Monte Carlo Sampling Distribution of Indirect Effect Centrality Over a Specific Time Interval or a Range of Time Intervals

This function generates a Monte Carlo method sampling distribution of the indirect effect centrality at a particular time interval \(\Delta t\) using the first-order stochastic differential equation model drift matrix \(\boldsymbol{\Phi}\).

Usage

MCIndirectCentral(
  phi,
  vcov_phi_vec,
  delta_t,
  R,
  test_phi = TRUE,
  ncores = NULL,
  seed = NULL,
  tol = 0.01
)

Arguments

phi

Numeric matrix. The drift matrix (\(\boldsymbol{\Phi}\)). phi should have row and column names pertaining to the variables in the system.

vcov_phi_vec

Numeric matrix. The sampling variance-covariance matrix of \(\mathrm{vec} \left( \boldsymbol{\Phi} \right)\).

delta_t

Numeric. Time interval (\(\Delta t\)).

R

Positive integer. Number of replications.

test_phi

Logical. If test_phi = TRUE, the function tests the stability of the generated drift matrix \(\boldsymbol{\Phi}\). If the test returns FALSE, the function generates a new drift matrix \(\boldsymbol{\Phi}\) and runs the test recursively until the test returns TRUE.

ncores

Positive integer. Number of cores to use. If ncores = NULL, use a single core. Consider using multiple cores when number of replications R is a large value.

seed

Random seed.

tol

Numeric. Smallest possible time interval to allow.

Value

Returns an object of class ctmedmc which is a list with the following elements:

call

Function call.

args

Function arguments.

fun

Function used ("MCIndirectCentral").

output

A list the length of which is equal to the length of delta_t.

Each element in the output list has the following elements:

est

A vector of indirect effect centrality.

thetahatstar

A matrix of Monte Carlo indirect effect centrality.

Details

See IndirectCentral() for more details.

Monte Carlo Method

Let \(\boldsymbol{\theta}\) be \(\mathrm{vec} \left( \boldsymbol{\Phi} \right)\), that is, the elements of the \(\boldsymbol{\Phi}\) matrix in vector form sorted column-wise. Let \(\hat{\boldsymbol{\theta}}\) be \(\mathrm{vec} \left( \hat{\boldsymbol{\Phi}} \right)\). Based on the asymptotic properties of maximum likelihood estimators, we can assume that estimators are normally distributed around the population parameters. $$ \hat{\boldsymbol{\theta}} \sim \mathcal{N} \left( \boldsymbol{\theta}, \mathbb{V} \left( \hat{\boldsymbol{\theta}} \right) \right) $$ Using this distributional assumption, a sampling distribution of \(\hat{\boldsymbol{\theta}}\) which we refer to as \(\hat{\boldsymbol{\theta}}^{\ast}\) can be generated by replacing the population parameters with sample estimates, that is, $$ \hat{\boldsymbol{\theta}}^{\ast} \sim \mathcal{N} \left( \hat{\boldsymbol{\theta}}, \hat{\mathbb{V}} \left( \hat{\boldsymbol{\theta}} \right) \right) . $$ Let \(\mathbf{g} \left( \hat{\boldsymbol{\theta}} \right)\) be a parameter that is a function of the estimated parameters. A sampling distribution of \(\mathbf{g} \left( \hat{\boldsymbol{\theta}} \right)\) , which we refer to as \(\mathbf{g} \left( \hat{\boldsymbol{\theta}}^{\ast} \right)\) , can be generated by using the simulated estimates to calculate \(\mathbf{g}\). The standard deviations of the simulated estimates are the standard errors. Percentiles corresponding to \(100 \left( 1 - \alpha \right) \%\) are the confidence intervals.

