title: Covariances between regression coefficient estimates in a single mediator model.
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.
authors.affiliation: Department of Psychology, Arizona State University, Tempe, AZ 85287-1104, USA. dtofighi@asu.edu
authors.forename: Davood
authors.initials: D
authors.lastname: Tofighi
authors.forename: David P
authors.initials: DP
authors.lastname: Mackinnon
authors.forename: Myeongsun
authors.initials: M
authors.lastname: Yoon
mesh_terms: D000704:Analysis of Variance; D015982:Bias; D016001:Confidence Intervals; D006801:Humans; D015233:Models, Statistical; D015999:Multivariate Analysis; D011593:Psychology, Social / Q000706:statistics & numerical data*; D012044:Regression Analysis