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Robust Methods for Moderation Analysis with a Two-Level Regression Model

delete2016-11-02
delete16
PRE
AI
M
Miao Yang *
K
Ke‐Hai Yuan
DOI:10.1080/00273171.2016.1235965delete
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摘要

摘要

En 中文
Moderation analysis has many applications in social sciences. Most widely used estimation methods for moderation analysis assume that errors are normally distributed and homoscedastic. When these assumptions are not met, the results from a classical moderation analysis can be misleading. For more reliable moderation analysis, this article proposes two robust methods with a two-level regression model when the predictors do not contain measurement error. One method is based on maximum likelihood with Student's t distribution and the other is based on M-estimators with Huber-type weights. An algorithm for obtaining the robust estimators is developed. Consistent estimates of standard errors of the robust estimators are provided. The robust approaches are compared against normal-distribution-based maximum likelihood (NML) with respect to power and accuracy of parameter estimates through a simulation study. Results show that the robust approaches outperform NML under various distributional conditions. Application of the robust methods is illustrated through a real data example. An R program is developed and documented to facilitate the application of the robust methods.
Keyword:
Complete moderation
partial moderation
robust methods
sandwich-type standard errors
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期刊

M
Multivariate Behavioral Research
IF:
3.5
论文数:
1.8K
被引数:
9.4K

机构

U
University of Notre Dame
学者数:
1.2W
论文数: 1.1W
被引数: 1.7W
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