Mediation: Background and Basics - UGent · IIa. Power of the Total Effect vs. the Indirect Effect...
Transcript of Mediation: Background and Basics - UGent · IIa. Power of the Total Effect vs. the Indirect Effect...
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Mediation:
Background and Basics David A. Kenny
davidakenny.net
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Overview
Background and Early History
Steps
Indirect Effect
Broadening Mediation Analysis
Taking Assumptions Seriously
My Current Work
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Background
and Early History
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Interest in Mediation
• Mentions of “mediation” or
“mediator” in psychology abstracts:
– 1980: 36
– 1990: 122
– 2000: 339
– 2010: 1,198
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Why All the Interest in
Mediation?
• Fundamental reason: Mediation is one way
to answer the question of “How?”
• Understand the mechanism is critically
important:
– theoretical concerns
– cost and efficiency concerns
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Other Reasons
• Often the key part of a causal model is the
mediational piece.
– Tests of a causal model are either due to
mediation or due to spuriousness.
– Mediation is much more theoretically interesting
than spuriousness.
• Understand why the intervention did not
work
• Find more proximal endpoints
• Tests of mediation relatively powerful
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Early History of Mediation
• Sewall Wright
• Ronald Fisher
• Herbert Hyman
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Sewall Wright
Wright, S. (1934). The method of path coefficients. The
Annals of Mathematical Statistics, 5, 161-215.
p. 179: “The term P(BL) = -.51 can be interpreted as
measuring the influence of size of litter on birth weight
in all other ways than through gestation period .”
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Ronald Fisher
• Analysis of covariance for mediational analysis
• Design of Experiments, 1st Ed. (1935), p. 169:
“(I)f we are willing to confine our investigation to the
effects on yield, excluding such as how directly or
indirectly from effects brought about by variations in
plant number, then it will appear desirable to introduce
into our comparisons a correction which makes
allowance, at least approximately, for the variations in
yield directly due to variation in plant number itself.”
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Herbert Hyman (and Patricia
Kendall and Paul Lazarsfeld)
• In Survey Design and Analysis
(p. 280), Hyman (1955)
suggested three steps to
determine mediation (M type
elaboration).
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The Beginning Model
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The Mediational Model
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The Four Paths
• X Y: path c
• X M: path a
• M Y (controlling for X): path b
• X Y (controlling for M): path c′
(standardized or unstandardized)
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Steps
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In the 1980s Different
Researchers Proposed a Series
of Steps to Test Mediation
• Judd & Kenny (1981)
• James & Brett (1984)
• Baron & Kenny (1986)
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Steps
• Step 1: X Y (test path c)
• Step 2: X M (test path a)
• Step 3: M (and X) Y (test path b)
• Step 4: X (and M) Y (test path c′)
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Differences in the
Three Approaches
• James & Brett estimate Step 3 without
controlling for X (implicitly assuming
complete mediation) whereas both
Judd & Kenny and Baron & Kenny
control for X.
• Judd & Kenny require all four steps
whereas Baron & Kenny do not
require Step 4.
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Hyman Steps
Test c
Test a
Show that c′ is less than c
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Steps Incredibly Popular
with Practitioners
• Suggested a straightforward way of testing
mediation using a widely available
estimating method.
• Very often lead to a successful result: Some
sort of mediation was indicated.
• Very widely adopted and eventually the
expectation was for some sort of
mediational analysis.
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Dissatisfaction with the Steps
Approach among Methodologists
• Step 4 not even required in Baron and
Kenny.
• Step 1 often failed to be satisfied and some
argued was unnecessary.
• Meeting all the steps has low power.
• Steps 2 and 3 are essential. Thus, paths a
and b were key. But how can those two
effects be combined?
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Indirect Effect
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Decomposition vs. Steps
Total Effect = Direct Effect + Indirect Effect
c = c′ + ab
Note that
ab = c - c′
This equality exactly holds for multiple regression, but not necessarily for other estimation methods.
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How to Measure
Mediation?
Indirect Effect = ab
Ok, if the indirect effect is how we measure mediation, how can we statistically test whether we have any mediation?
