The Stata Journal published “Performance simulations for categorical mediation: Analyzing khb estimates of mediation in ordinal regression models” by Keith Smith, Ph.D. student, Michael Lacy, Emeritus Associate Professor, and Adam Mayer, Ph.D. ’17.

Abstract

Standard mediation techniques for fitting mediation models cannot readily be translated to nonlinear regression models because of scaling issues. Methods to assess mediation in regression models with categorical and limited response variables have expanded in recent years, and these techniques vary in their approach and versatility. The recently developed khb technique purports to solve the scaling problem and produce valid estimates across a range of nonlinear regression models. Prior studies demonstrate that khb performs well in binary logistic regression models, but performance in other models has yet to be investigated. In this article, we evaluate khb‘s performance in fitting ordinal logistic regression models as an exemplar of the wider set of models to which it applies. We examined performance across 38,400 experimental conditions involving sample size, number of response categories, distribution of variables, and amount of mediation. Results indicate that under all experimental conditions, khb estimates the difference (mediation) coefficient and its associated standard error with little bias and that the nominal confidence interval coverage closely matches the actual. Our results suggest that researchers using khb can assume that the routine reasonably approximates population parameters.