y = continuous x = discrete (contrast coded -1,1) m = discrete (contrast coded -1,1)
In my output, the indirect path is marginally significant at p = .09 but the 95 % confidence interval for the indirect path estimate *does not* contain 0, which implies significance at alpha = .05. Why do these estimates conflict? The first p-value implies that the mediation is not significant but the CI implies that it is. Which one is correct? Please see my code and output below.
DATA: FILE IS C:\avgADINQ_BCINQ.txt; FORMAT IS free; VARIABLE: NAMES ARE y x m; USEVARIABLES y x m; ANALYSIS: bootstrap = 5000; MODEL: m on x; y on m x; MODEL INDIRECT: y via m x; OUTPUT: cinterval(bcbootstrap);
"TOTAL, TOTAL INDIRECT, SPECIFIC INDIRECT, AND DIRECT EFFECTS"
Specific indirect [est, SE, est SE, Two-tailed p-value) Y M X 0.027 0.016 1.694 0.090
"Effects from X to Y via M" Est = .027 (same as above) Lower 2.5% = .003 Upper 2.5% = .07
You say cinterval(bcbootstrap); which means that you are asking for non-symmetric CIs based on bootstrap. The p-values are for regular z-test, which is the same as a symmetric CIs. You should use the bootstrap CIs because they are more appropriate.