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Mediation and Moderation:

What are they?
Are they for me?

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Overview
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Definitions of M&M and Differences

between M&M
Methods for testing for mediation
Advanced topics in mediation
Methods for testing for moderation
Advanced topics in moderation
Advanced topics in mediation and
moderation

Simple Mediation and Moderation:

Similarities

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Both involve 3 variables

The goal is to determine how a third variable
affects the simple relationship between two
variables
Both can be analyzed with regression or
structural equation modeling (SEM)
software

Simple Mediation and Moderation:

Differences

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Moderation involves product terms, not

mediation
Mediation is best used with longitudinal
data, but this is not required for moderation
Centering variables is usually required in
moderation, but not in mediation
Graphing is essential in moderation, but only
highly recommended in mediation

Definitions and
Important Questions

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Mediation

A mediating variable is the mechanism by which

an effect occurs between a predictor and an
outcome
The important question is whether a third variable
(Med) partially or completely controls the
relationship between a predictor (X) and an
outcome (Y)

Definitions and
Important Questions

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Moderation
A moderating variable is one that affects the
direction and/or strength of the relationship
between a predictor variable and a criterion
variable
The important question is whether the
relationship between the predictor (X) and the
outcome (Y) differs across the levels of the
moderator (mod)

Frequency of Mediation Analyses

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Number of mentions of mediation

mediator or mediates in the title of
psychology journal articles, 1970 - 2010
3000
2500
2000
Frequency

1500
1000
500
0
1970s

1980s

1990s
Years

Column2

4
2000s

Introduction to Mediation
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Simple Model

Introduction to Mediation
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Mediation Model

Med
c'

4
Y

Introduction to Mediation
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Rephrasing the important question:

Does the simple relationship between X and Y [c]

shrink or disappear when the mediator is present
in the model (i.e., is c<c, or is c=0)?
A relationship that shrinks indicates partial
mediation, whereas a relationship that disappears
indicates full mediation

More on full and partial mediation to come

Decomposition of Effects
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Total Effect = Indirect Effect + Direct Effect

c = c + ab
Thus, ab = c - c

This holds exactly for least squares estimates

(e.g., standard multiple regression), but is
only an approximation with other estimation
methods

Baron & Kenny

I wish I was cited like that

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The most famous reference to mediation is

Baron & Kenny (1986)

Baron, R. M., & Kenny, D. A. (1986). The moderatormediator variable distinction in social psychological
research: Conceptual, strategic, and statistical
considerations. Journal of Personality and Social
Psychology, 51, 1173-1182

This paper has been referenced more than

25000 times

Why was the Baron & Kenny

article so popular?

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It laid out mediation in a set of simple to

implement steps:
1)Test X -> Y (path c)
2)Test X -> M (path a)
3)Test M -> Y, controlling for X (path b)
4)Test X -> Y, controlling for M (path c)

If steps 1 to 3 are significant, and c is reduced

then we have partial mediation (or if c = 0 we
have full mediation)

Criticisms of the Baron & Kenny

Steps

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The main criticisms of the Baron & Kenny

approach relate to the necessity of the steps

A significant X to Y path is not required (e.g., the direct

and indirect effect may be of different signs)
Other researchers have argued that the M to Y path may
not be significant when X and M are highly correlated
(multicollinearity)
Further, a statistical test of X -> Y in the last step is
meaningless since it cannot prove partial or full
mediation

How do we test for partial

mediation?

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There are two popular approaches for testing

whether c < c (i.e., whether partial
mediation has occurred)
Sobel Test
Bootstrapping

OK test when sample sizes are large (>100)

Good test for small or large sample sizes

Sobel Test
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The Sobel test assesses the statistical

significance of the indirect effect (ab)

In other words, it assesses whether a significant part of

the relationship between X and Y is controlled by the
mediator

Let sa and sb represent the standard errors of a and

b, and reject Ho: ab = 0 if z > z1-, where:

Problem with the Sobel Test

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The distribution of ab is highly positively

skewed, and thus relying on a method that
assumes a normally distributed sampling
distribution (i.e., Sobel test) reduces power

In other words, the tail probability is going to be

larger (larger p-value) if we assume a normal
distribution than if we assume a skewed
distribution

