Abstract
Using the delta method, Sobel obtained the asymptotic variance of indirect effects in linear structural equation models. Using a reduced-form parameterization and a conditioning argument, I obtain the exact variance of indirect effects in the special case of recursive linear models with no latent variables. I then show that a consistent estimator for the exact variance is identical to Sobel's estimator.
Keywords
Variance (accounting)Linear modelEconometricsMathematicsStatisticsApplied mathematicsEconomics
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Publication Info
- Year
- 1995
- Type
- article
- Volume
- 25
- Pages
- 253-253
- Citations
- 11
- Access
- Closed
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Cite This
Paul D. Allison
(1995).
Exact Variance of Indirect Effects in Recursive Linear Models.
Sociological Methodology
, 25
, 253-253.
https://doi.org/10.2307/271069
Identifiers
- DOI
- 10.2307/271069