References

Bollen, K. A. (1987). Total, direct, and indirect effects in structural equation models. Sociological Methodology, 17, 37. doi:10.2307/271028

Deboeck, P. R., & Preacher, K. J. (2015). No need to be discrete: A method for continuous time mediation analysis. Structural Equation Modeling: A Multidisciplinary Journal, 23 (1), 61–75. doi:10.1080/10705511.2014.973960

Ryan, O., & Hamaker, E. L. (2021). Time to intervene: A continuous-time approach to network analysis and centrality. Psychometrika, 87 (1), 214–252. doi:10.1007/s11336-021-09767-0

See also

Other Continuous Time Mediation Functions: BootBeta(), BootBetaStd(), BootIndirectCentral(), BootMed(), BootMedStd(), BootTotalCentral(), DeltaBeta(), DeltaBetaStd(), DeltaIndirectCentral(), DeltaMed(), DeltaMedStd(), DeltaTotalCentral(), Direct(), DirectStd(), ExpCov(), ExpMean(), Indirect(), IndirectCentral(), IndirectStd(), MCBeta(), MCBetaStd(), MCMed(), MCMedStd(), MCPhi(), MCPhiSigma(), MCTotalCentral(), Med(), MedStd(), PosteriorBeta(), PosteriorIndirectCentral(), PosteriorMed(), PosteriorTotalCentral(), Total(), TotalCentral(), TotalStd(), Trajectory()

Author

Ivan Jacob Agaloos Pesigan

Examples

set.seed(42)
phi <- matrix(
  data = c(
    -0.357, 0.771, -0.450,
    0.0, -0.511, 0.729,
    0, 0, -0.693
  ),
  nrow = 3
)
colnames(phi) <- rownames(phi) <- c("x", "m", "y")
vcov_phi_vec <- matrix(
  data = c(
    0.00843, 0.00040, -0.00151,
    -0.00600, -0.00033, 0.00110,
    0.00324, 0.00020, -0.00061,
    0.00040, 0.00374, 0.00016,
    -0.00022, -0.00273, -0.00016,
    0.00009, 0.00150, 0.00012,
    -0.00151, 0.00016, 0.00389,
    0.00103, -0.00007, -0.00283,
    -0.00050, 0.00000, 0.00156,
    -0.00600, -0.00022, 0.00103,
    0.00644, 0.00031, -0.00119,
    -0.00374, -0.00021, 0.00070,
    -0.00033, -0.00273, -0.00007,
    0.00031, 0.00287, 0.00013,
    -0.00014, -0.00170, -0.00012,
    0.00110, -0.00016, -0.00283,
    -0.00119, 0.00013, 0.00297,
    0.00063, -0.00004, -0.00177,
    0.00324, 0.00009, -0.00050,
    -0.00374, -0.00014, 0.00063,
    0.00495, 0.00024, -0.00093,
    0.00020, 0.00150, 0.00000,
    -0.00021, -0.00170, -0.00004,
    0.00024, 0.00214, 0.00012,
    -0.00061, 0.00012, 0.00156,
    0.00070, -0.00012, -0.00177,
    -0.00093, 0.00012, 0.00223
  ),
  nrow = 9
)

# Specific time interval ----------------------------------------------------
MCIndirectCentral(
  phi = phi,
  vcov_phi_vec = vcov_phi_vec,
  delta_t = 1,
  R = 100L # use a large value for R in actual research
)
#> 
#> Indirect Effect Centrality
#> 
#> $`1`
#>   interval    est     se   R    2.5%  97.5%
#> x        1 0.0000 0.0203 100 -0.0444 0.0410
#> m        1 0.1674 0.0188 100  0.1305 0.1977
#> y        1 0.0000 0.0147 100 -0.0284 0.0314
#> 

# Range of time intervals ---------------------------------------------------
mc <- MCIndirectCentral(
  phi = phi,
  vcov_phi_vec = vcov_phi_vec,
  delta_t = 1:5,
  R = 100L # use a large value for R in actual research
)
plot(mc)




