GENERALIZED SOBEL TEST WITH ROBUST STANDARD ERRORS FOR STATISTICAL VALIDATION OF SERIAL MEDIATION EFFECTS ON EDUCATIONAL AND PSYCHOLOGICAL RESEARCH
Received: 29th July 2024 Revised: 22nd August 2024, 3rd September 2024 Accepted: 11th August 2024
Keywords:
Sobel Test, Robust Standard Error, Serial Mediation, Indirect Effect Test, Bootstrap TestAbstract
A serial mediation effect refers to a mediation effect that emerges through multiple stages within a mediation model, such as 'X->M1->M2 ->...-> Y'. Recently, high-performance PCs have enabled the application of the Bootstrap technique to obtain confidence intervals and determine statistical significance. However, when raw data is unavailable or when attempting to calculate mediation effects from other studies, the Sobel test can be utilized. Yet, the calculation of the Sobel test’s standard error becomes complex when there are more than three coefficients in a path, highlighting the need for a dedicated computational tool. Additionally, when the sample size is small, adjustments for normal distribution and heteroscedasticity issues are required. Consequently, this study proposes a method for calculating the standard error of the generalized Sobel test and introduces a calculator that implements this method.
References
White, H. (1980). A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (Vol. 48, Issue 4). https://doi.org/10.2307/1912934
Sobel, M. E. (1982). Asymptotic Confidence Intervals for Indirect Effects in Structural Equation Models. Sociological Methodology, 13, 290-312. https://doi.org/10.2307/270723
Preacher, K. J., & Hayes, A. F. (2004). SPSS and SAS procedures for estimating indirect effects in simple mediation models. Behavior Research Methods, Instruments, & Computers, 36(4), 717-731. https://doi.org/10.3758/BF03206553
MacKinnon, D. P., Lockwood, C. M., & Williams, J. (2004). Confidence Limits for the Indirect Effect: Distribution of the Product and Resampling Methods. Multivariate Behavioral Research, 39(1), 99-128. https://doi.org/10.1207/s15327906mbr3901_4
Hayes, A. F., & Cai, L. (2007). Using heteroskedasticity-consistent standard error estimators in OLS regression: An introduction and software implementation. Behavior Research Methods, 39(4), 709-722. https://doi.org/10.3758/BF03192961
VanderWeele, T. J., & Vansteelandt, S. (2009). Conceptual issues concerning mediation, interventions and composition. Statistics and Its Interface, 2(4), 457-468. https://doi.org/10.4310/SII.2009.v2.n4.a7
Taylor, A. B., MacKinnon, D. P., & Tein, J. Y. (2008). Tests of the three-path mediated effect. Organizational Research Methods, 11(2), 241-269. https://doi.org/10.1177/1094428107300344
Aroian, L. A. (1947). The probability function of the product of two normally distributed variables. Annals of Mathematical Statistics, 18(2), 265-271. (Original work published 1944) https://doi.org/10.1214/aoms/1177730442
Goodman, L. A. (1960). On the exact variance of products. Journal of the American Statistical Association, 55(292), 708-713. https://doi.org/10.2307/2281592
MacKinnon, D. P., Lockwood, C. M., Hoffman, J. M., West, S. G., & Sheets, V. (2002). A comparison of methods to test mediation and other intervening variable effects. Psychological Methods, 7(1), 83-104. https://doi.org/10.1037/1082-989X.7.1.83
Long, J. Scott; Ervin, Laurie H. (2000). "Using Heteroscedasticity Consistent Standard Errors in the Linear Regression Model". The American Statistician. 54 (3): 217–224. https://doi.org/10.2307/2685594