. Dependent Variable: grade
October 18, 2011
Beta
Correlations
Zeroorder
Partial
Part
Collinearity
Statistics
Toleran
VIF
ce
t
28,534
Sig.
,000
2,303
,027
,492
,354
,310
,803
1,245
,482
,338
,295
,803
1,245
2,187
,035
26,494
,000
,350
2,433
,020
,492
,376
,314
,803
1,245
,562
,341
2,372
,023
,482
,368
,306
,802
1,247
,349
,271
2,104
,042
,241
,331
,271
,997
1,003
30
15
Other example
(missed) interaction:
non-linearity?
3 groups with
each a distinct
linear relation
October 18, 2011
31
October 18, 2011
32
16
October 18, 2011
33
Model Summaryb
Model
1
Adjusted
R Square
.134
R
R Square
.405a
.164
Residuals Statisticsa
Std. Error of
the Estimate
2.57780
Predicted Value
Residual
Std. Predicted Value
Std. Residual
a. Predictors: (Constant), x
b. Dependent Variable: y
Minimum
5.8864
-4.88636
-1.767
-1.896
Maximum
9.7927
3.16046
1.719
1.226
Mean
7.8667
.00000
.000
.000
Std. Deviation
1.12042
2.53297
1.000
.983
N
30
30
30
30
a. Dependent Variable: y
Coefficientsa
Model
1
(Constant)
x
Unstandardized
Coefficients
B
Std. Error
5.724
1.029
.163
.070
Standardized
Coefficients
Beta
.405
t
5.560
2.341
Sig.
.000
.027
Correlations
Partial
Zero-order
.405
Collinearity Statistics
Tolerance
VIF
Part
.405
.405
1.000
1.000
Normal P-P Plot of Regression Standardized Residual
Histogram
Dependent Variable: y
1,0
Expected Cum Prob
Frequency
0,8
0,6
0,4
2
0,2
Mean =-2,78E-17
Std. Dev. =0,983
N =30
0
-2
0,0
0,0
October 18, 2011
0,2
0,4
0,6
0,8
1,0
Observed Cum Prob
Regression Standardized Residual
34
17
Model Summaryb
Model
1
R
R Square
.980a
.960
Adjusted
R Square
.957
Std. Error of
the Estimate
.57477
Predicted Value
Residual
Std. Residual
a. Predictors: (Constant), xkwadraat, x

Minimum
.5888
-.82773
-2.682
-1.440
Maximum
10.4412
1.16910
.949
2.034
Mean
7.8667
.00000
.000
.000
Std. Deviation
2.71361
.55460
1.000
.965
N
30
30
30
30
Coefficientsa
Model
1
Unstandardized
Coefficients
B
Std. Error
8.512
.259
.140
.016
-.054
.002
(Constant)
x
xkwadraat
Standardized
Coefficients
Beta
.349
-.894
t
32.839
9.042
-23.156
Sig.
.000
.000
.000
Zero-order
Correlations
Partial
.405
-.916
Part
.867
-.976
Tolerance
VIF
.348
-.892
.996
.996
1.004
1.004
Histogram
Partial Regression Plot
2,00
Frequency
0,00
Mean =-3,61E-16
Std. Dev. =0,965
N =30
0
-2
-2,00
-15,00
-10,00
-5,00
0,00
October 18, 2011
R
R Square
.410a
.168
10,00
15,00
35
Model Summaryb
Model
1
5,00
Adjusted
R Square
.107
Std. Error of
the Estimate
2.61796
Predicted Value
Residual
Std. Residual
a. Predictors: (Constant), groep, x

