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...
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Penerbit ukm
2008
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| Online Access: | http://journalarticle.ukm.my/1881/ http://journalarticle.ukm.my/1881/ |
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ukm-1881 |
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ukm-18812011-06-16T03:40:23Z http://journalarticle.ukm.my/1881/ The performance of mediation analysis based on robust estimator Habshah Midi , Anwar Fitrianto , 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 Penerbit ukm 2008-12 Article PeerReviewed Habshah Midi , and Anwar Fitrianto , (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/~ppsmfst/jqma/index.html |
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Digital Repository |
| institution_category |
Local University |
| institution |
Universiti Kebangasaan Malaysia |
| building |
UKM Institutional Repository |
| collection |
Online Access |
| 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 |
| format |
Article |
| author |
Habshah Midi , Anwar Fitrianto , |
| spellingShingle |
Habshah Midi , Anwar Fitrianto , The performance of mediation analysis based on robust estimator |
| author_facet |
Habshah Midi , Anwar Fitrianto , |
| author_sort |
Habshah Midi , |
| title |
The performance of mediation analysis based on
robust estimator
|
| title_short |
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_sort |
performance of mediation analysis based on
robust estimator |
| publisher |
Penerbit ukm |
| publishDate |
2008 |
| url |
http://journalarticle.ukm.my/1881/ http://journalarticle.ukm.my/1881/ |
| first_indexed |
2023-09-18T19:34:34Z |
| last_indexed |
2023-09-18T19:34:34Z |
| _version_ |
1777405185030619136 |