Mackinnon 2007
Mackinnon 2007
Mediation Analysis
David P. MacKinnon, Amanda J. Fairchild,
and Matthew S. Fritz
Department of Psychology, Arizona State University, Tempe, Arizona 85287-1104;
Annu. Rev. Psychol. 2007.58:593-614. Downloaded from www.annualreviews.org
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593
ANRV296-PS58-23 ARI 17 November 2006 1:36
variable and the ways in which it differs from between two variables, whereas a moderator is
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other variables, such as a moderator or a con- not part of a causal sequence between the two
founder. Examples of mediating variables used variables. More detailed definitions of these
in psychology are provided. Statistical meth- variables in a three-variable system may be
ods to assess mediation in the single-mediator found in Robins & Greenland (1992).
case are described, along with their assump- The single-mediator model is shown in
tions. These assumptions are addressed in sec- Figure 1, where the variables X, M, and Y
tions describing current research on the statis- are in rectangles and the arrows represent re-
tical testing of mediated effects, longitudinal lations among variables. Figure 1 uses the no-
mediation models, models with moderators as tation most widely applied in psychology, with
well as mediators, and causal inference for me- a representing the relation of X to M, b rep-
diation models. Finally, directions for future resenting the relation of M to Y adjusted for
research are outlined. X, and c the relation of X to Y adjusted for
M. The symbols e 2 and e 3 represent residu-
als in the M and Y variables, respectively. The
Definitions equations and coefficients corresponding to
Most research focuses on relations between Figure 1 are discussed below. For now, note
two variables, X and Y, and much has been that there is a direct effect relating X to Y and
written about two-variable relations, includ- a mediated effect by which X indirectly affects
ing conditions under which X can be consid-
ered a possible cause of Y. These conditions
include randomization of units to values of X
and independence of units across and within
values of X. Mediation in its simplest form
represents the addition of a third variable to
this X → Y relation, whereby X causes the
mediator, M, and M causes Y, so X→ M →
Y. Mediation is only one of several relations
that may be present when a third variable, Z
(using Z to represent the third variable), is in-
cluded in the analysis of a two-variable system.
One possibility is that Z causes both X and Y,
so that ignoring Z leads to incorrect inference
about the relation of X and Y; this would be an Figure 1
example of a confounding variable. In another Mediation model.
Table 1 Subject area coverage in current earlier than the year 2000 were primarily
mediation research APA sources, but there was a surge in non-
Subject area # Articles cited APA articles after that time. The majority of
Social psychology 98 these sources (239 citations) examined medi-
Clinical psychology 70 ation alone, and 52 investigated both medi-
Health psychology 29 ation and moderation effects. These studies
Developmental psychology 27 included a mix of cross-sectional and longitu-
IO psychology 24 dinal data, and ordinary least squares regres-
Cognitive psychology 18 sion and structural equation modeling were
Quantitative psychology 12 the primary analytic methods. The articles
(methods) covered a wide range of substantive areas,
Program evaluation 8 including social psychology (98 articles) and
Educational psychology 3 clinical psychology (70); a complete break-
Annu. Rev. Psychol. 2007.58:593-614. Downloaded from www.annualreviews.org
Environmental psychology 1
Evolutionary psychology 1 Mediation studies, such as those discussed
above, are of two general but overlapping
types. One type consists of investigating how
Y through M. Given that most prior media- a particular effect occurs. These studies usu-
tion research has applied this single-mediator ally occur after an observed X → Y relation is
model, this review starts with this model. Lim- found. This approach stems from the elabo-
itations and extensions of the model are de- ration methodologies outlined by Lazarsfeld
scribed in subsequent sections. (1955) and Hyman (1955). In this framework,
When thinking of mediation, it is help- a third variable is added to the analysis of an
ful to understand that two models exist: One X → Y relation in order to improve under-
is theoretical, corresponding to unobservable standing of the relation or to determine if the
relations among variables, and the other is relation is spurious. A mediating variable im-
empirical, corresponding to statistical analy- proves understanding of such a relation be-
ses of actual data (MacCorquodale & Meehl cause it is part of the causal sequence of X →
1948). The challenging task of research is M → Y. For example, physical abuse in early
to infer the true state of mediation from childhood is associated with violence later in
observations. There are qualifications even life. One explanation of this pattern is that
to this simple dichotomy, and in general, it children exposed to physical violence acquire
will take a program of research to justify deviant patterns of processing social informa-
concluding that a third variable is a mediating tion that lead to later violent behavior. Dodge
variable. et al. (1990) found evidence for this theo-
retical mediating process because social pro-
cessing measures explained the relation be-
tween early childhood physical abuse and later
Mediation in Psychological Research aggressive behavior.
