Robust bootstrap approach to estimate bias and RMSE of indirect effects in mediation analysis

Since its introduction by Efron [1], the bootstrap has been the object of research in statistics. We proposed a new bootstrap procedure of indirect effect in mediation model which is resistant to outliers. The proposed approach was based on residual bootstrap which incorporated rescaled studentized...

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Main Authors: Fitrianto, Anwar, Midi, Habshah
Format: Conference or Workshop Item
Language:English
Published: WSEAS Press 2010
Online Access:http://psasir.upm.edu.my/id/eprint/64986/
http://psasir.upm.edu.my/id/eprint/64986/1/HI-12.pdf
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author Fitrianto, Anwar
Midi, Habshah
author_facet Fitrianto, Anwar
Midi, Habshah
author_sort Fitrianto, Anwar
building UPM Institutional Repository
collection Online Access
description Since its introduction by Efron [1], the bootstrap has been the object of research in statistics. We proposed a new bootstrap procedure of indirect effect in mediation model which is resistant to outliers. The proposed approach was based on residual bootstrap which incorporated rescaled studentized residuals, namely the Rescaled Studentized Residual Bootstrap using Least Squares (ReSRB). The simulation results signify that the ReSRB has outstanding performances compared to the other methods in the presence of outliers. The ReSRB not only has smaller bias, but also smaller root of mean squares error (RMSE). The results also show that for the contaminated data, the better performance of our proposed method with regard to bias and RMSE did not only happen for small or medium percentage of outliers, but also at large percentage of outliers. The advantages of the ReSRB over other methods are even more apparent in data sets with medium or large percentage of outliers.
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institution Universiti Putra Malaysia
institution_category Local University
language English
last_indexed 2025-11-15T11:21:19Z
publishDate 2010
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spelling upm-649862018-09-03T04:21:01Z http://psasir.upm.edu.my/id/eprint/64986/ Robust bootstrap approach to estimate bias and RMSE of indirect effects in mediation analysis Fitrianto, Anwar Midi, Habshah Since its introduction by Efron [1], the bootstrap has been the object of research in statistics. We proposed a new bootstrap procedure of indirect effect in mediation model which is resistant to outliers. The proposed approach was based on residual bootstrap which incorporated rescaled studentized residuals, namely the Rescaled Studentized Residual Bootstrap using Least Squares (ReSRB). The simulation results signify that the ReSRB has outstanding performances compared to the other methods in the presence of outliers. The ReSRB not only has smaller bias, but also smaller root of mean squares error (RMSE). The results also show that for the contaminated data, the better performance of our proposed method with regard to bias and RMSE did not only happen for small or medium percentage of outliers, but also at large percentage of outliers. The advantages of the ReSRB over other methods are even more apparent in data sets with medium or large percentage of outliers. WSEAS Press 2010 Conference or Workshop Item PeerReviewed text en http://psasir.upm.edu.my/id/eprint/64986/1/HI-12.pdf Fitrianto, Anwar and Midi, Habshah (2010) Robust bootstrap approach to estimate bias and RMSE of indirect effects in mediation analysis. In: WSEAS International Conference on Sociology, Psychology, Philosophy (SOPHI '10), 23-25 Mar. 2010, Penang, Malaysia. (pp. 82-87).
spellingShingle Fitrianto, Anwar
Midi, Habshah
Robust bootstrap approach to estimate bias and RMSE of indirect effects in mediation analysis
title Robust bootstrap approach to estimate bias and RMSE of indirect effects in mediation analysis
title_full Robust bootstrap approach to estimate bias and RMSE of indirect effects in mediation analysis
title_fullStr Robust bootstrap approach to estimate bias and RMSE of indirect effects in mediation analysis
title_full_unstemmed Robust bootstrap approach to estimate bias and RMSE of indirect effects in mediation analysis
title_short Robust bootstrap approach to estimate bias and RMSE of indirect effects in mediation analysis
title_sort robust bootstrap approach to estimate bias and rmse of indirect effects in mediation analysis
url http://psasir.upm.edu.my/id/eprint/64986/
http://psasir.upm.edu.my/id/eprint/64986/1/HI-12.pdf