Total-effect Test May Erroneously Reject So-called "Full" or "Complete" Mediation

TL;DR

This paper demonstrates that the traditional total-effect test can mistakenly reject indirect-only mediation, challenging established practices and proposing a more comprehensive process-and-product analysis approach.

Contribution

It provides mathematical proof and simulations showing the limitations of the total-effect test for indirect-only mediation and introduces PAPA as a better alternative.

Findings

Total-effect test can erroneously reject indirect-only mediation

Simulation confirms mathematical proofs across different tests

Real-data examples illustrate the mathematical conclusions

Abstract

The procedure for establishing mediation, i.e., determining that an independent variable X affects a dependent variable Y through some mediator M, has been under debate. The classic causal steps require that a "total effect" be significant, now also known as statistically acknowledged. It has been shown that the total-effect test can erroneously reject competitive mediation and is superfluous for establishing complementary mediation. Little is known about the last type, indirect-only mediation, aka "full" or "complete" mediation, in which the indirect (ab) path passes the statistical partition test while the direct-and-remainder (d) path fails. This study 1) provides proof that the total-effect test can erroneously reject indirect-only mediation, including both sub-types, assuming least square estimation (LSE) F-test or Sobel test; 2) provides a simulation to duplicate the mathematical proofs and extend the conclusion to LAD-Z test; 3) provides two real-data examples, one for each sub-type, to illustrate the mathematical conclusion; 4) in view of the mathematical findings, proposes to revisit concepts, theories, and techniques of mediation analysis and other causal dissection analyses, and showcase a more comprehensive alternative, process-and-product analysis (PAPA).