Bayesian analysis for mediation and moderation using g−priors

Jean-Michel Galharret (1) , Anne Philippe (1)

1 LMJL - Laboratoire de Mathématiques Jean Leray

This paper proposes a Bayesian analysis 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 lead- ership and organisational commitment in two companies.

Mots clés: Bayes factor; direct and indirect effects; g−priors; interaction; linear model; model selection; structural equation; testing procedure

Domaines: Statistiques [math.ST]

Jean-Michel Galharret, Anne Philippe. Bayesian analysis for mediation and moderation using g−priors. 2021. ⟨hal-03104707v2⟩