Bootstrapping
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Bootstrapping allows researchers the

opportunity to resample from the data in
order to generate an empirical sampling
distribution of ab
Researchers can then use the empirical
(bootstrap) estimate of ab, along with the
standard error of the bootstrap estimates, to
compute a z statistic or a confidence interval
(which will generally be asymmetric)

Example
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Lets say we are interested in determining if

anxiety (anx) mediates the relationship between
hindrances to doing well in a stats course (hindr)
and the exam average (exavg)
r(anx,hindr)=.452*
r(anx,exavg)=-.367*
r(hindr,exavg)=-.303*

Lets use = .05

Mediational Model
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Anxiety

Hindrances

4
Exam
Average

Regression Equations
Predicting exavg from hindr:

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Exavg = -3.874 (hindr) + 91.825 (p < .001)

Predicting anx from hindr:

Anx = .552 (hindr) + .335 (p < .001)

Predicting exavg from both hindr and anx:

Exavg = -2.203 (hindr) -3.027 (anx) + 94.352

p-value for hindr = .062; p-value for anx = .002

Therefore, since p(hindr)> , many would say (but

we wont) that anx fully mediates the prediction of
exavg from hindr

Added Variable Plots

The relationship between examavg and hindrances
is weaker after controlling for anxiety

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b=-3.87

b=-2.20

Sobel Test
We can evaluate whether or not anx is a
significant mediator by using the Sobel test

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More specifically, we can evaluate the significance of

the indirect effect using the Sobel test
We will need the regression coefficients (and standard
errors) for: 1) predicting anx from hindr and; 2)
predicting exavg from anx, with hindr in the equation:

Anx = .335 + 0.552 (hindr)

[SE (hindr) = .097]

Exavg = 94.352 - 2.203 (hindr) - 3.027 (anx)

[SE (anx) = .959]

Example
Sobel Test Calculation

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Therefore, with Sobel z = -2.76 (p = .0058), we

can say that anxiety significantly mediates the
relationship between stats related hindrances and
the exam average
A Sobel calculator is available at:
http://www.afhayes.com/spss-sas-and-mplus-macros-andcode.html

Bootstrap Analyses
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Method 1: AMOS

or any other SEM software that computes bootstrapped

indirect effects and standard errors

Indirect Effect: -1.671

Standard Error: .668
z = -1.671/.668 = -2.50 (p = .0062)

Bootstrap Analyses
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Method 2: SPSS/SAS/MPlus Macros

http://www.afhayes.com/spss-sas-and-mplus-macrosand-code.html

Indirect Effect: -1.683

95% CI: -3.145, -.5982
Standard Error: .678
z = -1.683/.678 = -2.48 (p = .0066)

Effect Size Measures

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Completely Standardized Indirect Effect

Product of the Beta coefficients for a and b
a = .452
b = -.289
CSIE = .452 * -.289 = -.131

According to Cohen, .01-.09 is small, .10-.25 is

medium, and .25 + is large

Thus we have a medium sized indirect effect

Effect Size Measures

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Proportion of the Total Effect that is

Mediated

An alternative to the CSIE, that is very intuitive

% Mediated = indirect effect / total effect = ab / c

For our example:

% Mediated = -1.671 / -3.874 = 43%

Therefore, 43% of the relationship between hindrances
to doing well in stats and the exam average is mediated
by stats-related anxiety

Full Mediation
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There is a lot of debate over how to determine

full mediation, or whether full mediation
could ever exist in psychology

Initially, it was suggested by Baron & Kenny that a

nonsignificant predictor effect, after controlling for
the mediator (path c), would indicate full
mediation

However, statistical significance on its own is not good,

and with a small sample size, or a weak X-Y relationship,
we would find full mediation too often

Full Mediation, contd

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It has been suggested that a significant Sobel

test, and a % Mediated > .80, is indicative of
full mediation (davidakenny.net/cm/mediate.htm)
Constance Mara derived an equivalence- and
bootstrap-based test of full mediation that
involves demonstrating that the raw
correlation (rxy) is equivalent to the
correlation implied by the indirect effect
(rxy*) = ab

Multiple Mediators
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Many models evaluate the effects of more

than one mediator
It is best to investigate all potential
mediators in one model so that you control
for the effects of the different mediators
It is also advantageous to use statistical
software to conduct the separate mediational
analyses simultaneously

