RMediation (version 1.1.3)

medci: Confidence Interval for the Mediated Effect

Description

Produces confidence intervals for the mediated effect and the product of two normal random variables.

Usage

medci(mu.x, mu.y, se.x, se.y, rho = 0, alpha = 0.05, type = "prodclin",
plot=FALSE, plotCI=FALSE, n.mc = 1e+05, ...)

Arguments

mu.x

mean of $x$

mu.y

mean of $y$

se.x

standard error (deviation) of $x$

se.y

standard error (deviation) of $y$

rho

correlation between $x$ and $y$, where -1 < rho < 1. The default value is 0.

alpha

significance level for the confidence interval. The default value is .05.

type

method used to compute confidence interval. It takes on the values "prodclin" (default), "DOP", "MC", "asymp" or "all".

plot

when TRUE, plots the distribution of n.mc data points from the distribution of product of two normal random variables using the density estimates provided by the function density

plotCI

when TRUE, overlays a confidence interval with error bars on the plot for the mediated effect. Note that to obtain the CI plot, one must also specify plot="TRUE". The default value is FALSE.

n.mc

when type="MC", n.mc determines the sample size for the Monte Carlo method. The default sample size is 1E5.

...

additional arguments to be passed on to the function.

Value

• A vector of lower confidence limit and upper confidence limit.

concept

• mediation
• mediated effect
• distribution of mediated effect
• distribution of product

Details

This function returns a ($1-\alpha$)% confidence interval for the mediated effect (product of two normal random variables). To obtain a confidence interval using a specific method, the argument type should be specified. The default is type="prodclin", which uses the PRODCLIN program described by MacKinnon et al. (2007). type="DOP" uses the code we wrote in Rto implement the distribution of product of the coefficients method. Note that both type="prodclin" and type="DOP" use the method described by Meeker and Escobar (1994) to evaluate the CDF of the distribution of product. type="MC" uses the Monte Carlo approach to compute the confidence interval (Tofighi & MacKinnon, 2011). type="asymp" produces the asymptotic normal confidence interval. The standard error for the asymptotic normal confidence interval is based on the analytical results by Craig (1936). type="all" prints confidence intervals using all four options.

References

Craig, C. C. (1936). On the frequency function of $xy$. The Annals of Mathematical Statistics, 7, 1--15. MacKinnon, D. P., Fritz, M. S., Williams, J., and Lockwood, C. M. (2007). Distribution of the product confidence limits for the indirect effect: Program PRODCLIN. Behavior Research Methods, 39, 384--389.

Meeker, W. and Escobar, L. (1994). An algorithm to compute the CDF of the product of two normal random variables. Communications in Statistics: Simulation and Computation, 23, 271--280.

Tofighi, D. and MacKinnon, D. P. (2011). RMediation: An R package for mediation analysis confidence intervals. Behavior Research Methods, 43, 692--700. doi:10.3758/s13428-011-0076-x

See Also

qprodnormal pprodnormal RMediation-package

Examples

##produces CI using PRODCLIN and density plot of distribution of xy
medci(mu.x=.2, mu.y=.4, se.x=1, se.y=1, rho=0, alpha=.05,
  type="prodclin", plot=TRUE, plotCI=TRUE)