Table A1 Robustness check results... | Emerald Publishing

Table A1

Robustness check results

	Heteroskedasticity-consistent standard errors		Quantile regression (median regression, τ = 0.5)		Bootstrap Standard Errors (1,000 replications)		Robust regression (M-estimator, down-weights outliers)
Variables	Estimate	S.E.	Estimate	S.E.	Estimate	S.E.	Estimate	S.E.
Constant	2.70***	(0.05)	2.24***	(0.07)	2.70***	(0.05)	2.27***	(0.07)
Controls
Log (wordcount)	–0.14***	(0.01)	–0.15***	(0.02)	–0.14***	(0.01)	–0.13***	(0.01)
Positive tone	0.05***	(0.001)	0.07***	(0.003)	0.05***	(0.001)	0.07***	(0.002)
Main effect
Competence	0.0002***	(0.00004)	0.0003***	(0.00009)	0.0002***	(0.00004)	0.0003***	(0.00005)
Interaction
Competence × self-focus	0.00002***	(0.000005)	0.00006**	(0.00002)	0.00002***	(0.000005)	0.00005***	(0.000009)
R²	0.20		–		–		–
Adjusted R²	0.20		–		–		–

	Heteroskedasticity-consistent standard errors		Quantile regression (median regression, τ = 0.5)		Bootstrap Standard Errors (1,000 replications)		Robust regression (M-estimator, down-weights outliers)
Variables	Estimate	S.E.	Estimate	S.E.	Estimate	S.E.	Estimate	S.E.
Constant	2.70***	(0.05)	2.24***	(0.07)	2.70***	(0.05)	2.27***	(0.07)
Controls
Log (wordcount)	–0.14***	(0.01)	–0.15***	(0.02)	–0.14***	(0.01)	–0.13***	(0.01)
Positive tone	0.05***	(0.001)	0.07***	(0.003)	0.05***	(0.001)	0.07***	(0.002)
Main effect
Competence	0.0002***	(0.00004)	0.0003***	(0.00009)	0.0002***	(0.00004)	0.0003***	(0.00005)
Interaction
Competence × self-focus	0.00002***	(0.000005)	0.00006**	(0.00002)	0.00002***	(0.000005)	0.00005***	(0.000009)
R²	0.20		–		–		–
Adjusted R²	0.20		–		–		–

Note(s):

*p < 0.05; **p < 0.01; ***p < 0.001

Source(s): Authors’ own work