Mediational Model
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Anxiety

Hindrances

Exam
Ability

4
Exam
Average

Multiple Mediator Model

in AMOS

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A disadvantage of AMOS is that generally it

only provides a total indirect effect, not the
separate indirect effects for each mediator
We can use ghost variables to be able to
obtain the separate indirect effect estimates

Multiple Mediational Model

in AMOS

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Anxiety
b1

a1
Hindrances
a1

b1

a2

b2

a2

Exam
Ability

b2

4
Exam
Average

Bootstrap Analyses
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Method 1: AMOS
Anxiety as Mediator:
Indirect Effect: -1.813
Standard Error: .670
z = -1.859/.689 = -2.69 (p = .0036)

Exam Ability as Mediator

Indirect Effect: .265
Standard Error: .244
z = .265/.244 = 1.086 (p = .1387)

Bootstrap Analyses
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Method 2: SPSS Macro from Preacher/Hayes

Anxiety as Mediator:

Indirect Effect: -1.859

95% CI: -3.3939, -.6915
Standard Error: .689
z = -1.859/.689 = -2.69 (p = .0036)

Exam Ability as Mediator

Indirect Effect: .275

95% CI: -.0550, .9573
Standard Error: .247
z = .275/.247 = 1.113 (p = .1330)

Further Topics in Mediation

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Latent Variable Mediation Models

Categorical Outcomes
Dichotomous or Multicategorical Predictors
Nonlinear relationships
4 variable mediation chains
X M1 M2 Y

Introduction to Moderation
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What is moderation? . INTERACTION!

The effect of X on Y differs at different levels of

the moderator

Ex: The effects of provoked anger on aggression differs

at different levels of trait aggressiveness

We could deal with interactions in ANOVA (all

categorical predictors), but moderation often
implies interaction with at least one continuous
variable (and we would never categorize a
continuous variable in order to use ANOVA!)

Visual Representations
of Moderation

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Mod
X
X
Mod
X*Mod

4
Y

Understanding Moderation
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Interaction terms represent a relationship

between X and Y, and Mod and Y, that is
more than just additive

In other words, the combined effect of X and Mod

is more substantial than what would be expected
by just summing the effects of X and Mod

Two-way Model with Additive

Predictor Effects (i.e., no interaction)
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High Mod
Medium Mod
Low Mod

Y
b0
X

Y = 0 + 1 X + 2 Mod

Two-way Model with Interaction

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High Mod
Med Mod

Low Mod

b0
X

Y = 0 + 1X + 2Mod + 3X*Mod

Creating the Interaction Term

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The interaction term is created as the product

of the X and Mod variables
Typically, continuous variables are mean
centered (i.e., X M) and categorical
variables are dummy coded (e.g., 0,1)
before creating the interaction term

Note that the main effect terms must be included

in the model with the interaction term, or the
interaction term is confounded

Centering
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Centering does not affect the interaction

term (3)
In fact, centering is not necessary for simply
screening for the presence of an interaction
However, if you are going to interpret the
main effects with the interaction term in the
model (e.g., for conducting simple effects),
then the interaction term should be created
using appropriate centering

More on Centering
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When an interaction term is present in a model,

the effect of X is interpreted as the effect of X
when Mod = 0 (or the effect of Mod when X =
0), which is often uninformative
Thus, we want to create an interaction term
which allows us to interpret the main effects in a
meaningful way, for example the effect of X at
the mean of Mod (which will be important for
understanding the nature of interactions)

Example: Two Continuous

Predictors

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We are interested in determining if

Classroom Independence (ci), Student
Independence (si), or the interaction between
them are important predictors of grades in a
class

cic, sic are the mean-centred versions of si and ci,

and cic:sic (cic*sic) is the interaction term

We start by exploring the interaction

Statistical Software Output

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Coefficients:
Estimate
Intercept 54.00
cic
.1733
sic
.1543
cic:sic .002852

Std. Error t value

4.991e-01 108.199
1.759e-02 9.851
1.711e-02 9.020
5.348e-04 5.334

Pr(>|t|)
< 2e-16
3.10e-16
1.90e-14
6.39e-07

- Since the interaction is significant, we want to explore the

nature of the interaction (and avoid trying to interpret the
main effects)

R Plot of the Interaction

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Interpreting the Nature of the