In order to ascertain how often mediation is The second type of study uses theory re-
used in psychology, a search was conducted garding mediational processes to design ex-
using the PsycInfo search engine for articles periments. Some of the best examples of this
containing the word “mediation” in the title approach are found in the evaluation of treat-
and citing the most widely cited article for ment and prevention programs. In this re-
mediation methods, Baron & Kenny (1986). search, an intervention is designed to change
This search yielded 291 references. Of these mediating variables that are hypothesized to
articles, 80 came from American Psycholog- be causally related to a dependent variable.
ical Association (APA) journals. Publications If the hypothesized relations are correct, a
prevention or treatment program that sub- line and improve these programs by focusing
stantially changes the mediating variables will on effective components.
in turn change the outcome. Primary pre-
vention programs, such as drug prevention
programs, are designed to increase resistance Experimental Approaches
skills, educate, and change norms to reduce to Mediation
drug use. Secondary prevention programs Many psychological studies investigating me-
such as campaigns to increase screening rates diation use a randomized experimental design,
for serious illness (Murray et al. 1986) edu- where participants are randomized to levels
cate and change norms regarding health to of one or more factors in order to demon-
increase screening rates. In both of these ex- strate a pattern of results consistent with one
amples, a mediator that transmits the effect of theory and inconsistent with another theory
an independent variable on a dependent vari- (MacKinnon et al. 2002a, Spencer et al. 2005,
Annu. Rev. Psychol. 2007.58:593-614. Downloaded from www.annualreviews.org
able is first identified by theory and later tested West & Aiken 1997). Differences in means
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in an experiment. Researchers from many between groups are then attributed to the
fields have stressed the importance of assess- experimental manipulation of the mediator.
ing mediation in treatment and prevention The results of the randomized study along
research (Baranowski et al. 1998; Donaldson with the predictions of different theories are
2001; Judd & Kenny 1981a,b; Kraemer et al. used to provide evidence for a mediation hy-
2002; MacKinnon 1994; Shadish 1996; Weiss pothesis and suggest further studies to local-
1997). First, mediation analysis provides a ize and validate the mediating process. For
check on whether the program produced a example, a researcher may randomize indi-
change in the construct it was designed to viduals to conditions that will or will not in-
change. If a program is designed to change duce cognitive dissonance. In one such study,
norms, then program effects on normative Sherman & Gorkin (1980) randomly assigned
measures should be found. Second, mediation subjects to solve either (a) a sex-role related
analysis results may suggest that certain pro- brainteaser, or (b) a brainteaser not related
gram components need to be strengthened or to sex roles. The sexist brainteaser condition
measurements need to be improved, as fail- was designed to evoke cognitive dissonance in
ures to significantly change mediating vari- the self-identified feminist subjects, while the
ables occur either because the program was nonsex-role related condition was not. Par-
ineffective or the measures of the mediat- ticipants were then asked to judge the fairness
ing construct were not adequate. Third, pro- of a legal decision made in an affirmative ac-
gram effects on mediating variables in the ab- tion trial. The results were consistent with the
sence of effects on outcome measures suggest prediction that participants with strong femi-
that program effects on outcomes may emerge nist beliefs were more likely to make extreme
later or that the targeted constructs were not feminist judgments in the trial if they failed
critical in changing outcomes. Fourth, media- the sexist brainteaser task, in an attempt to
tion can sometimes be used to discover prox- reduce cognitive dissonance. Although results
imal outcomes that can be used as a surro- of this experiment were taken as evidence of a
gate for an ultimate outcome. For example, cognitive dissonance mediation relation, the
in medical studies to reduce death owing to a mediating variable of cognitive conflict was
disease, instead of waiting until death, a more not measured to obtain more information on
proximal outcome such as disease symptoms the link between the manipulation, cognitive
may be identified. Finally, and most impor- dissonance, and feminist judgments.
