Does shyness have the properties of a personality trait and lead to depression, or does depression lead to shyness? Are both manifestations of some deeper personality traits? Where does attributional style, in the sense of dysfunctional cognitions, fit in?
In their 1994 study, Alfano et al. hypothesized that attributional style is a mediating variable–"the differences in depression between shy and non-shy subjects would be due to differences in their attributional style" (p. 290). They subsequently measured shyness, attributional style (two measures: negative cognitive achievement and negative interpersonal achievement), and depression (two measures) with standardized instruments in a sample of 251 college students. They then applied analyses of variance and covariance to the data to test their hypothesis that attributional style mediates between shyness and depression (as opposed to depression mediating between shyness and attributional style).
Having confirmed that their shy participants were more depressed and more negative than their non-shy counterparts, Alfano et al. (1994) tested their hypothesis in two stages, first by eliminating the effect of attributional style on depression and second by eliminating the effect of depression on attributional style. With the effect of attributional style statistically controlled, the differences between the shy and non-shy groups in depression became nonsignificant. However, with the effect of depression statistically controlled, the differences in attributional style between the shy and the non-shy groups still remained. On the basis of this evidence, Alfano et al. concluded that their hypothesis that attributional style mediates the effects of shyness on depression was supported, albeit weakly.
In discussing their results, Alfano et al. (1994) drew attention to some of the limitations of their study. In particular, they reminded us that the .temporality of relationships among variables cannot be determined with confidence from cross-sectional data. longitudinal data are needed. .