Minimum
5.7131
-4.71313
-1.896
-1.800
Maximum
9.9467
3.17007
1.831
1.211
Mean
7.8667
.00000
.000
.000
Std. Deviation
1.13588
2.52607
1.000
.965
N
30
30
30
30
Coefficientsa
Model
1
Unstandardized
Coefficients
B
Std. Error
6.021
1.301
.220
.166
-.528
1.375
(Constant)
x
groep
Standardized
Coefficients
Beta
.548
-.158
t
4.629
1.329
-.384
Sig.
.000
.195
.704
Zero-order
Correlations
Partial
.405
.337
Part
.248
-.074
Tolerance
VIF
.233
-.067
.181
.181
5.515
5.515
Histogram
2,50
0,00
4
Frequency
-2,50
2
Mean =5,69E-16
Std. Dev. =0,965
N =30
0
-2
-5,00
-4,00
-2,00
0,00
2,00
4,00
October 18, 2011
36
18
Model Summaryb
Model
1
R
R Square
.750a
.562
Adjusted
R Square
.512
Std. Error of
the Estimate
1.93502
Predicted Value
Residual
Std. Residual
a. Predictors: (Constant), groep3, groep2, x

Minimum
4.7273
-3.72727
-1.511
-1.926
Maximum
11.1227
3.72727
1.568
1.926
Mean
7.8667
.00000
.000
.000
Std. Deviation
2.07709
1.83220
1.000
.947
N
30
30
30
30
Coefficientsa
Model
1
(Constant)
x
groep2
groep3
Unstandardized
Coefficients
B
Std. Error
4.556
.912
.172
.123
3.476
1.310
-.326
2.038
Standardized
Coefficients
Beta
.427
.602
-.056
t
4.994
1.396
2.653
-.160
Sig.
.000
.174
.013
.874
Zero-order
Correlations
Partial
.405
.645
-.030
Tolerance
VIF
Part
.264
.462
-.031
.181
.344
-.021
.180
.327
.135
5.552
3.057
7.394
Histogram
4,00
2,00
Frequency
0,00
-2,00
-4,00
Mean =3,47E-16
Std. Dev. =0,947
N =30
0
-2
-4,00
-2,00
0,00
October 18, 2011
R
R Square
.997a
.993
4,00
37
Model Summaryb
Model
1
2,00
Adjusted
R Square
.992
Std. Error of
the Estimate
.25050
Predicted Value
Residual
Std. Residual
a. Predictors: (Constant), intxgr3, intxgr2, x, groep2,

groep3
Minimum
1.0000
-.41818
-2.488
-1.669
Maximum
10.4182
.65758
.924
2.625
Mean
7.8667
.00000
.000
.000
Std. Deviation
2.76031
.22789
1.000
.910
N
30
30
30
30
Coefficientsa
Model
1
(Constant)
x
groep2
groep3
intxgr2
intxgr3
Unstandardized
Coefficients
B
Std. Error
4.97E-014
.171
1.000
.028
10.145
.417
18.000
.596
-.985
.039
-1.500
.039
Standardized
Coefficients
Beta
2.485
1.756
3.116
-2.378
-5.401
t
.000
36.259
24.309
30.201
-25.250
-38.458
Sig.
1.000
.000
.000
.000
.000
.000
Zero-order
Correlations
Partial
.405
.645
-.030
.626
-.081
Tolerance
VIF
Part
.991
.980
.987
-.982
-.992
.609
.408
.507
-.424
-.646
.060
.054
.026
.032
.014
16.657
18.505
37.737
31.455
69.919
Histogram
12
4,00
10
Frequency
2,00
8
0,00
-2,00
Mean =2,81E-15
Std. Dev. =0,91
N =30
0
-2
-4,00
-4,00
-2,00
0,00
2,00
4,00
October 18, 2011
38
19
Model choice important

Missing interaction may result in
Violations of linearity assumption
non-constant variance (heterogeneity)
Incorrect model choice and interpretation
October 18, 2011
39
Conclusion
Model choice and selection crucial in
detecting mediation and moderation
Substantive / theoretical considerations
should guide the model selection
process!
October 18, 2011
40
20
Other methods/models
Mediation sometimes too simple
More refined path analysis
Regression analysis sometimes too

simple
More elaborate models for causal
modeling
Structural Equation Models
October 18, 2011
41
21

Moderator and Mediator Analysis: Marijtje Van Duijn

Uploaded by

Document Information

Original Description:

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Moderator and Mediator Analysis: Marijtje Van Duijn

Uploaded by

Copyright:

Available Formats

Moderator and Mediator

Marijtje van Duijn

October 18, 2011