Generalized Inference for Mediation Analysis

Mediation analysis has a long history and its use in applied research has been increasing. Studying mediators can help improve our understanding of mechanisms relating independent and dependent variables. The objective of this paper is to compare different methods to construct confidence intervals for the mediation effect for the one-mediator and two-mediator models. For the one-mediator model, we evaluated the generalized pivotal quantity (GPQ) method, the PRODCLIN method, bootstrap methods, the Sobel method, the Goodman method, and the Monte Carlo method. For the two-mediator model, we evaluated a new GPQ method, bootstrap methods, the Sobel method, the Goodman method, and the Monte Carlo method. Simulation studies compared the performance of the methods for sample sizes of 50, 100, and 200. The results of the simulation studies indicated that, for the simple traditional mediation models under consideration, the GPQ method performed well when compared with the other methods. Future work should consider the extension of the GPQ method to causal mediation analysis involving more complex models with multiple mediators.