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Noud P. A. van Giersbergen
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Journal Articles
Publisher: Journals Gateway
The Review of Economics and Statistics 1–26.
Published: 14 June 2024
Abstract
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We derive a new powerful, simple test for mediation. Testing for mediation is empirically important and the no-mediation hypothesis H 0 : θ 1 θ 2 = 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, g o p t , with power close to the envelope without these undesirable properties, and a second, less similar test, g 1 . 2 , with more empirical appeal. Results are illustrated in an educational setting.
Includes: Supplementary data