powerMediation.Sobel: Power for testing mediation effect (Sobel's test)

Description Usage Arguments Details Value Note Author(s) References See Also Examples

View source: R/powerMediation.R

Description

Calculate power for testing mediation effect based on Sobel's test.

Usage

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powerMediation.Sobel(n, 
                     theta.1a, 
                     lambda.a, 
                     sigma.x, 
                     sigma.m,
                     sigma.epsilon, 
                     alpha = 0.05, 
                     verbose = TRUE)

Arguments

n

sample size.

theta.1a

regression coefficient for the predictor in the linear regression linking the predictor x to the mediator m (m_i=θ_0+θ_{1a} x_i + e_i, e_i\sim N(0, σ^2_e)).

lambda.a

regression coefficient for the mediator in the linear regression linking the predictor x and the mediator m to the outcome y (y_i=γ+λ_{a} m_i+ λ_2 x_i + ε_i, ε_i\sim N(0, σ^2_{ε})).

sigma.x

standard deviation of the predictor.

sigma.m

standard deviation of the mediator.

sigma.epsilon

standard deviation of the random error term in the linear regression linking the predictor x and the mediator m to the outcome y (y_i=γ+λ_a m_i+ λ_2 x_i + ε_i, ε_i\sim N(0, σ^2_{ε})).

alpha

type I error.

verbose

logical. TRUE means printing power; FALSE means not printing power.

Details

The power is for testing the null hypothesis θ_1λ=0 versus the alternative hypothesis θ_{1a}λ_a\neq 0 for the linear regressions:

m_i=θ_0+θ_{1a} x_i + e_i, e_i\sim N(0, σ^2_e)

y_i=γ+λ_a m_i+ λ_2 x_i + ε_i, ε_i\sim N(0, σ^2_{ε})

Test statistic is based on Sobel's (1982) test:

Z=\frac{\hat{θ}_{1a}\hat{λ_a}}{\hat{σ}_{θ_{1a}λ_a}}

where \hat{σ}_{θ_{1a}λ_a} is the estimated standard deviation of the estimate \hat{θ}_{1a}\hat{λ_a} using multivariate delta method:

σ_{θ_{1a}λ_a}=√{θ_{1a}^2σ_{λ_a}^2+λ_a^2σ_{θ_{1a}}^2}

and σ_{θ_{1a}}^2=σ_e^2/(nσ_x^2) is the variance of the estimate \hat{θ}_{1a}, and σ_{λ_a}^2=σ_{ε}^2/(nσ_m^2(1-ρ_{mx}^2)) is the variance of the estimate \hat{λ_a}, σ_m^2 is the variance of the mediator m_i.

From the linear regression m_i=θ_0+θ_{1a} x_i+e_i, we have the relationship σ_e^2=σ_m^2(1-ρ^2_{mx}). Hence, we can simply the variance σ_{θ_{1a}, λ_a} to

σ_{θ_{1a}λ_a}=√{θ_{1a}^2\frac{σ_{ε}^2}{nσ_m^2(1-ρ_{mx}^2)}+λ_a^2\frac{σ_{m}^2(1-ρ_{mx}^2)}{nσ_x^2}}

Value

power

power of the test for the parameter θ_{1a}λ_a

delta

θ_1λ/(sd(\hat{θ}_{1a})sd(\hat{λ}_a))

Note

The test is a two-sided test. For one-sided tests, please double the significance level. For example, you can set alpha=0.10 to obtain one-sided test at 5% significance level.

Author(s)

Weiliang Qiu [email protected]

References

Sobel, M. E. Asymptotic confidence intervals for indirect effects in structural equation models. Sociological Methodology. 1982;13:290-312.

See Also

ssMediation.Sobel, testMediation.Sobel

Examples

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 powerMediation.Sobel(n=248, theta.1a=0.1701, lambda.a=0.1998, 
   sigma.x=0.57, sigma.m=0.61, sigma.epsilon=0.2, 
   alpha = 0.05, verbose = TRUE)

Example output

[1] 0.6876486

powerMediation documentation built on Feb. 9, 2018, 6:10 a.m.