A Nearly Similar Powerful Test for Mediation
Bibliographic Data
| ID | 19316231 |
|---|---|
| Authors | Kees Jan van Garderen (0000-0002-9710-7677, Amsterdam School of Economics University of Amsterdam [email protected]), Noud P A van Giersbergen (Amsterdam School of Economics University of Amsterdam [email protected]) |
| Year | 2024 |
| Pages | 1-26 |
| Publication date | 2024-06-14 |
| Open Access | No |
| Type | ARTICLE |
| Venue | The Review of Economics and Statistics (JOURNAL) |
| Journal identifiers | ISSN: 0034-6535 • E-ISSN: 1530-9142 |
| Publisher | MIT Press (PUBLISHER • US) |
| DOI | 10.1162/rest_a_01465 |
| OpenAlex | W4403726611 |
| Language | EN |
| Citations received | 1 |
We derive a new powerful, simple test for mediation. Testing for mediation is empirically important and the no-mediation hypothesis H0:θ1θ2=0 poses a theoretical problem, nonregular at the origin, where standard tests have extremely low rejection probabilities. We prove that a similar test only exists if 1/α∈N. It is unique, but with unfortunate properties. An innovative varying-g method is introduced to derive a nearly similar test, gopt, with power close to the envelope without these undesirable properties, and a second, less similar test, g1.2, with more empirical appeal. Results are illustrated in an educational setting
Econometrics · Mediation · Political science · Test (biology) · Advanced Statistical Modeling Techniques · Conflict Management and Negotiation · Geology · Law · Mathematics · Paleontology
| Citations per year | 1 |
|---|---|
| Citation span | 2026 - 2026 (1) |
| Highly cited | No |