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Bayesian analysis for mediation and moderation using g−priors

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  • Galharret, Jean-Michel
  • Philippe, Anne

Abstract

A Bayesian analysis is proposed using an extension of g-priors for moderated mediation models. For this choice of priors, an explicit form of the marginal distribution is obtained. Testing procedure on the existence of direct, indirect and moderated effects are constructed using Bayes factor approach. This methodology is applied to analyze the association between empowering leadership and organisational commitment in two companies.

Suggested Citation

  • Galharret, Jean-Michel & Philippe, Anne, 2023. "Bayesian analysis for mediation and moderation using g−priors," Econometrics and Statistics, Elsevier, vol. 27(C), pages 161-172.
    • Handle: RePEc:eee:ecosta:v:27:y:2023:i:c:p:161-172
    DOI: 10.1016/j.ecosta.2021.12.009
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    References listed on IDEAS

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    1. Quan Zhou & Yongtao Guan, 2018. "On the Null Distribution of Bayes Factors in Linear Regression," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(523), pages 1362-1371, July.
    2. Liang, Feng & Paulo, Rui & Molina, German & Clyde, Merlise A. & Berger, Jim O., 2008. "Mixtures of g Priors for Bayesian Variable Selection," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 410-423, March.
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