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Consider a model that proposes that some independent variable (X) is correlated
with some dependent variable (Y) not because it exerts some direct effect upon the
dependent variable, but because it causes changes in an intervening or mediating
variable (M), and then the mediating variable causes changes in the dependent
variable. Psychologists tend to refer to the X M Y relationship as “mediation.”
Sociologists tend to speak of the “indirect effect” of X on Y through M.
M β
XM MY
X XY Y
Copyright 2009, Karl L. Wuensch - All rights reserved.
MediationModels.doc
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MacKinnon et al. gave some examples of hypotheses and models that include
intervening variables. One was that of Ajzen & Fishbein (1980), in which intentions are
hypothesized to intervene between attitudes and behavior. I shall use here an example
involving data relevant to that hypothesis. Ingram, Cope, Harju, and Wuensch
(Applying to graduate school: A test of the theory of planned behavior. Journal of Social
Behavior and Personality, 2000, 15, 215-226) tested a model which included three
“independent” variables (attitude, subjective norms, and perceived behavior control),
one mediator (intention), and one “dependent” variable (behavior). I shall simplify that
model here, dropping subjective norms and perceived behavioral control as
independent variables. Accordingly, the mediation model (with standardized path
coefficients) is:
Intention
= .767 = .245
Unstandardized Standardized
Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) 3.390 1.519 2.231 .030
attitude .423 .046 .767 9.108 .000
a. Dependent Variable: intent
Unstandardized Standardized
Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) .075 9.056 .008 .993
attitude .807 .414 .337 1.950 .056
intent 1.065 .751 .245 1.418 .162
a. Dependent Variable: behav
What a tedious calculation that was. I just lost interest in showing you
how to calculate the Sobel and the Goodman statistics by hand. Let us use Kris
Preacher’s dandy tool at http://people.ku.edu/~preacher/sobel/sobel.htm . Just
enter alpha (a), beta (b), and their standard errors and click Calculate:
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Even easier (with a little bit of rounding error), just provide the t statistics for
alpha and beta and click Calculate:
The results indicate (for each of the error terms) a z of about 1.40 with a p of
about .16. Again, our results do not provide strong support for the mediation
hypothesis.
percentile has a value of -.969 and the 3rd a value of -.871. The 2.5th percentile is not
tabled, but as noted earlier, it is approximately -.90. The table shows that the 97 th
percentile has a value of .868 and the 98 th a value of .958. The 97.5th percentile is not
tabled, but, again, it is approximately .90. So, you can just use .90 as the absolute
critical value for a two-tailed .05 test. If you want to report an “exact” p (which I
recommend), use the table to find the proportion of the area under the curve beyond the
your obtained value of the test statistic and then, for a two-tailed test, double that
proportion. For example, suppose that you obtained a value of 0.78. From the table
you can see that this falls near the 96th percentile -- that is, the upper-tailed p is
about .04. For a two-tailed p, you double .04 and then cry because your p of .08 is on
the wrong side of that silly criterion of .05.
Mackinnon et al. (1998) Distribution of Products. With this approach, one
starts by converting both critical paths ( and in the figure above) into z scores by
dividing their unstandardized regression coefficients by the standard errors (these are,
in fact, the t scores reported in typical computer output for testing those paths). For our
data, that yields For a .05 nondirectional test, the critical
value for this test statistic is 2.18. Again, our evidence of mediation is significant.
MacKinnon et al. used Monte Carlo techniques to compare the 14 different
methods’ statistical performance. A good method is one with high power and which
keeps the probability of a Type I error near its nominal value. They concluded that the
best method was the Mackinnon et al. (1998) distribution of method, and the next
best method was the Mackinnon et al. (1998) distribution of products method.
Bootstrap Analysis. Partick Shrout and Niall Bolger published an article,
“Mediation in Experimental and Nonexperimental Studies: New Procedures and
Recommendations,” in the Psychological Bulletin (2002, 7, 422-445), in which they
recommend that one use bootstrap methods to obtain better power, especially when
sample sizes are not large. They included, in an appendix (B), instructions on how to
use EQS or AMOS to implement the bootstrap analysis. Please note that Appendix A
was corrupted when printed in the journal. A corrected appendix can be found at
http://www.psych.nyu.edu/couples/PM2002.
Kris Preacher has provided SAS and SPSS macros for bootstrapped mediation
analysis, and recommend their use when you have the raw data, especially when
sample size is not large. Here I shall illustrate the use of their SPSS macro.
I bring the raw data from Ingram’s research into SPSS.
I bring the sobel_SPSS.sps syntax file into SPSS.
I click Run, All.
I enter into another syntax window the command
“SOBEL y=behav / x=attitude / m=intent /boot=10000.”
I run that command. Now SPSS is using about 50% of the CPU on my computer
and I hear the fan accelerate to cool down its guts. Four minutes later the output
appears:
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SAMPLE SIZE
60
X may really have a direct effect upon Y in addition to its indirect effect on Y through
M.
X may have no direct effect on Y, but may have indirect effects on Y through M 1 and
M2. If, however, M2 is not included in the model, then the indirect effect of X on Y
through M2 will be mistaken as being a direct effect of X on Y.
There may be two subsets of subjects. In the one subset there may be only a direct
effect of X on Y, and in the second subset there may be only an indirect effect of X
on Y through M.
Causal Inferences from Nonexperimental Data? Please note that no
variables were manipulated in the research by Ingram et al. One might reasonably
object that one can never establish with confidence the veracity of a causal model by
employing nonexperimental methods. With nonexperimental data, the best we can do
is to see if our data fit well with a particular causal model. We must keep in mind that
other causal models might fit the data equally well or even better. For example, we
could consider the following alternative model, which fits the data equally well:
Attitude
= .767 = .337
Models containing intervening variables, with both direct and indirect effects
possible, can be much more complex than the simple trivariate models discussed here.
Path analysis is one technique for studying such complex causal models. For
information on this topic, see my document “An Introduction to Path Analysis.”
Have a look at the articles which I have made available in BlackBoard. While
they are more complex than the analysis presented above, they should help you learn
how mediation analyses are presented in the literature. Below is an example of how a
simple mediation analysis can be presented.
Example Presentation of Results of a Simple Mediation Analysis
Intention
.767 .245
I am not terribly fond of the practice of computing percentages for the direct and
indirect effects, but many researchers do report such percentages. I don’t know how
they would handle a case where the indirect and direct effects are in different directions.
For example, if the IE were +0.20 and the DE were -0.15, the total effect would be
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