I am trying to derive a standard error for standardized indirect effects but am unclear how to find their standard errors using the output below. Is there a way to calculate the SE from the information below?
x <- matrix(c(1, -0.07, -0.23, -0.07, 1, 0.35, -0.23, 0.35, 1), ncol=3)
dimnames(x) <- list( c("y", "m", "x"), c("y", "m", "x") )
indirectEffect(x, n=81, standardized = TRUE )
ind_eff dir_eff ind_var ind_dir_cov dir_var
0.004183934 -0.233958668 0.001647318 -0.001544046 0.012616131
The standardized indirect effect is 0.004183934 while the sampling variance of it is 0.001647318. The SE is the square root of the sampling variance.