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1、Chapter 19On Causal Models and Statistical ModelingThe empirical research most often is aimed at causal understanding. Thus, It focuses on using statistical models to evaluate causal models. A causal model specifies linkages between independent and dependent constructs in a causal chain.Causal Model
2、sRecursive models : Causal inference is assumes to go in only one direction, from the independent to the dependent variable.Endogenous variable : Variable explained by a causal model. Dependent variables are always endogenous.Exogenous variable : Independent variable in a causal model that is not ex
3、plained by the model.See Exhibit 19.1Yearly salary serves as the dependent variable in all models.Independent variables include the following:Years of experience at the organizationJob levelPerformance ratingGenderSet of occupationsTwo variables formed by multiplying independent variables together (
4、1) gender times years of experience (2) job level times years of experienceFour Illustrative ModelsDirect Effect ModelsMediated ModelsModerated ModelsHierarchical ModelsA direct effect refers to a causal relationship between an independent and a dependent variable that is not mediated by some other
5、variable. It is observed after other independent variables are controlled.When there are two or more independent variables in a model, the direct effect of any one independent variable is represented by its partial coefficient. Indirect effect : In a causal model, the influence of an independent var
6、iable that operates through a mediator variable.Total effect : The sum of the direct and indirect effects for any independent variable in mediated models.Salary and job level are endogenous; Only years of experience is exogenous.See Exhibit 19.3Take the partial regression for years of experience fro
7、m Model 3 as its direct effect, $324.19.Estimate the influence of years of experience on job level. To do this, regression job level on years of experience. The equation is job level = .20 + .23 *(years of experience) Estimate the indirect effect of years of experience on salary by multiplying its d
8、irect effect on job level times the direct effect of job level on salary (.23 *$4242.48 = $975.77). A unit change in years of experience in years of experience is expected to increase job level by .23. In turn, a .23 increase in job level is expected to increase salary by $975.77.The total effect of
9、 years of experience on salary is the sum of the direct and indirect effect ($975.77+ $324.19= $1299.96). Except for rounding error, this total effect equals the simple regression coefficient in Model 1 when salary is regressed just on years of experience.Gender moderates the relationship between ye
10、ars of experience and salary.See Exhibit 19.6The direct effect of gender is $2742.80. Given the dummy coding of gender (male=1), the results indicate a $2742.80 advantage for men, controlling for years of experience; this is not statistically significant.Moderated RegressionModerated regression : Re
11、gression procedure in which an independent variable is created to capture the nonlinear effects of a moderator variable. A moderated regression accounts for the contingent relationship brought about by a moderator variable.Given the way the moderator variable was formed, the partial regression coeff
12、icient means males obtain $1248.94 more than females for each additional year of experience. The same result is obtained if you subtract the coefficient on years of experience in the female (Model 2) subgroup from the same coefficient in the male (Model 1) subgroup ($1626.79-$377.84= $1248.95). See
13、Research Highlight 19.4The partial coefficient on years of experience indicates the predicted salary change when gender is equal to zero.The gender coefficient indicates the predicted difference between mens and womens salary at the time of hire (zero years of experience).CenteringThe coefficient fo
14、r years of experience in Model 4 ($375.75) differs from Model 2 ($-176.68) because it indicates the predicted change in salary given a unit change in years of experience for a manager with an average job level.In Model 4 ($4117.68) reflects the predicted change in salary given a unit change in job level for a manager within an average level of years of e
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