Improved Tests for Mediation
中介效应的改进检验
Testing for a mediation effect is important in many disciplines, but is made difficult - even asymptotically - by the influence of nuisance parameters. Classical tests such as likelihood ratio (LR) and Wald (Sobel) tests have very poor power properties in parts of the parameter space, and many attempts have been made to produce improved tests, with limited success. In this paper we show that augmenting the critical region of the LR test can produce a test with much improved…