PROCESS for SPSS and SAS

Twitter: #processmacro

PROCESS is described and documented in Introduction to Mediation, Moderation,
and Conditional Process Analysis. It uses an ordinary least squares or logistic
regression-based path analytical framework for estimating direct and indirect
effects in simple and multiple mediator models, two and three way interactions in
moderation models along with simple slopes and regions of significance for probing
interactions, conditional indirect effects in moderated mediation models with a
single or multiple mediators and moderators, and indirect effects of interactions in
mediated moderation models also with a single or multiple mediators. Bootstrap
methods are implemented for inference about indirect effects in both unmoderated
as well as moderated mediation models. PROCESS extends what my existing macros
(SOBEL, INDIRECT, MODMED, MODPROBE, and MEDTHREE) can do by vastly
expanding the number and complexity of models that can be estimated and pieced
together in the form of a conditional process model. It also has the ability to
estimate moderated mediation models with multiple mediators, multiple
moderators of individual paths, interactive effects of moderators on individual
paths, and models with dichotomous outcomes.

























(15) I have more than one IV and I would like to include them in my mediation
model simultaneously. Is this possible? And what if I have multiple DVs?

Yes, it is possible using INDIRECT or PROCESS. If you have k IVs, run INDIRECT or
PROCESS k times, each time with one of the IVs as the IV and the others as
covariates. You will not get a single estimate or test of the total indirect effect across
all IVs, but you will get estimates and tests for each IV. This feature of INDIRECT is
documented in the last paragraph of Preacher and Hayes (2008) and for PROCESS in
Chapter 6 of Hayes (2013) . With multiple DVs, there really is no advantage to
trying to estimate the direct and indirect effects simultaneously. Just run the macro
once for each DV. You will get essentially the same results as you would had you
estimated the effects for each DV simultaneously as a structural equation
model. See Chapter 6 of Hayes (2013).

MEDIATE, while designed primarily for modeling the effect of a multicategorical
causal agent, can also be used for estimating indirect effects in models with multiple
IVs.

Models with multiple IVs or DVs are discussed in Section 6.4 of Hayes (2013).





(20) I have evidence that one of the paths in my simple mediation model is not
linear. Can I use your mediation macros anyway?

If you have reason to believe that one of the paths is nonlinear (e.g., exponential,
quadratic), whether you should use a model that assumes linearity will depend on
how comfortable you are with misspecifying the nature of the association by making
the simplifying assumption of linearity. I recently published a paper with Kris
Preacher on the computation of indirect effects in models with nonlinear paths:
Hayes, A. F., & Preacher, K. J. (2010). Quantifying and testing indirect effects in
simple mediation models when the constituent paths are nonlinear. Multivariate
Behavioral Research, 45, 627-660. You can find the macro discussed in this paper
here.

(21) I find the results from your macros produce results for the individual paths
differ from what I get in SPSS and/or SASs regression procedure. There must be
something wrong with your macros.

No, there is nothing wrong with my macros. The coefficients and tests of
significance you get from my procedures will be exactly the same as what you get
from SPSS and SAS's regression procedures when you analyze exactly the same
data. Much of the time, discrepancies are the result of users not acknowledging
missing data. The macros use listwise deletion based on all variables in the
model. So, for example, if some cases are missing data on Y, it will throw all those
cases out of the analysis estimating the effect of X on M, even if those cases are
complete on X and M. And cases missing on M will be thrown of the computation of
the total effect of X on Y even though M is not relevant to the estimation of the total
effect. This is standard practice in the estimation of models such as these. Indeed,
one could argue that it would be inappropriate to piece together a causal model
using tests of significance when the analyses for different paths are based on
different subsets of the data. You can determine whether missing data is producing
the discrepancies by comparing the sample sizes in your regression analysis versus
what the macro is using.

Another source of discrepancy is your decision to use the HC3 standard error
esitmator in PROCESS. This is an option and not the default. PROCESS for SPSS can
produce heteroscedasticity-consistent standard error estimators for all regression
coefficients when you ask for them. This will produce discrepancies in standard
errors produced by PROCESS relative to what SPSS and SAS's regression procedure
generates, as it should. For a discussion of the HC3 estimator, see Hayes and Cai
(2007, Behavior Research Methods).

