bruceR (version 0.7.2)

PROCESS: PROCESS for mediation and/or moderation analyses.

Description

To perform mediation, moderation, and conditional process (moderated mediation) analyses, people may use software like Mplus, SPSS "PROCESS" macro, and SPSS "MLmed" macro. Some R packages can also perform such analyses separately and in a complex way, including R package "mediation", R package "interactions", and R package "lavaan". Some other R packages or scripts/modules have been further developed to improve the convenience, including jamovi module "jAMM" (by Marcello Gallucci, based on the lavaan package), R package "processR" (by Keon-Woong Moon, not official, also based on the lavaan package), and R script file "process.R" (the official PROCESS R code by Andrew F. Hayes, but it is not yet an R package and has some bugs and limitations).

Here, the bruceR::PROCESS() function provides an alternative to performing mediation/moderation analyses in R. This function supports a total of 24 kinds of SPSS PROCESS models (Hayes, 2018) and also supports multilevel mediation/moderation analyses. Overall, it supports the most frequently used types of mediation, moderation, moderated moderation (3-way interaction), and moderated mediation (conditional indirect effect) analyses for (generalized) linear or linear mixed models.

Specifically, the bruceR::PROCESS() function first builds regression models according to the data, variable names, and a few other parameters that users input (with no need to specify the PROCESS model number and no need to manually mean-center the variables). The function can automatically judge the model number/type and also automatically conduct mean-centering before model building.

Then, it uses:

1. the interactions::sim_slopes() function to estimate simple slopes (and conditional direct effects) in moderation, moderated moderation, and moderated mediation models (PROCESS Models 1, 2, 3, 5, 7, 8, 9, 10, 11, 12, 14, 15, 16, 17, 18, 19, 58, 59, 72, 73, 75, 76).

2. the mediation::mediate() function to estimate (conditional) indirect effects in (moderated) mediation models (PROCESS Models 4, 5, 7, 8, 9, 10, 11, 12, 14, 15, 16, 17, 18, 19, 58, 59, 72, 73, 75, 76).

3. the lavaan::sem() function to perform serial multiple mediation analysis (PROCESS Model 6).

If you use this function in your research and report its results in your paper, please cite not only bruceR but also the other R packages it uses internally (mediation, interactions, and/or lavaan).

Two parts of results are printed: (1) regression model summary (using bruceR::model_summary() to summarize the models) and (2) mediation/moderation effect estimates (using one or a combination of the above packages and functions to estimate the effects). To organize the Part 2 output, the results of Simple Slopes are titled in green, whereas the results of Indirect Path are titled in blue.

Disclaimer: Although this function is named after PROCESS, Andrew F. Hayes has no role in its design, and its development is independent from the official SPSS PROCESS macro and "process.R" script. Any error or limitation should be attributed to the three R packages/functions that bruceR::PROCESS() uses internally. Moreover, as mediation analyses include random processes (i.e., bootstrap resampling or Monte Carlo simulation), the results of mediation analyses are unlikely to be exactly the same across different software (even if you set the same random seed in different software).

Usage

PROCESS(
  data,
  y = "",
  x = "",
  meds = c(),
  mods = c(),
  covs = c(),
  clusters = c(),
  hlm.re.m = "",
  hlm.re.y = "",
  hlm.type = c("1-1-1", "2-1-1", "2-2-1"),
  med.type = c("parallel", "serial"),
  mod.type = c("2-way", "3-way"),
  mod.path = c("x-y", "x-m", "m-y", "all"),
  cov.path = c("y", "m", "both"),
  mod1.val = NULL,
  mod2.val = NULL,
  ci = c("boot", "bc.boot", "bca.boot", "mcmc"),
  nsim = 100,
  seed = NULL,
  std = FALSE,
  digits = 3,
  nsmall = digits,
  file = NULL
)

Arguments

data

Data frame.

y, x

Variable name of outcome (Y) and predictor (X).

It supports both continuous (numeric) and dichotomous (factor) variables.

meds

Variable name(s) of mediator(s) (M). Use c() to combine multiple mediators.

It supports both continuous (numeric) and dichotomous (factor) variables.

It allows an infinite number of mediators in parallel or 2~4 mediators in serial.

* Order matters when med.type="serial" (PROCESS Model 6: serial mediation).

mods

Variable name(s) of 0~2 moderator(s) (W). Use c() to combine multiple moderators.

