TY - JOUR

T1 - The Distribution of the Product Explains Normal Theory Mediation Confidence Interval Estimation

AU - Kisbu-Sakarya, Yasemin

AU - Mackinnon, David

AU - Miočević, Milica

N1 - Funding Information:
This research was supported by the National Institute on Drug Abuse, Grant R01DA009757. Collection of the ATLAS data was supported by National Institute on Drug Abuse, Grant R01DA07356.

PY - 2014/5

Y1 - 2014/5

N2 - The distribution of the product has several useful applications. One of these applications is its use to form confidence intervals for the indirect effect as the product of 2 regression coefficients. The purpose of this article is to investigate how the moments of the distribution of the product explain normal theory mediation confidence interval coverage and imbalance. Values of the critical ratio for each random variable are used to demonstrate how the moments of the distribution of the product change across values of the critical ratio observed in research studies. Results of the simulation study showed that as skewness in absolute value increases, coverage decreases. And as skewness in absolute value and kurtosis increases, imbalance increases. The difference between testing the significance of the indirect effect using the normal theory versus the asymmetric distribution of the product is further illustrated with a real data example. This article is the first study to show the direct link between the distribution of the product and indirect effect confidence intervals and clarifies the results of previous simulation studies by showing why normal theory confidence intervals for indirect effects are often less accurate than those obtained from the asymmetric distribution of the product or from resampling methods.

AB - The distribution of the product has several useful applications. One of these applications is its use to form confidence intervals for the indirect effect as the product of 2 regression coefficients. The purpose of this article is to investigate how the moments of the distribution of the product explain normal theory mediation confidence interval coverage and imbalance. Values of the critical ratio for each random variable are used to demonstrate how the moments of the distribution of the product change across values of the critical ratio observed in research studies. Results of the simulation study showed that as skewness in absolute value increases, coverage decreases. And as skewness in absolute value and kurtosis increases, imbalance increases. The difference between testing the significance of the indirect effect using the normal theory versus the asymmetric distribution of the product is further illustrated with a real data example. This article is the first study to show the direct link between the distribution of the product and indirect effect confidence intervals and clarifies the results of previous simulation studies by showing why normal theory confidence intervals for indirect effects are often less accurate than those obtained from the asymmetric distribution of the product or from resampling methods.

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U2 - 10.1080/00273171.2014.903162

DO - 10.1080/00273171.2014.903162

M3 - Article

AN - SCOPUS:84902493678

SN - 0027-3171

VL - 49

SP - 261

EP - 268

JO - Multivariate Behavioral Research

JF - Multivariate Behavioral Research

IS - 3

ER -