Be careful about doing operations on your data manually such as standardizing or
mean centering when you have missing data on other variables in the model. This
can produce a situation in which the data set the macro is analyzing after listwise
deletion of variables in the model is different than the data set that you used when
you conducted those operations manually.

(22) Some of the regression coefficients in the output are larger than 1. How is this
possible? There must be something wrong with your macros.

There is nothing wrong with the macros. My SPSS and SAS procedures produce
regression or path coefficients in unstandardized form. The scale of unstandardized
coefficients is determined by the scale of measurement of the variables in the
model. As often as not, the coefficients will be greater than 1 in absolute
value. This question typically is asked by people who think the output displays
standardized coefficients. But even standardized coefficients can be greater than
1. See http://epm.sagepub.com/content/38/4/873.abstract. Unstandardized
coefficients are the preferred metric in causal modeling. I strongly discourage the
use and reporting of standardized predictors when the independent variable is
dichotomous.


(23) My advisor tells me I should use the Baron and Kenny strategy for assessing
mediation. But my reading of the literature tells me this isnt recommended these
days. What should I do?

You have counted on your advisor for guidance and support. Now return the
favor. All but the most stubborn of advisors are open to new ideas, and many are
too busy or just dont care enough to stay informed on recent developments. Give
him or her a copy of the relevant literature or a copy of my book and make your
case. Try my Beyond Baron and Kenny paper for a start (Communication
Monographs, 2009, vol 76, p. 408-420). [PDF]

(25) "In my mediation analysis examining the direct and indirect effects of X on Y
through M, the path from X to M is not statistically significant. Does this mean there
is no way that M could mediate the relationship between X and Y. According to
Baron and Kenny (1986), it cannot. Should I bother estimating the indirect effect in
this case?"

These days, we don't rely on statistical significance criteria for the individual paths
in a mediation model in order to assess whether M functions as a mediator. The
pattern of significance or nonsignificance for individual paths in a mediation model
is not pertinent to whether the indirect effect is significant. You absolutely should
estimate the indirect effect. See Hayes (2009) for a brief discussion [PDF], or
Chapter 6 of Hayes (2013).

(30). "How can I tell whether I can claim full or partial mediation from the output of
one of your mediation macros?"

These are based on the relative size and significance of the total and direct
effect. All this information is in the output. "Full" or "Complete" and "Partial"
mediation are outdated, 20th century concepts that have no place in 21st century
mediation analysis. I recommend you avoid the use of these terms, and don't
attempt to interpret your analysis based on the relative size and significance of the
total and direct effects. For a discussion, see section 6.1 in Hayes (2013).


(36) "Is there a way of getting SPSS to load your macros automatically so I don't
have to each time I want to use them"?

You have two decent options. One is to produce a script that will automatically load
and execute each time you open SPSS. Once you have done this, you don't have to
think about ever executing the macro yourself. Eventually I will produce a document
for how to do this. In the mean time, see here.

The second option is to save the macro to a particular location and then call it with
an INSERT statement at the top of your SPSS program, before you use the
macro. For example, in Windows, perhaps you have the PROCESS macro saved on
your computer in location c:\process\process.sps. At the top of your SPSS program,
add INSERT FILE = 'c:\process\process.sps'.
When you do so, SPSS will first look for PROCESS in this location and execute it
before it executes anything else in your program.





(40) What is the "index of moderated mediation" that PROCESS produces for some
models?

For a discussion of the index of moderated mediation, see Hayes, A. F. (2014). An
index and test of linear moderated mediation. Multivariate Behavioral Research
[PDF]. Also see the addendum to the documentation for PROCESS on the web page
for Hayes, A. F. (2013). Introduction to mediation, moderation, and conditional
process analysis. New York: The Guilford Press.

(41) Do you have any examples of how to report the results of the analyses you
advocate in your articles?

I discuss writing about moderation, mediation, and conditional process analysis in
Chapters 6, 9, and 12 in Hayes (2013).


Learn about mediation and moderation analysis using PROCESS by taking my
introductory course offered by Statistical Horizons, July 13-17, 2015 in
Philadelphia. I will also be teaching a Statistical Horizons course in
Philadelphia dedicated to moderation analysis entitled "Interactions in Linear
Regression Analysis", March 20-21, 2015. Check back here later for
information.