Structural equation

modeling
Advanced topics
Rex B Kline
Concordia

QICSS Set D

D2

Moderation + mediation

Topics
o Moderation (MR, PA)
o Conditional process modeling
o Causal mediation analysis
D3

MMR
o X, W, Y are continuous
o Y = BX X + BWW + BXW XW + A
o Interpretation
D4

Myths
o

Edwards, J. R. (2009). Seven deadly myths of

testing moderation in organizational
research. In C. E. Lance & R. J.
Vandenberg (Eds), Statistical and
methodological myths and urban
legends: Doctrine, verity and fable in the
organizational and social sciences (pp.
143164). New York: Taylor & Francis.

D5

Myth
You must center, to reduce
extreme collinearity

D6

Truth
Centering changes nothing
Optional, if 0 is not on scale
Center some, others not
D7

Myth
You must use hierarchical
entry

D8

Truth
Not required
Possibly misleading

D9

Myth
You can ignore score
reliability

D10

Truth
Score reliability is critical
rXX > .90

D11

Myth
Y = BX X + BWW + BXW XW + A

X, W are main effects

D12

Truth
X, W are linear only

D13

Myth
You can ignore curvilinear
effects

D14

Truth
Estimate X2 and W2, too

D15

2
6
8
11
4
7
8
11
7.125

10
12
13
10
24
19
18
25
16.375

5
9
11
11
11
10
7
5

D16

Y = .112 X .064 W + 8.873

2

R = .033

D17

2
10
6
12
8
13
11
10
4
24
7
19
8
18
11
25
7.125 16.375

5.125
1.125
.875
3.875
3.125
.125
.875
3.875
0

6.375
4.375
3.375
6.375
7.625
2.625
1.625
8.625
0

5
9
11
11
11
10
7
5

D18

Y = .112 X .064 W + 8.873

Y = .112 x .064 w + 8.625
2

R = .033

D19

11

10

Y
7

4
1

10

11

D20

11

10

W < MW
8

W > MW

Y
7

4
1

10

11

D21

Products
o XW with X, W
o xw with x, w
o XWres with X, W
D22

Products
o XWres:
1. Regress XW on X, W
2. Create XW
3. Create XWres = XW XW
D23

X
XW
XWres

.747 .706
0

xw .284 .113

D24

Products
o No difference:
BXW = Bxw = BXWres
R2
D25

Y = .112 X .064 W + 8.873

2

R = .033

Y = 1.768 X + .734 W .108 XW 3.118

2

R = .829

D26

Y = 1.768 X + .734 W .108 XW 3.118

20
15
10
5
0

30
25
20
15
14

12

10

10
2

D27

Y = .112 x .064 w + 8.625

2

R = .033
Y = .000 x .035 w .108 xw + 8.903
2

R = .829

D28

Y = .112 X .064 W + 8.873

2

R = .033
Y = .112 X .064 W .108 XWres + 8.873
2

R = .829
D29

Simple regressions
o Simple slopes
o Simple intercepts
o Generate equations
D30

Y on X as a function of W
Y = 1.768 X + .734 W .108 XW 3.118
Y = 1.768 X .108 XW + .734 W 3.118
Y = (1.768 .108 W) X + .(734 W 3.118)
D31

Y = (1.768 .108 W) X + (.734 W 3.118)

MW = 16.38

4.34 10.36 16.38 22.40 28.42

D32

Y = (1.768 .108 W) X + .(734 W 3.118)

4.34, 10.36, 16.38, 22.40, and 28.42

YW =22.40 = (1.768 .108 * 22.40) X + (.734 * 22.40 3.118)

YW =22.40 = .651X + 13.324

D33

W
Level

Score

Regression equation

+2 SD

28.42

Y = 1.301 X + 17.712

+1 SD

22.40

Y = .651 X + 13.324

Mean

16.38

Y = .001 X + 8.905

1 SD

10.36

Y = .649 X + 4.486

2 SD

4.34

Y = 1.299 X + .068

D34

11

2 SDW
SDW

10
MW

9
8

Y
+SDW

7
6

+2 SDW

5
4
1

10

11

D35

http://graph.seriesmathstudy.com/

2 SDW
1 SDW
MW
+1 SDW
+2 SDW

D36

(a) Regression perspective

(b) Compact symbolism

XW

XW

XW

W
W

(c) X as focal variable,

W as moderator

(d) W as focal variable,

X as moderator

W
XW
X

X
D

XW

D37

Mediation
o Time precedence:
Experimental
Longitudinal
o No? Indirect effect
D38

Mediation
o

Kline, R. B. (in press). The mediation

myth. Basic and Applied Social
Psychology.

Little, T. D. (2013). Longitudinal structural

equation modeling. New York:
Guilford.

D39

CPM
o

Hayes, A. F. (2013a). Conditional process modeling:

Using structural equation modeling to examine
contingent causal processes. In G. R. Hancock &
R. O. Mueller (Eds.), Structural equation modeling:
A second course (2nd ed.) (pp. 219266).
Greenwich, CT: IAP.

Hayes, A. F. (2013b). Introduction to mediation,

moderation, and process control analysis: A
regression-based approach. New York: Guilford.

D40

CPM
o Mediated moderation
o Moderated mediation
o Cause mediator
D41

Mediated moderation
X

1
1

DY

DM
Y

M
Y
W

D42

Example
o

Lance, C. E. (1988). Residual centering,

exploratory and confirmatory moderator
analysis, and decomposition of effects in
path models containing interaction
effects. Applied Psychological
Measurement, 12, 163175.

