Autoregressive mediation model PreviousNext
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 Karen Kochel posted on Friday, October 24, 2008 - 9:34 am

I have questions regarding 2 autoregressive models. The first is a 2-lag model with 2 latent constructs. The second is 2-lag mediator model with 3 latent constructs. In consulting my Mplus manual and other postings on this discussion board, I learned that, as a default, Mplus estimates covariances between exogenous variables (my Time 1 variables) and residual covariances between endogenous variables that do not influence any other variables (my Time 3 variables).

My first question is, should I estimate covariances between my Time 2 constructs? If so, why (i.e., why is this not the default in Mplus)?

Second, if the covariances/residual covariances at any time point are non-significant, do you recommend deleting them from the model?

Third, when I do not include covariances between my Time 2 constructs in the mediation model, my 'a' and 'b' paths are significant (p<.001) and mediation is significant (p<.001) according to both bc bootstrap confidence intervals and Dave MacKinnon's distribution of the product confidence interval method. When I allow my time 2 constructs to covary, however, my 'a' path becomes non-significant, and mediation is no longer significant (2 of the 3 covariances are non-significant). Can you offer any insight into this issue? Thanks in advance for your help.
 Bengt O. Muthen posted on Friday, October 24, 2008 - 6:48 pm
Yes, if it is identified, on the first question. Mplus can't easily see that this is an identified model, so it doesn't free it.

No on the second question. You specify a model you believe in and keep insignificant portions of it.

For the third question, that insignificance is more trustworthy that the significance when leaving out the time 2 residual covariance. There may be remaining misspecifications that would save the day in terms of mediation - look at the modification indices.
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