Effects of sample size and nonnormality on the estimation of mediated effects in latent variable models |
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| Authors: | John F Finch Stephen G West David P MacKinnon |
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| Institution: | 1. Department of Psychology , Texas A&2. M University , College Station, TX, 77843–4235 E-mail: jff@psyc.tamu.edu;3. Department of Psychology , Arizona State University , |
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| Abstract: | A Monte Carlo approach was used to examine bias in the estimation of indirect effects and their associated standard errors. In the simulation design, (a) sample size, (b) the level of nonnormality characterizing the data, (c) the population values of the model parameters, and (d) the type of estimator were systematically varied. Estimates of model parameters were generally unaffected by either nonnormality or small sample size. Under severely nonnormal conditions, normal theory maximum likelihood estimates of the standard error of the mediated effect exhibited less bias (approximately 10% to 20% too small) compared to the standard errors of the structural regression coefficients (20% to 45% too small). Asymptotically distribution free standard errors of both the mediated effect and the structural parameters were substantially affected by sample size, but not nonnormality. Robust standard errors consistently yielded the most accurate estimates of sampling variability. |
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