e to zero to test for the significance of each parameter individually, i.e., a 1-df test. The difference between the −2 log-likelihood of the full model (the specific moderation parameter estimated freely) and the −2 log-likelihood of the restricted model (the specific moderation parameter fixed to 0), denoted as χdiff2, is χ2-distributed. Since moderation parameters β a, β c, and β e were zero in these simulated data, we expect the distribution of the χdiff2 as calculated across all 2000 data sets to follow a central χ2(1) distribution. Given an nominal α of .05, we expected 5% of χdiff2 test to be significant, i.e., larger than the critical value of 3.84.
