The performance of mediation analysis based on
robust estimator

QR Code

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...

Full description

Bibliographic Details
Main Authors:	Habshah Midi, Anwar Fitrianto
Format:	Article
Published:	Penerbit ukm 2008
Online Access:	http://journalarticle.ukm.my/1881/

Similar Items

The performance of mediation analysis based on robust estimator
by: Midi, Habshah, et al.
Published: (2008)

Robust bootstrap approach to estimate bias and RMSE of indirect effects in mediation analysis
by: Fitrianto, Anwar, et al.
Published: (2010)

Diagnostic-robust generalized potentials for identifying high leverage points in mediation analysis
by: Fitrianto, Anwar, et al.
Published: (2010)

Estimating bias and RMSE of indirect effects using rescaled residual bootstrap in mediation analysis.
by: Fitrianto, Anwar, et al.
Published: (2010)

Robust Estimation Methods And Outlier Detection In Mediation Models
by: Fitrianto, Anwar
Published: (2010)

Procedures of generating a true clean data in simple mediation analysis
by: Fitrianto, Anwar, et al.
Published: (2011)

Classical and a robust method in dealing with outlier in factorial designs : an empirical example.
by: Fitrianto, Anwar, et al.
Published: (2012)

A comparison between classical and robust method in a factorial design in the presence of outlier
by: Fitrianto, Anwar, et al.
Published: (2013)

Preliminary estimators for robust non-linear regression estimation
by: Midi, Habshah
Published: (1999)

Standardized simple mediation model: a numerical example
by: Fitrianto, Anwar, et al.
Published: (2013)

Standardized simple mediation model : a numerical example
by: Fitrianto, Anwar, et al.
Published: (2013)

The performance of mutual information for mixture of bivariate normal disatributions based on robust kernel estimation.
by: Dadkhah, Kourosh, et al.
Published: (2010)

The performance of robust heteroscedasticity consistent covariance matrix estimator
by: Sani, Muhammad, et al.
Published: (2019)

The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors
by: Riazoshams, Hossein, et al.
Published: (2014)

Augmented approach to desirability function based on MM estimator
by: Midi, Habshah, et al.
Published: (2012)

Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator
by: Uraibi, Hassan S., et al.
Published: (2015)

The performance of classical and robust logistic regression estimators in the presence of outliers
by: Midi, Habshah, et al.
Published: (2012)

Multivariate control chart based on robust estimator
by: Habshah Midi,, et al.
Published: (2009)

Multivariate control chart based on robust estimator
by: Midi, Habshah, et al.
Published: (2009)

Robust estimation of circular parameters
by: Mahmood, Ehab A., et al.
Published: (2016)

Robust heteroscedasticity consistent covariance matrix estimator based on robust mahalanobis distance and diagnostic robust generalized potential weighting methods in linear regression
by: Midi, Habshah, et al.
Published: (2018)

The performance of robust two-stage estimator in nonlinear regression with autocorrelated error.
by: Riazoshams, Hossein, et al.
Published: (2010)

Incorporating some resistant estimators into robust design
by: Majid, Amani, et al.
Published: (2009)

Robust Estimation of a Linearized Nonlinear Regression Model with Heteroscedastic Errors:A Simulation Study
by: Midi, Habshah
Published: (1998)

A robust estimation of linear model with multiple high leverage points
by: Bagheri, A., et al.
Published: (2009)

Dynamic robust bootstrap method based on LTS estimators
by: Midi, Habshah, et al.
Published: (2009)

The performance of Diagnostic-Robust F in the identification of multivariate outliers.
by: Midi, Habshah

The performance of robust estimator on linear regression model having both continuous and categorical variables with heteroscedastic errors
by: Midi, Habshah, et al.
Published: (2008)

Robust estimations as a remedy for multicollinearity caused by multiple high leverage points
by: Bagheri, Arezoo, et al.
Published: (2009)

On the performance of robust variance inflation factors.
by: Bagheri, A., et al.
Published: (2011)

Robust estimation for fixed and random effects panel data models with different centering methods
by: Midi, Habshah, et al.
Published: (2018)

On the robust parameter estimation for linear model with autocorrelated errors
by: Midi, Habshah, et al.
Published: (2013)

Weighted high leverage collinear robust ridge estimator in logistic regression model
by: Ariffin, Syaiba Balqish, et al.
Published: (2018)

Robust estimators in logistic regression: A comparatives simulation study.
by: Midi, Habshah, et al.
Published: (2010)

The performance of clustering approach with robust mm-estimator for multiple outlier detection in linear regression
by: Mohd. Azmi, Nurulhuda Firdaus, et al.
Published: (2006)

Hodges Lehmann estimator for robust design using Dual Response Surface Approach
by: Majid, Amani, et al.
Published: (2010)

The performance of k-means clustering method based on robust principal components
by: Kadom, Ahmed, et al.
Published: (2018)

The performance of robust control chart for change in variance.
by: Ng, Kooi Huat, et al.
Published: (2011)

On a robust estimator in heteroscedastic regression model in the presence of outliers
by: Midi, Habshah, et al.
Published: (2013)

Robust estimator to deal with regression models having both continuous and categorical regressors: a simulation study
by: A. Talib, Bashar, et al.
Published: (2009)