D43

D44

Moderated mediation (1)

1st-stage moderation
XMY
X M depends on W
X

1
1

DY

DM
Y

M
Y
W

D45

Moderated mediation (2)

1st-stage moderation
WMY
W M depends on X
X

1
1

DY

DM
Y

M
Y
W

D46

Moderated mediation
2nd-stage moderation
XMY
M Y depends on W
X

DM 1

M
Y

DY

D47

Moderated mediation
1st-and-2nd-stage moderation
X M, M Y depend on W
W M, M Y depend on X
1

DM

M
Y
1

DY

D48

Example
o

Curran, T., Hill, A. P., & Niemiec, C. P.

(2013). A conditional process model
of children's behavioral engagement
and behavioral disaffection in sport
based on self-determination theory.
Journal of Sport & Exercise
Psychology, 35, 3043.

D49

D50

Example
o

Desrosiers, A., Vine, V., Curtiss, J., &

Klemanski, D. H. (2014). Observing
nonreactively: A conditional process
model linking mindfulness facets,
cognitive emotion regulation
strategies, and depression and
anxiety symptoms. Journal of
Affective Disorders, 165, 3137.

D51

D52

BaronKenny
o Continuous variables
o Linear model
o No interaction
D53

Product estimator = ab
DM
1

DY
1

D54

Cause mediator
X

DY

Y
DM 1

M
Y

=BX+A
M
1
1

Y = B2 X + B3 M + B4 XM + A2
D55

X M in CPM
o No single direct effect
o Effect decomposition?
o Nonlinear models?
D56

Causal mediation
o Judea Pearl
o Graph theory
o Structural causal model
D57

Causal mediation
o SCM:
Parametric SEM
Nonparametric models
Potential outcomes
D58

Causal mediation
o SCM:
Assumes X M
Linear or nonlinear
Counterfactuals
D59

Counterfactuals
o Experimental design, Tx, Cn
o What if Tx were not treated?
o What if Cn were treated?
D60

Counterfactuals
o Rubin Causal Model
o Inference with missing data
o Latent variables
D61

Counterfactuals
o

Rubin, D. B. (2005). Causal inference

using potential outcomes: Design,
modeling, decisions. Journal of the
American Statistical Association, 100,
322331.

D62

Mediation in SCM
o Design:
Experimental design
X = 0, 1
M, Y are continuous
D63

Mediation in SCM
o Direct effects:
Controlled (CDE)
Natural (NDE)
D64

Mediation in SCM
o No interaction:
CDE = NDE

D65

Mediation in SCM
o CDE:
How much Y changes
Given X = 0 to X = 1
If M = m for all cases
D66

Mediation in SCM
o CDE:

Estimated for M
Policy goal: Lift all to m
D67

Mediation in SCM
o NDE:
How much Y changes
Given X = 0 to X = 1
If M varies as under X = 0
D68

Mediation in SCM
o Natural indirect effect (NIE):
How much Y changes in X = 1
As M changes from under
X = 0 to X = 1
D69

Mediation in SCM
o Total effect:
TE = NDE + NIE

D70

Counterfactuals
CDE = E [ Y (X = 1, M = m) ] E [ Y (X = 0, M = m) ]
NDE = E [ Y (X = 1, M = m0) ] E [ Y (X = 0, M = m0) ]
NIE = E [ Y (X = 1, M = m1) ] E [ Y (X = 1, M = m0) ]
TE = E [ Y (X = 1) ] E [ Y (X = 0) ]

D71

Example
o

Petersen, M. L., Sinisi, S. E., & van der

Laan, M. J. (2006). Estimation of direct
causal effects. Epidemiology, 17,
276284.

D72

X = 0, control; X = 1, anti-viral therapy

M = viral load
Y = CD4 T-cells

D73

CDE
Mean T-cells if viral load were
the same for all cases

D74

NDE
Mean T-cells if viral load were as
among untreated cases

D75

NIE
Mean T-cells among treated if
viral load changed from untreated
to treated levels

D76

 = + X
M
0
1

Y = 0 + 1X + 2 M + 3 XM

CDE = 1 + 3 m
NDE = 1 + 3 0
NIE = (2 + 3)1
D77

 = + X
M
0
1

Y = 0 + 1X + 2 M + 3 XM

If 3 = 0:
CDE = 1
NDE = 1
NIE = 2 1
D78

 = 1.70 .20 X
M
Y = 450.00 + 50.00 X 20.00 M 10.00 XM

0 = 1.70 and 1 = .20

0 = 450.00, 1 = 50.00, 2 = 20.00,
and 3 = 10.00
D79

CDE = 50.00 10.00 m

NDE = 50.00 10.00 (1.70) = 33.00
NIE = (20.00 10.00) .20 = 6.00
TE = 33.00 + 6.00 = 39.00

D80

Resources
o

Valeri, L., & VanderWeele, T. J. (2013).

Mediation analysis allowing for
exposuremediator interactions and
causal interpretation: Theoretical
assumptions and implementation
with SAS and SPSS macros.
Psychological Methods, 2, 137150.

D81

Resources
o

Imai, K., Keele, L., & Tingley, D. (2010). A

general approach to causal
mediation analysis. Psychological
Methods, 15, 309334.

D82

Resources
o

Hicks, R., & Tingley, D. (2011). Causal

mediation analysis. Stata Journal, 11,
605619.

http://econpapers.repec.org/software/bocbocode/s457294.htm

D83

Resources
o

Muthn, B., & Asparouhov, T. (2015).

Causal effects in mediation
modeling: An introduction with
applications to latent variables.
Structural Equation Modeling, 22, 12
23.

D84

D85

D86