THE MEDIATION ANALYSIS WITH THE SOBEL TEST AND THE

PERCENTILE BOOTSTRAP
MERAL YAY

Mimar Sinan Fine Arts University, Department of Statistics, Istanbul, Turkey

E-mail: meral.yay@msgsu.edu.tr

Abstract- Mediation analysis investigates the relationship between an independent and dependent variables. It is
need to determine whether or not mediator(s) are present when looking at the relationship between the variables.
This study examines 300 observations belonging to adult people living in Istanbul. The aim of this study is to
investigate the relationship between age and systolic blood pressure and to present the effect of the frequency of
using alcohol on the systolic blood pressure. The Sobel first-order test and percentile bootstrap used to show if the
mediated effect exits.

Indexterms- Mediated effect, Sobel, percentile bootstrap

I. INTRODUCTION epidemiology etc. The mediation model can and

shown as in the Eq(2) and visualized as in the Fig.2.
In statistical modelling, regression analysis is a Y = i + c ′ X + bM + e (2)
process for estimating the relationships between M = i + aX + e (3)
variables. The simplest regression model involves a
single independent X and a single dependent Y
variable as in the Eq(1) and it can be visualize as in
the Fig.1.

Y = i + cX + e (1)

Figure.2 Simple Mediation Model

Figure.1 Simple Regression Model
In the Fig.1 there is an arrow to show that Xpredicts Y
that given the symbolc. Effect of X on Y is quantified
with the unstandardized regression weight c in Eq(1)
and it is called total effect model because it shows the
total relation between the variables without
consideration of other variables. The coefficient
e shows the part of Y that is not explained by its
relation by variable X.
The purpose of the mediation analysis is to
investigate the relationship between an independent
and dependent variables. Analysis searches to go
beyond the question of whether an independent
variable causes a change in a dependent variable and
the question of whether or not mediator is present. If
there is the role of the third variable in the relationship
between two variables, it is called a mediator.
Mediator is a variable that act as an in-between step
when looking at the effect of Xand Y, where X causes a
mediator Mand Mis actually the cause of Y. In order
to test mediated effect for significance, the standard
error of effect is required. The significance of the
effect can be tested with regression equations.
Mediation analysis is widely used in study of research
such as psychology, industrial psychology, clinical
psychology and psychiatry, sociology, agriculture,
In the model X is the independent variable,Y is the
dependent variable and Mis the mediator variable.
Independent variable X is related to the mediator and
dependent variable. If the mediation model has only
one mediating variable as is Eq(2), it is called the
simple mediation model. It shows how variable X’s
causal effect can be apportioned into its indirect effect
on Ythrough M and its direct effect on Y (pathc ′). In
the Eq(2) and Eq(3), bis the parameter relating the
mediator to dependent variable adjusted for effects of
the independent variable, ais the parameter relating
the independent variable to mediating
variable;e , e are represent error variability and
i , i are the intercepts. In the Fig.2 path shows the
effect of Mon Y, partialling out the effect of X. In the
model c ′quantifies the direct effect of X, whereas the
product of a and bquantifies the indirect effect of X on
Ythrough M. As a result, total effect c can be
expressed by direct effectc ′and indirect effect ab and
it is explained as c = c ′ + ab. Consequently mediated
effect, also known as indirect effect, is equal to the
difference between the c and c ′parameters. When the
indirect effect ab equals the total effect c, it is said that
the effect of X onY is completely mediated by M. At
the same time it is said that there is no direct effect
ofX on Yand the path c ′in Fig.2 is equal to zero. When
the indirect effect does not equal to the total effect but