tantly, mediation analysis generates evidence
for how a program achieved its effects. Identi- Double randomization. In some designs it
fication of the critical ingredients can stream- may be possible to investigate a mediational
mediating variable must be significantly re- sion (MacKinnon & Dwyer 1993), and sur-
lated to the dependent variable when both vival analysis (Tein & MacKinnon 2003), the
the independent variable and mediating vari- â b̂ and cˆ − cˆ estimators of the mediated effect
able are predictors of the dependent variable are not always equivalent, and a transforma-
in Equation 2. Fourth, the coefficient relat- tion is required for the two to yield similar
ing the independent variable to the depen- results (MacKinnon & Dwyer 1993).
dent variable must be larger (in absolute value)
than the coefficient relating the independent
variable to the dependent variable in the re- Plotting the Mediation Equations
gression model with both the independent
The quantities in Equations 1–3 can also be
variable and the mediating variable predict-
presented geometrically, as shown in Figure 2
ing the dependent variable. This causal steps
(MacKinnon 2007; R. Merrill, unpublished
approach to assessing mediation has been the
dissertation). Artificial data are plotted in
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1
a
M=i3 (Equation 3 for X=0) M=i3+a (Equation 3 for X=1)
3 4 5 6 7
Figure 2
Plot of the mediated effect. To simplify figure, no hats are included above coefficient estimates.
Other formulas for the standard error of Confidence Limits for the Mediated
â b̂ and cˆ − cˆ are described in MacKinnon Effect
et al. (2002a). The standard error of â b̂ can be used to test its
Simulation studies indicate that the esti- statistical significance and to construct confi-
mator of the standard error in Equation 4 dence limits for the mediated effect as shown
shows low bias for sample sizes of at least 50 in Equation 5:
in single-mediator models (MacKinnon et al.
â b̂ ± z1−ω/2 ∗ σâ b̂ . 5.
1995, 2002a). In models with more than one
mediator, the standard error is accurate for Confidence limits based on the normal dis-
minimum sample sizes of 100–200 (Stone & tribution for the mediated effect are often
Sobel 1990). Similar results were obtained for inaccurate as found in simulation studies
standard errors of negative and positive path (MacKinnon et al. 1995, 2002a; Stone & Sobel
values, and larger models with multiple medi- 1990) and from bootstrap analysis of the me-
ating, independent, and dependent variables diated effect (Bollen & Stine 1990, Lockwood
& MacKinnon 1998). These mediated effect ies it may be useful to require an overall X to Y
confidence intervals tend to lie to the left of relation. The point is that requiring an X to Y
the true value of the mediated effect for posi- relation substantially reduces power to detect
tive mediated effects and to the right for neg- real mediation effects. An explanation for the
ative mediated effects (Bollen & Stine 1990, low power of tests of mediation based on di-
MacKinnon et al. 1995, Stone & Sobel 1990). viding an estimator, either â b̂ or cˆ − cˆ , of the
Asymmetric confidence limits based on the mediated effect by its corresponding standard
distribution of the product and bootstrap es- error is that the resulting ratio does not always
timation have better coverage than these tests follow a normal distribution (MacKinnon
(MacKinnon et al. 2004). et al. 2004). Resampling methods and meth-
ods based on the distribution of the product
of ab address these sampling problems and are
Significance Testing described below.
Annu. Rev. Psychol. 2007.58:593-614. Downloaded from www.annualreviews.org
described in Preacher & Hayes (2004) and including randomized experimental studies,
Lockwood & MacKinnon (1998); the AMOS theory, and qualitative methods to bolster the
(Arbuckle 1997), EQS (Bentler 1997), LIS- tentative conclusion that a mediation relation
REL (Jöreskog & Sörbom 1993), and Mplus exists.