It supports all types of variables: continuous (numeric), dichotomous (factor), and multicategorical (factor).

* Order matters when mod.type="3-way" (PROCESS Models 3, 5.3, 11, 12, 18, 19, 72, and 73).

** Do not set this parameter when med.type="serial" (PROCESS Model 6).

covs

Variable name(s) of covariate(s) (i.e., control variables). Use c() to combine multiple covariates. It supports all types of (and an infinite number of) variables.

clusters

HLM (multilevel) level-2 cluster(s): e.g., "School_ID" or c("Sub", "Item").

hlm.re.m, hlm.re.y

HLM (multilevel) random effect term of M model and Y model. By default, it converts clusters to lme4 syntax of random intercepts: e.g., "(1 | School_ID)" or "(1 | Sub) + (1 | Item)". You can set these parameters to include more complex terms (e.g., random slopes). In most cases, no need to set these parameters.

hlm.type

HLM (multilevel) mediation type (levels of "X-M-Y"): "1-1-1" (default), "2-1-1" (indeed the same as "1-1-1" in a mixed model), or "2-2-1" (currently not fully supported, as limited by the mediation package). In most cases, no need to set this parameter.

med.type

Type of mediator: "parallel" (default) or "serial" (only relevant to PROCESS Model 6). Partial matches of "p" or "s" also work. In most cases, no need to set this parameter.

mod.type

Type of moderator: "2-way" (default) or "3-way" (relevant to PROCESS Models 3, 5.3, 11, 12, 18, 19, 72, and 73). Partial matches of "2" or "3" also work.

mod.path

Which path(s) do the moderator(s) influence? "x-y", "x-m", "m-y", or any combination of them (use c() to combine), or "all" (i.e., all of them). No default value.

cov.path

Which path(s) do the control variable(s) influence? "y", "m", or "both" (default).

mod1.val, mod2.val

By default (NULL), it uses Mean +/- SD of a continuous moderator (numeric) or all levels of a dichotomous/multicategorical moderator (factor) to perform simple slope analyses and/or conditional mediation analyses. You may manually specify a vector of certain values: e.g., mod1.val=c(1, 3, 5) or mod1.val=c("A", "B", "C").

ci

Method for estimating the standard error (SE) and 95% confidence interval (CI) of indirect effect(s). Default is "boot" for (generalized) linear models or "mcmc" for (generalized) linear mixed models (i.e., multilevel models).

"boot"

Percentile Bootstrap

"bc.boot"

Bias-Corrected Percentile Bootstrap

"bca.boot"

Bias-Corrected and Accelerated (BCa) Percentile Bootstrap

"mcmc"

Markov Chain Monte Carlo (Quasi-Bayesian)

* Note that these methods never apply to the estimates of simple slopes. You should not report the 95% CIs of simple slopes as Bootstrap or Monte Carlo CIs, because they are just standard CIs without any resampling method.

nsim

Number of simulation samples (bootstrap resampling or Monte Carlo simulation) for estimating SE and 95% CI. Default is 100 for running examples faster. In formal analyses, however, nsim=1000 (or larger) is strongly suggested!

seed

Random seed for obtaining reproducible results. Default is NULL. You may set to any number you prefer (e.g., seed=5201314, just an uncountable number).

* Note that all mediation models include random processes (i.e., bootstrap resampling or Monte Carlo simulation). To get exactly the same results between runs, you have to set a random seed. However, even if you set the same seed number, it is unlikely to get exactly the same results across different R packages (e.g., lavaan vs. mediation) and software (e.g., SPSS, Mplus, R, jamovi).

std

Standardized coefficients? Default is FALSE. If TRUE, it will standardize all numeric (continuous) variables before building regression models. However, it is not suggested to set std=TRUE for generalized linear (mixed) models.

digits, nsmall

Number of decimal places of output. Default is 3.

file

File name of MS Word (.doc). Currently, only regression model summary can be saved.

Value

Invisibly return a list of results:

process.id

PROCESS model number.

process.type

PROCESS model type.

model.m

"Mediator" (M) models (a list of multiple models).

model.y

"Outcome" (Y) model.

results

Effect estimates and other results (unnamed list object).

Details

For more details and illustrations, see PROCESS-bruceR-SPSS (PDF and Markdown files).

