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Improved Tests for Mediation

Grant Hillier, Kees Jan van Garderen, Noud van Giersbergen

arXiv 4 Mar 2024 · Econometrics

arXiv:2403.02144 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Testing for a mediation effect is important in many disciplines, but is made difficult - even asymptotically - by the influence of nuisance parameters. Classical tests such as likelihood ratio (LR) and Wald (Sobel) tests have very poor power properties in parts of the parameter space, and many attempts have been made to produce improved tests, with limited success. In this paper we show that augmenting the critical region of the LR test can produce a test with much improved behavior everywhere. In fact, we first show that there exists a test of this type that is (asymptotically) exact for certain test levels $\alpha $, including the common choices $\alpha =.01,.05,.10.$ The critical region of this exact test has some undesirable properties. We go on to show that there is a very simple class of augmented LR critical regions which provides tests that are nearly exact, and avoid the issues inherent in the exact test. We suggest an optimal and coherent member of this class, provide the table needed to implement the test and to report p-values if desired. Simulation confirms validity with non-Gaussian disturbances, under heteroskedasticity, and in a nonlinear (logit) model. A short application of the method to an entrepreneurial attitudes study is included for illustration.

Citation extraction

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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
1Van Garderen, K. J. and N. P. A. Van Giersbergen (2021) A nearly similar powerful test for mediation0.84333100%
2White, H (1980) A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity0.73732100%
3MacKinnon, D. P., C. M. Lockwood, C. H. Brown, W. Wang, and J. M. Ho… (2007) The intermediate endpoint effect in logistic and probit regression0.51121100%
4Vaughan, R. J. and W. N. Venables (1972) Permanent expressions for order statistic densities0.51121100%
5Hayes, A. F (2017) Introduction to mediation, moderation, and conditional process analysis: A regression-based approach0.51121100%
6Aggarwal, S (2019) A survey-cum-tutorial on approximations to Gaussian $Q$ function for symbol error probability analysis over Nakagami-$m$ fading…0.40511100%
7Alwin, D. F. and R. M. Hauser (1975) The decomposition of effects in path analysis0.40511100%
8Baron, R. M. and D. A. Kenny (1986) The moderator–mediator variable distinction in social psychological research: Conceptual, strategic, and statistical considerati…0.40511100%
9Bezanson, J., A. Edelman, S. Karpinski, and V. B. Shah (2017) Julia: A fresh approach to numerical computing0.40511100%
10Cohen, J. D (1988) Noncentral chi-square: Some observations on recurrence0.40511100%

Showing the top 10 of 25 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
1A Nearly Similar Powerful Test for Mediation0.84343
2Inference under First-Order Degeneracy0.40511