Proceedings of 23rd Research World International Conference, Barcelona, Spain, 9th-10th December 2016, ISBN: 978-93-86291-54-7
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 The Mediation Analysis With The Sobel Test and The Percentile Bootstrap
is smaller, it is said that the effect of X on Yis partially
mediated byM. In the other hand the path c ′is a value
other than zero.
II. TESTING MEDIATED EFFCET WITH THE
SOBEL FIRST-ORDER TEST
Mediated effect can be tested for the significance with
an estimate of its standard error. Sobel (1982) first-
order test is the most common product of coefficient
test using multivariate delta method.Let a and b are
ordinary least square regression estimates of aand b.
On the other hand s and s correspond to the squared
standard error of a and brespectively. The first-order
delta method standard error of the indirect effect can
be calculated by
s = a s +b s (4)
The mediated effect divided by its standard error
yields a z-score of the mediated effect. This value
compared against a standard normal distribution to
test for significance. If the z-score is greater than 1.96
we conclude that the effect is larger than would be
expected by chance and call the effect significant. The
standard error can be used to obtain confidence
intervals around the mediated effect.
III. PERCENTILE BOOTSTRAP FOR
MEDIATED EFFCET TESTING
Bootstrap is a widely used resampling method.
Bootstrapping is a nonparametric resampling method
and it is based on assumptions about the distribution
from which sample drawn. In the traditional statistical
inference, the estimates of the standard errors of
parameter estimates impose the assumption of
normality of the sampling distribution. But in
bootstrap method can be especially useful in situations
where the observed data were not normally
distributed. Because of that it needs resampled data to
obtain the estimates. Bootstrapping is a
computationally intensive method that uses computer
intensive resampling to make inference and estimates
the indirect effect in each resampled data. In the most
used form of bootstrapping, called percentile
bootstrap, upper and lower confidence limits are
obtained by finding the values of the correlation in the
B samples that correspond to percentile bootstrap test
of mediation needs a random of sample to taken from
the original data with replacement. By repeating this
process thousands of time, an empirical approximation
of the sampling distribution ofab is established. This
empiric distribution is used to generate confidence
intervals for the indirect effect. The bootstrap
approach allows the distribution of ab to be examined
empirically. The values for aand b are taken found for
this new bootstrap sample and indirect effect, abis
computed. This process is repeated large number of
times. The large number of estimates of the indirect
Proceedings of 23rd Research World International Conference, Barcelona, Spain, 9th-10th December 2016, ISBN: 978-93-86291-54-7
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effect generates a bootstrap distribution. The
percentile bootstrap test takes the bootstrap estimates
of the indirect effect that subtend to the ∝
/2and(1−∝/2)percentiles of the bootstrap sample
distribution to form a 100(1−∝)%confidence
interval. If this confidence interval does not contain
zero, mediation is considered to be present.
IV. CONFIDENCE INTERVALS WITH THE
SOBEL AND BOOTSTRAP
This study examines 300 observations belonging to
adult people living in Istanbul. Three variables were
obtained about the data set. Dependent variable Y is
the systolic blood pressure values of the people and
independent variable X is the age of the people.
Mediator variable M is the frequency of using alcohol
and it has four categories (1: never; 2: once a week; 3:
three times a week; 4: every day).
The aim of this study is to investigate the
relationship between age and systolic blood pressure
and to present the effect of the frequency of using
alcohol on the systolic blood pressure. Firstly the
regression estimates and standard errors (in
parentheses) were obtained from the SPSS output for
three models. These models are:
Using the SPSS output direct and total effect results
can be summarized as in the Table 1:
Table 1
Age is significantly related to systolic blood
pressure(c = 0.319, s = 0.058, t = 5.500),
providing evidence that there is statistically significant
relation between the independent and dependent
variable. On the other hand there is a statistically
significant effect of age on using alcohol(a = 0.009,
s = 0.004, t = 2.250)and the relation of using
alcohol mediator on systolic blood pressure is
statistically significant b = 5.333, s = 0786, t =
6.785 . The adjusted effect of age is statistically
significant c ′ = 0.271, s ′ = 0.057, t ′ = 4.754
also. The estimates of the mediated effect is equal to
 The Mediation Analysis With The Sobel Test and The Percentile Bootstrap
ab = 0.009 × 5.333 = c − c ′ = 0.319 − 0.271 =
0.048).Using the Eq.(4), the standard error of the
mediated effect is equal to:
0.022 = (0.009) (0.786) + (0.5.333) (0.004)
If the mediated effect is divided by its standard error,
it is obtained that the value of z score of the effect z =
(0.048⁄0.022) = 2.182. This value compared
against a standard normal distribution to test for
significance. Significance value of z-score is 0.021
and it is said that the mediated effect is statistically
significance. Using the standard error of the effect the
confidence limits can be obtained and the significance
of the mediated effect can be interpreted in a different
way. %95 confidence limits for the mediated effect
are equal to:
LCL = 0.048 − 1.96(0.022) = 0.0048
UCL = 0.048 + 1.96(0.022) = 0.0911
This confidence interval does not contain zero,
consequently it is said that mediation is considered to
be present.
As described before an empirical approximation of the
sampling distribution of abcan be used to generate
bootstrap confidence interval of the mediated effect.
In this study, percentile confidence limits are used and
the distribution of abis examined empirically. The
distribution of abis typically skewed, researchers
should expect that the upper and lower bounds of %95
confidence interval resulting from this method will not
be equally distant from the value of ab. With large
sample sizes, the delta estimates of the standard error
are virtually identical to the bootstrap estimates.
SPSS macro is used to perform the bootstrap analysis.
To provide an illustration of how to conduct a
bootstrap estimation analysis with a small sample of
type especially appropriate, we drew a sample of 50
cases from the 300 observations. By repeating the
process 1000, 5000 and 1000 times, an empirical
approximation of the sampling distribution of ab is
established. This distribution is used to obtain %95
confidence intervals for the indirect effect, the results
are given in Table 2.

Proceedings of 23rd Research World International Conference, Barcelona, Spain, 9th-10th December 2016, ISBN: 978-93-86291-54-7
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Table 2
From the Table II. it can be said that all the confidence
intervalsdo not contain zero and the mediation is
considered to be present.
CONCLUSION
The result of the study is that using alcohol is a
mediator between the age and systolic blood pressure.
All the confidence intervals using Sobel and percentile
bootstrap contain zero, consequently the mediation is
considered to be present. It can be achieved that using
alcohol has an indirect effect on systolic blood
pressure.
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