# Methods -------------------------------------------------------------------
# MCIndirectCentral has a number of methods including
# print, summary, confint, and plot
print(mc)
#> 
#> Indirect Effect Centrality
#> 
#> $`1`
#>   interval    est     se   R    2.5%  97.5%
#> x        1 0.0000 0.0170 100 -0.0295 0.0308
#> m        1 0.1674 0.0180 100  0.1303 0.1963
#> y        1 0.0000 0.0118 100 -0.0230 0.0202
#> 
#> $`2`
#>   interval    est     se   R    2.5%  97.5%
#> x        2 0.0000 0.0336 100 -0.0634 0.0634
#> m        2 0.4008 0.0469 100  0.3220 0.4827
#> y        2 0.0000 0.0278 100 -0.0514 0.0505
#> 
#> $`3`
#>   interval    est     se   R    2.5%  97.5%
#> x        3 0.0000 0.0419 100 -0.0840 0.0831
#> m        3 0.5423 0.0720 100  0.4312 0.6818
#> y        3 0.0000 0.0437 100 -0.0825 0.0803
#> 
#> $`4`
#>   interval    est     se   R    2.5%  97.5%
#> x        4 0.0000 0.0478 100 -0.0883 0.0984
#> m        4 0.5823 0.0886 100  0.4541 0.7423
#> y        4 0.0000 0.0600 100 -0.1076 0.1108
#> 
#> $`5`
#>   interval    est     se   R    2.5%  97.5%
#> x        5 0.0000 0.0530 100 -0.0973 0.1178
#> m        5 0.5521 0.0962 100  0.4252 0.7513
#> y        5 0.0000 0.0752 100 -0.1344 0.1433
#> 
summary(mc)
#>    variable interval           est         se   R        2.5%      97.5%
#> 1         x        1  0.000000e+00 0.01702750 100 -0.02946115 0.03078001
#> 2         m        1  1.674155e-01 0.01800778 100  0.13031839 0.19627655
#> 3         y        1  0.000000e+00 0.01178016 100 -0.02303384 0.02016918
#> 4         x        2  0.000000e+00 0.03357564 100 -0.06341286 0.06338823
#> 5         m        2  4.008043e-01 0.04693412 100  0.32201871 0.48272977
#> 6         y        2  0.000000e+00 0.02783521 100 -0.05143210 0.05046176
#> 7         x        3  0.000000e+00 0.04188272 100 -0.08401670 0.08306488
#> 8         m        3  5.422564e-01 0.07203112 100  0.43118030 0.68179332
#> 9         y        3 -3.330669e-16 0.04365485 100 -0.08247399 0.08026091
#> 10        x        4  0.000000e+00 0.04777883 100 -0.08825453 0.09838660
#> 11        m        4  5.823179e-01 0.08862058 100  0.45405261 0.74231732
#> 12        y        4  0.000000e+00 0.05995403 100 -0.10764967 0.11081483
#> 13        x        5  0.000000e+00 0.05297871 100 -0.09725421 0.11782926
#> 14        m        5  5.520985e-01 0.09617044 100  0.42524627 0.75130033
#> 15        y        5  0.000000e+00 0.07516320 100 -0.13443815 0.14325074
confint(mc, level = 0.95)
#>    variable interval       2.5 %     97.5 %
#> 1         x        1 -0.02946115 0.03078001
#> 2         m        1  0.13031839 0.19627655
#> 3         y        1 -0.02303384 0.02016918
#> 4         x        2 -0.06341286 0.06338823
#> 5         m        2  0.32201871 0.48272977
#> 6         y        2 -0.05143210 0.05046176
#> 7         x        3 -0.08401670 0.08306488
#> 8         m        3  0.43118030 0.68179332
#> 9         y        3 -0.08247399 0.08026091
#> 10        x        4 -0.08825453 0.09838660
#> 11        m        4  0.45405261 0.74231732
#> 12        y        4 -0.10764967 0.11081483
#> 13        x        5 -0.09725421 0.11782926
#> 14        m        5  0.42524627 0.75130033
#> 15        y        5 -0.13443815 0.14325074
plot(mc)