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Strategies to Test ab = 0
• Sobel Test
• Distribution of the Product
• Monte Carlo Confidence
Interval
• Bootstrapping
• Joint Significance of a & b
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Broadening
Mediational
Analysis
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Extensions More variables
Multiple X, M, and Y variables
Longer chains: X M1 M2 Y
Latent variables
Allowing for unreliability in X, M, and Y
Mediation with Moderation
Multilevel Mediation
Level of Measurement of M and Y
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Taking
Assumptions
Seriously
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Worries about Causal
Assumptions • Mediation analysis as causal analysis.
• The “Steps” papers did emphasize enough the
causal assumptions underlying mediational
analysis.
• Practitioners hardly ever discuss the causal
assumptions.
• Early critics of mediational analysis argued
that assumptions were hardly ever justified.
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Responses • Several groups of researchers have
developed a rationale for the causality
of mediation.
• Researchers have broadened the
definition of the indirect effect to
allow for nonlinearities.
• More focus on what to do about
confounders or omitted variables.
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Causal Assumptions • Perfect Reliability
– for M and X
• No Reverse Causal Effects
– Y may not cause M
– M and Y not cause X
• No Omitted Variables (Confounders)
– all common causes of M and Y, X and M, and X and Y measured and controlled
(Guaranteed if X is manipulated.)
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Basic Mediational Causal Model
XY
M
a
c'
b
U1
1
U2
1
Note that U1 and U2 are
theoretical variables and not
“errors” from a regression
equation.
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Mediation: The Full
Model
U
Y
V
M
TrueM
1
EM
1
1
X
True
a
X
EX
1
1 W
1
c'
1
b
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Mediation: The Full
Model – X Manipulated
U
Y
V
M
True
b
M 1EM
1
11
X
a
c'
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Omitted Variables
(or L Confounders)
XY
M
a
c'
b
U1
1
U2
1
Omitted
Variable
e
f
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Partial Solutions • Design of research
– Timing of measurement
– Number of measurements
– Baseline measurements
• Statistical methods
– Instrumental variable estimation
– Inverse propensity weighting
• Single experiment approach
• Two experiment approach
• Sensitivity analyses
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My Current
Work (very briefly)
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Projects
• DataToText
• Power Considerations in
Mediational Analysis
• Longitudinal Effects in
Interventions
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I. DataToText
• Macro developed to provide text,
tables, and figures of a simple
mediational analysis.
– SPSS version: MedText
http://davidakenny.net/dtt/mediate.htm
– R version: MedTextR
http://davidakenny.net/dtt/mediateR.htm
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Advantages of DataToText
• Does the analyses that should be done,
but often are not, e.g., tests for outliers
and nonlinearity.
• MedTextR issues up to 20 different
warnings.
• Produces a 3 page text describing the
results.
• Surprisingly “intelligent”
• Graphics 39
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IIa. Power of the Total Effect
vs. the Indirect Effect • Work with C. Judd
• Note that if there were complete
mediation (cʹ = 0), both the total and
indirect effect equal ab.
• However, the power of the test of the
indirect effect is much greater,
sometimes (when both a and b have
small effect sizes) 50 times more
powerful than the test of the total effect! 41
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IIb. Power of the Direct
Effect vs. the Indirect Effect • A key question in mediational
analyses is the relative size of these
two effects.
• Generally there is much more power
for the test of the indirect effect.
• The major exception to this rule
occurs for distal mediators (small a &
large b) and a large indirect effect
(standardized ab greater than .25). 42
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III. An Alternative Model for
Longitudinal Mediation
• Focus when X is an intervention
• Two key features
– Decay parameters
– No “autoregressive” paths for M or
Y
• Eaton et al. (in press) in AIDS Care
• Calsyn et al. (in preparation)
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The path from T to B weakens over time.
Eaton et al.
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No path from B1 to B2 and from B2 to
B3; errors correlated (not drawn).
Eaton et al.
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Conclusion • Mediational analyses are very
popular because they help researchers answer the questions that they want answered.
• Quantitative mediation researchers need to make sure their work is consumer-oriented.
• Hopefully, mediational analysis will remain an interdisciplinary effort.