Abstract
The decomposition of effects in structural equation models has been of considerable interest to social scientists. Finite-sample or asymptotic results for the sampling distribution of estimators of direct effects are widely available. Statistical inferences about indirect effects have relied exclusively on asymptotic methods which assume that the limiting distribution of the estimator is normal, with a standard error derived from the delta method. We examine bootstrap procedures as another way to generate standard errors and confidence intervals and to estimate the sampling distributions of estimators of direct and indirect effects. We illustrate the classical and the bootstrap methods with three empirical examples. We find that in a moderately large sample, the bootstrap distribution of an estimator is close to that assumed with the
Keywords
EstimatorAsymptotic distributionSampling distributionStatisticsMathematicsStandard errorConfidence intervalSampling (signal processing)Delta methodEconometricsDistribution (mathematics)Bootstrapping (finance)Applied mathematicsComputer science
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Publication Info
- Year
- 1990
- Type
- article
- Volume
- 20
- Pages
- 115-115
- Citations
- 1253
- Access
- Closed
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Cite This
Kenneth A. Bollen,
Robert A. Stine
(1990).
Direct and Indirect Effects: Classical and Bootstrap Estimates of Variability.
Sociological Methodology
, 20
, 115-115.
https://doi.org/10.2307/271084
Identifiers
- DOI
- 10.2307/271084