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A Nearly Similar Powerful Test for Mediation

Kees Jan van Garderen, Noud van Giersbergen

arXiv 21 Dec 2020 · Econometrics · publishedThe Review of Economics and Statistics (2024) · 4 citations (OpenAlex)

arXiv:2012.11342 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper derives a new powerful test for mediation that is easy to use. Testing for mediation is empirically very important in psychology, sociology, medicine, economics and business, generating over 100,000 citations to a single key paper. The no-mediation hypothesis $H_{0}:\theta_{1}\theta _{2}=0$ also poses a theoretically interesting statistical problem since it defines a manifold that is non-regular in the origin where rejection probabilities of standard tests are extremely low. We prove that a similar test for mediation only exists if the size is the reciprocal of an integer. It is unique, but has objectionable properties. We propose a new test that is nearly similar with power close to the envelope without these abject properties and is easy to use in practice. Construction uses the general varying $g$-method that we propose. We illustrate the results in an educational setting with gender role beliefs and in a trade union sentiment application.

Citation extraction

42
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64
in-text mentions
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distinct cited
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appendix boundary found by appendix_command · 69% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Perlman, M. D. and L. Wu (1999) The emperor's new tests1.00053100%
2Alan, S., S. Ertac, and I. Mumcu (2018) Gender stereotypes in the classroom and effects on achievement0.87472100%
3Hillier, G. H., K. J. Van Garderen, and N. P. A. Van Giersbergen (2021) Improved tests for mediation self0.8434375%
4MacKinnon, D. P., C. M. Lockwood, J. M. Hoffman, S. G. West, and V.… (2002) A comparison of methods to test mediation and other intervening variable effects0.81142100%
5Lehmann, E. L. and J. P. Romano (2005) Testing statistical hypotheses\/ (3 ed.)0.64422100%
6Sobel, M. E (1982) Asymptotic confidence intervals for indirect effects in structural equation models0.64422100%
7Bezanson, J., A. Edelman, S. Karpinski, and V. B. Shah (2017) Julia: A fresh approach to numerical computing0.5112250%
8Vaughan, R. J. and W. N. Venables (1972) Permanent expressions for order statistic densities0.5112250%
9Dufour, J.-M., E. Renault, and V. Zinde-Walsh (2017) Wald tests when restrictions are locally singular0.51121100%
10Van Garderen, K. J (1997) Curved exponential models in econometrics0.4052150%

Showing the top 10 of 42 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Inference under First-Order Degeneracy1.00084
2Improved Tests for Mediation0.84333
3Testing Sign Congruence Between Two Parameters0.40511
4Moderating the Mediation Bootstrap for Causal Inference0.40511