References

Hayes, A. F. (2018). Introduction to mediation, moderation, and conditional process analysis (second edition): A regression-based approach. Guilford Press.

Yzerbyt, V., Muller, D., Batailler, C., & Judd, C. M. (2018). New recommendations for testing indirect effects in mediational models: The need to report and test component paths. Journal of Personality and Social Psychology, 115(6), 929-943. 10.1037/pspa0000132

See Also

lavaan_summary

model_summary

med_summary

Examples

# NOT RUN {
#### NOTE ####
## In the following examples, I set nsim=100 to save time.
## In formal analyses, nsim=1000 (or larger) is suggested!

#### Demo Data ####
# ?mediation::student
data=mediation::student %>%
  dplyr::select(SCH_ID, free, smorale, pared, income,
                gender, work, attachment, fight, late, score)
names(data)[2:3]=c("SCH_free", "SCH_morale")
names(data)[4:7]=c("parent_edu", "family_inc", "gender", "partjob")
data$gender01=1-data$gender  # 0 = female, 1 = male
# dichotomous X: as.factor()
data$gender=factor(data$gender01, levels=0:1, labels=c("Female", "Male"))
# dichotomous Y: as.factor()
data$pass=as.factor(ifelse(data$score>=50, 1, 0))

#### Descriptive Statistics and Correlation Analyses ####
Freq(data$gender)
Freq(data$pass)
Describe(data)     # file="xxx.doc"
Corr(data[,4:11])  # file="xxx.doc"

#### PROCESS Analyses ####

## Model 1 ##
PROCESS(data, y="score", x="late", mods="gender")  # continuous Y
PROCESS(data, y="pass", x="late", mods="gender")   # dichotomous Y

# (multilevel moderation)
PROCESS(data, y="score", x="late", mods="gender",  # continuous Y (LMM)
        clusters="SCH_ID")
PROCESS(data, y="pass", x="late", mods="gender",   # dichotomous Y (GLMM)
        clusters="SCH_ID")

# (Johnson-Neyman (J-N) interval and plot)
PROCESS(data, y="score", x="gender", mods="late")->P
P$results[[1]]$jn[[1]]       # Johnson-Neyman interval
P$results[[1]]$jn[[1]]$plot  # Johnson-Neyman plot (ggplot object)
GLM_summary(P$model.y)       # detailed results of regression

# (allows multicategorical moderator)
d=airquality
d$Month=as.factor(d$Month)  # moderator: factor with levels "5"~"9"
PROCESS(d, y="Temp", x="Solar.R", mods="Month")

## Model 2 ##
PROCESS(data, y="score", x="late",
        mods=c("gender", "family_inc"),
        mod.type="2-way")  # or omit "mod.type", default is "2-way"

## Model 3 ##
PROCESS(data, y="score", x="late",
        mods=c("gender", "family_inc"),
        mod.type="3-way")
PROCESS(data, y="pass", x="gender",
        mods=c("late", "family_inc"),
        mod1.val=c(1, 3, 5),     # moderator 1: late
        mod2.val=seq(1, 15, 2),  # moderator 2: family_inc
        mod.type="3-way")

## Model 4 ##
PROCESS(data, y="score", x="parent_edu",
        meds="family_inc", covs="gender",
        ci="boot", nsim=100, seed=1)

# (allows an infinite number of multiple mediators in parallel)
PROCESS(data, y="score", x="parent_edu",
        meds=c("family_inc", "late"),
        covs=c("gender", "partjob"),
        ci="boot", nsim=100, seed=1)

# (multilevel mediation)
PROCESS(data, y="score", x="SCH_free",
        meds="late", clusters="SCH_ID",
        ci="mcmc", nsim=100, seed=1)

## Model 6 ##
PROCESS(data, y="score", x="parent_edu",
        meds=c("family_inc", "late"),
        covs=c("gender", "partjob"),
        med.type="serial",
        ci="boot", nsim=100, seed=1)

## Model 8 ##
PROCESS(data, y="score", x="fight",
        meds="late",
        mods="gender",
        mod.path=c("x-m", "x-y"),
        ci="boot", nsim=100, seed=1)

## For more examples and details, see the "note" subfolder at:
## https://github.com/psychbruce/bruceR
# }
# NOT RUN {
# }