Disagreement in bootstrapping p-value and confidence interval (SEM)

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Shay Yao

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Dec 11, 2019, 1:04:00 PM12/11/19
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Hi everyone! I'm new to the group. I need some help with my SEM output. Here're my codes:

fit <- lavaan::sem(model = mod_serial_medi, data = data, se = "boot", bootstrap = 10000,likelihood = "Wishart")
summary(fit, fit.measures=TRUE,ci=TRUE,rsquare = TRUE)
sink("all hypo_new model_unbiased covariance 10000 boots.txt")
summary(fit,fit.measures = TRUE,ci=TRUE, rsquare = TRUE)
sink()


And here is the output of one defined parameter (indirect effect of a moderated serial mediation):

                                     Estimate  Std.Err  z-value  P(>|z|) ci.lower ci.upper
       gp_nd_1_mns__0   -0.058    0.039   -1.502    0.133   -0.149   -0.002


As you can see in the output, the p-value indicates the result is nonsignificant but the CI indicates significance. How did this happen? Which result should I report? And how do I fix it in my codes? 


I'd really appreciate if you can help me with this. I tried everything on my own but couldn't figure out why. If you need to see the whole output, let me know. Thank you so much for your help!

Terrence Jorgensen

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Dec 15, 2019, 8:33:37 AM12/15/19
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the p-value indicates the result is nonsignificant but the CI indicates significance. How did this happen?

The p value is calculated assuming a normal sampling distribution.  The CI is based on 2.5 and 97.5 percentiles of the empirical bootstrap distribution.

Which result should I report?

The CI does not require an assumption of normality, which is clearly violated if the CI and p value do not agree.  So the CI is more trustworthy.

Terrence D. Jorgensen
Assistant Professor, Methods and Statistics
Research Institute for Child Development and Education, the University of Amsterdam
 
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