View source: R/print_indirect.R
print.indirect | R Documentation |
Print the content of the
output of indirect_effect()
or
cond_indirect()
.
## S3 method for class 'indirect'
print(
x,
digits = 3,
pvalue = NULL,
pvalue_digits = 3,
se = NULL,
level = 0.95,
se_ci = TRUE,
wrap_computation = TRUE,
...
)
x |
The output of
|
digits |
Number of digits to display. Default is 3. |
pvalue |
Logical. If |
pvalue_digits |
Number of decimal places to display for the p-value. Default is 3. |
se |
Logical. If |
level |
The level of confidence
for the confidence interval computed
from the original standard errors. Used only for
paths without mediators and both
|
se_ci |
Logical. If |
wrap_computation |
Logical.
If |
... |
Other arguments. Not used. |
The print
method of the
indirect
-class object.
If bootstrapping confidence interval was requested, this method has the option to print a p-value computed by the method presented in Asparouhov and Muthén (2021). Note that this p-value is asymmetric bootstrap p-value based on the distribution of the bootstrap estimates. It is not computed based on the distribution under the null hypothesis.
For a p-value of a, it means that a 100(1 - a)% bootstrapping confidence interval will have one of its limits equal to 0. A confidence interval with a higher confidence level will include zero, while a confidence interval with a lower confidence level will exclude zero.
We recommend using confidence interval
directly. Therefore, p-value is not
printed by default. Nevertheless,
users who need it can request it
by setting pvalue
to TRUE
.
If these conditions are met, the stored standard error, if available, will be used to test an effect and form it confidence interval:
Confidence interval has not been formed (e.g., by bootstrapping or Monte Carlo).
The path has no mediators.
The model has only one group.
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 the p-value and confidence
interval 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 the p-value
and confidence interval are computed
from the z statistic.
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 some of them are fixed, for example, fixed to zero, it is possible that the model is not invariant to linear transformation of the variables.
x
is returned invisibly.
Called for its side effect.
Asparouhov, A., & Muthén, B. (2021). Bootstrap p-value computation. Retrieved from https://www.statmodel.com/download/FAQ-Bootstrap%20-%20Pvalue.pdf
indirect_effect()
and
cond_indirect()
library(lavaan)
dat <- modmed_x1m3w4y1
mod <-
"
m1 ~ a1 * x + b1 * w1 + d1 * x:w1
m2 ~ a2 * m1 + b2 * w2 + d2 * m1:w2
m3 ~ a3 * m2 + b3 * w3 + d3 * m2:w3
y ~ a4 * m3 + b4 * w4 + d4 * m3:w4
"
fit <- sem(mod, dat,
meanstructure = TRUE, fixed.x = FALSE,
se = "none", baseline = FALSE)
est <- parameterEstimates(fit)
wvalues <- c(w1 = 5, w2 = 4, w3 = 2, w4 = 3)
indirect_1 <- cond_indirect(x = "x", y = "y",
m = c("m1", "m2", "m3"),
fit = fit,
wvalues = wvalues)
indirect_1
dat <- modmed_x1m3w4y1
mod2 <-
"
m1 ~ a1 * x
m2 ~ a2 * m1
m3 ~ a3 * m2
y ~ a4 * m3 + x
"
fit2 <- sem(mod2, dat,
meanstructure = TRUE, fixed.x = FALSE,
se = "none", baseline = FALSE)
est <- parameterEstimates(fit)
indirect_2 <- indirect_effect(x = "x", y = "y",
m = c("m1", "m2", "m3"),
fit = fit2)
indirect_2
print(indirect_2, digits = 5)
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