The performance of mediation analysis based on robust estimator
Mediation is said to occur when the relationship between the dependent variable Y and the independent variables X can be accounted for by an intermediate variable M. Simple mediation model involves a series of regression equations. The Ordinary Least Squares (OLS) method is often used to estimate th...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Universiti Kebangsaan Malaysia
2008
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| Online Access: | http://psasir.upm.edu.my/id/eprint/51835/1/The%20performance%20of%20mediation%20analysis%20based%20on%20robust%20estimator.pdf |
| _version_ | 1825930606809186304 |
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| author | Midi, Habshah Fitrianto, Anwar |
| author_facet | Midi, Habshah Fitrianto, Anwar |
| author_sort | Midi, Habshah |
| collection | UPM |
| description | Mediation is said to occur when the relationship between the dependent variable Y and the independent variables X can be accounted for by an intermediate variable M. Simple mediation model involves a series of regression equations. The Ordinary Least Squares (OLS) method is often used to estimate the parameters of the mediation model. However, many researchers are not aware of the fact that the OLS estimators suffer a huge set back in the presence of outliers. In order to rectify this problem, robust methods which are not easily affected by outliers, have been introduced. In this paper, we have proposed a robust M and MM procedure for the estimation of mediation parameters in the presence of single outlier. The performance of the MM, M and OLS estimates are compared by numerical example. The empirical evidence shows that the MM, M and OLS estimators are equally good when there is no outlier in the data. Nevertheless, when contamination occurs in the data, the performance of the MM is the best followed by the M and the OLS estimators. |
| first_indexed | 2024-03-06T09:14:07Z |
| format | Article |
| id | upm.eprints-51835 |
| institution | Universiti Putra Malaysia |
| language | English |
| last_indexed | 2024-03-06T09:14:07Z |
| publishDate | 2008 |
| publisher | Universiti Kebangsaan Malaysia |
| record_format | dspace |
| spelling | upm.eprints-518352017-05-02T08:03:49Z http://psasir.upm.edu.my/id/eprint/51835/ The performance of mediation analysis based on robust estimator Midi, Habshah Fitrianto, Anwar Mediation is said to occur when the relationship between the dependent variable Y and the independent variables X can be accounted for by an intermediate variable M. Simple mediation model involves a series of regression equations. The Ordinary Least Squares (OLS) method is often used to estimate the parameters of the mediation model. However, many researchers are not aware of the fact that the OLS estimators suffer a huge set back in the presence of outliers. In order to rectify this problem, robust methods which are not easily affected by outliers, have been introduced. In this paper, we have proposed a robust M and MM procedure for the estimation of mediation parameters in the presence of single outlier. The performance of the MM, M and OLS estimates are compared by numerical example. The empirical evidence shows that the MM, M and OLS estimators are equally good when there is no outlier in the data. Nevertheless, when contamination occurs in the data, the performance of the MM is the best followed by the M and the OLS estimators. Universiti Kebangsaan Malaysia 2008 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/51835/1/The%20performance%20of%20mediation%20analysis%20based%20on%20robust%20estimator.pdf Midi, Habshah and Fitrianto, Anwar (2008) The performance of mediation analysis based on robust estimator. Journal of Quality Measurement and Analysis, 4 (2). pp. 71-80. ISSN 1823-5670 http://www.ukm.my/jqma/jqma4_2a.html |
| spellingShingle | Midi, Habshah Fitrianto, Anwar The performance of mediation analysis based on robust estimator |
| title | The performance of mediation analysis based on robust estimator |
| title_full | The performance of mediation analysis based on robust estimator |
| title_fullStr | The performance of mediation analysis based on robust estimator |
| title_full_unstemmed | The performance of mediation analysis based on robust estimator |
| title_short | The performance of mediation analysis based on robust estimator |
| title_sort | performance of mediation analysis based on robust estimator |
| url | http://psasir.upm.edu.my/id/eprint/51835/1/The%20performance%20of%20mediation%20analysis%20based%20on%20robust%20estimator.pdf |
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