It extracts and returns the
stored confidence interval
if available.
The type of confidence interval
depends on the call used to
compute the effect. This function
merely retrieves the stored estimates,
which could be generated by
nonparametric bootstrapping,
Monte Carlo simulation, or other
methods to be supported in
the future, and uses them to form the
percentile confidence interval.
If the following conditions are met, the
stored standard errors, if available,
will be used test an effect and
form it confidence interval:
Confidence intervals have not been
formed (e.g., by bootstrapping or
Monte Carlo).
The path has no mediators.
The model has only one group.
The path is moderated by one or
more moderator.
Both the x
-variable and the
y
-variable are not standardized.
If the model is fitted by OLS
regression (e.g., using stats::lm()
),
then the variance-covariance matrix
of the coefficient estimates will be
used, and confidence
intervals are computed from the t
statistic.
If the model is fitted by structural
equation modeling using lavaan
, then
the variance-covariance computed by
lavaan
will be used,
and confidence intervals are computed
from the z statistic.
Caution
If the model is fitted by structural
equation modeling and has moderators,
the standard errors, p-values,
and confidence interval computed
from the variance-covariance matrices
for conditional effects
can only be trusted if all covariances
involving the product terms are free.
If any of them are fixed, for example,
fixed to zero, it is possible
that the model is not invariant to
linear transformation of the variables.