Interaction

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As si increases, the relationship between ci and

grades gets stronger

Although this R plot is very informative, often researchers

follow traditions such as creating a plot of the effect of ci on
grades at the mean and +/- one standard deviation from the
mean of si, and obtaining the significance of the simple
slopes
These plots/analyses are done using the calculators at:
http://quantpsy.org/interact/mlr2.htm, and excel files are
available at: http://www.jeremydawson.co.uk/slopes.htm

Plot of the Interaction

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1 sd below mean, mean, 1 sd above mean

Simple Slopes Analysis

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Simple Slopes at Conditional Values of SIC

At 1 sd below the mean on SIC

cic simple slope = 0.0991, t=3.379, p=0.0011

At the mean on SIC

cic simple slope = 0.1733, t=9.851, p<.0001

At 1 sd above the mean on SIC

cic simple slope = 0.2475, t=9.7616, p<.0001

Simple Slopes Analyses

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It is very easy to conduct simple slopes analyses

without available macros

Since our interaction terms were created from centered

variables, the effect of cic on grades is at the mean of sic
(i.e., sic = 0) so that is our first simple slope
We can obtain the simple slope of cic on grades at one sd
below the mean on sic by shifting our data so that sic = 0 is
at one sd below the mean

We do that by ADDING one sd to the scores on the centred si variable

before creating the interaction term

We reverse this procedure for obtaining the simple slope of ci

on grades at one sd above the mean of si

More on Simple Slopes Analyses

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Simple slopes analyses are often over-used

A significant interaction indicates that the effect

of X on Y differs across the levels of mod
So, if you focus on the significance of the simple
slopes, you might be missing the important point
which is that the slopes differ significantly
(regardless of the statistical significance of any
particular simple slope)

This is the same as focusing on simple effects when

following up an interaction in ANOVA

What if our Moderator is

Dichotomous?

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If our moderator is dichotomous, nothing

changes except that we dummy code (0,1)
the variable instead of mean centering it

If the interaction is significant, we are now

interested in exploring the simple slopes of X on
Y at mod = 0 and mod = 1
We do that by reverse coding the variable in order to
obtain both simple slopes

As before we can graph and explain the nature of

the interaction

What if our moderator is

multicategorical?

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If our moderator has more than two

categories (c), then we need c-1 dummy
variables

3 Category Example (first category as referent):

Dummy Variable 1 (DV1): c1=0, c2=1, c3=0
Dummy Variable 2 (DV2): c1=0, c2=0, c3=1

We now create 2 interaction variables:

Int 1 = DV1 * X (note that X is mean centered)

Int 2 = DV2 * X

What if our moderator is

multicategorical?

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Y = 0 + 1X + 2DV1+ 3DV2 + 4X*DV1+ 5X*DV2

We include X, both dummy variables, and the two

interaction variables in our regression equation

The significance of the interaction is determined using

the R2 change from a hierarchical regression, where the
interaction terms are added to the model after the main
effects

What if our moderator is

multicategorical?

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To follow-up a significant interaction, it is again

important to plot the interaction

The simple slopes from the plots are useful for interpretation
(i.e., understanding how the relationship between X and Y
differs for different levels of mod), but the significance of the
simple slopes is usually uninformative

Useful tests for interpreting the interaction are the

DV*X interactions, as each tests whether the slope
differs for the referent and the comparison groups
(and the referent group can be changed)

Higher-Order Interactions
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If you are interested in testing 3-way

interactions in regression (and I dont
recommend testing 4-way or higher
interactions), all of the same centering,
coding, etc. rules apply
The question being asked is whether the 2way interaction between X and Z differs
across the values of mod

Higher-Order Interactions
= 01010
+ 1X1101
+ 2Z+
3Mod
4X*Z+
0011Y
0010
0001
0100+ 1011

5X*Mod + 6Mod*Z+ 7X*Z*Mod

Interpreting 3-way interactions REQUIRES plots

More specifically, start by plotting the X*Z
interaction at different levels of mod, and then
following up each as if it were a two-way interaction

There are different ways to plot the interaction, and the

method you choose will depend on how the variables are
coded and the theory being evaluated
As always, try to focus less on the significance of the simple
slopes, or simple, simple slopes, and more on interpreting
the nature of the interaction

Further Topics in Moderation and

Mediation

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Categorical outcome variables

Moderated Mediation
Mediated Moderation
Nonlinear interactions
Comparing Software for Analyzing
Mediation and Moderation
Etc., Etc., Etc.