(Muthén & Muthén 1998–2006) programs
also conduct bootstrap resampling for the me-
diated effect. Complete Versus Partial Mediation
Computer-intensive methods, also called Researchers often test whether there is com-
resampling methods, for mediation are im- plete or partial mediation by testing whether
portant for at least two reasons (Bollen & the c coefficient is statistically significant,
Stine 1990, MacKinnon et al. 2004, Shrout & which is a test of whether the association be-
Bolger 2002). First, these methods provide a tween the independent and dependent vari-
general way to test significance and construct able is completely accounted for by the me-
diator (see James et al. 2006). If the c coef-
Annu. Rev. Psychol. 2007.58:593-614. Downloaded from www.annualreviews.org
uations where analytical formulas for quanti- ficient is statistically significant and there is
ties may not be available. Second, the methods significant mediation, then there is evidence
do not require as many assumptions as other for partial mediation. Because psychological
tests, which is likely to make them more ac- behaviors have a variety of causes, it is of-
curate than traditional mediation analysis. ten unrealistic to expect that a single mediator
would be explained completely by an indepen-
dent variable to dependent variable relation
Assumptions of the Single-Mediator (Judd & Kenny 1981a).
Model
There are several important assumptions for
tests of mediation. For the â b̂ estimator of Consistent and Inconsistent Models
the mediated effect, the model assumes that Inconsistent mediation models are models
the residuals in Equations 2 and 3 are inde- where at least one mediated effect has a
pendent and that M and the residual in Equa- different sign than other mediated or direct
tion 2 are independent (McDonald 1997; R. effects in a model (Blalock 1969, Davis 1985,
Merrill, unpublished dissertation). It is also MacKinnon et al. 2000). Although knowledge
assumed that there is not an XM interaction of the significance of the relation of X to Y
in Equation 3, although this can and should is important for the interpretation of results,
be routinely tested. The assumptions of a cor- there are several examples in which an overall
rectly specified model include no misspeci- X to Y relation may be nonsignificant, yet me-
fication of causal order (e.g., Y → M → X diation exists. For example, McFatter (1979)
rather than X → M → Y), no misspecifica- described the hypothetical example of work-
tion of causal direction (e.g., there is recip- ers making widgets, where X is intelligence, M
rocal causation between the mediator and the is boredom, and Y is widget production. Intel-
dependent variable), no misspecification due ligent workers tend to get bored and produce
to unmeasured variables that cause variables less, but smarter workers also tend to make
in the mediation analysis, and no misspecifica- more widgets. Therefore, the overall relation
tion due to imperfect measurement (Holland between intelligence and widgets produced
1988, James & Brett 1984, McDonald 1997). may actually be zero, yet there are two oppos-
These assumptions may be difficult to test and ing mediational processes. A number of other
may be untestable in most situations so that resources provide examples of these incon-
proof of a mediation relation is impossible. sistent effects (Paulhus et al. 2004, Sheets &
A more realistic approach is to incorporate Braver 1999). Inconsistent mediation is more
additional information from prior research, common in multiple mediator models where
mediated effects have different signs. Incon- the mediation model. Fourth, mediation re-
sistent mediator effects may be especially quires temporal precedence from X to M to
critical in evaluating counterproductive ef- Y, and longitudinal mediation models have
fects of experiments, where the manipulation been developed (Gollob & Reichardt 1991,
may have led to opposing mediated effects. Kraemer et al. 2002). Finally, developments
in the causal interpretation of research results
(Holland 1988, Robins & Greenland 1992)
Effect Size Measures of Mediation provide a general framework to understand
The raw correlation for the a path and the the limitations and strengths of possible causal
partial correlation for the b path are effect size inferences from a mediation study. Each of
measures for mediation models. Standardized these extensions is described below.
regression coefficients may also serve as ef-
fect size measures for individual paths in the
Multilevel Mediation Models
Annu. Rev. Psychol. 2007.58:593-614. Downloaded from www.annualreviews.org
measures of the entire mediated effect rather Many studies measure data clustered at sev-
than individual paths. The proportion medi- eral levels, such as individuals in schools, class-
ated, 1 − ( cˆcˆ ) = (â b̂+
â b̂
cˆ )
, is often used, but val- rooms, therapy groups, or clinics. If mediation
ues of the proportion mediated are often very analysis from these types of studies is analyzed
small and focusing on an overall proportion at the individual level, ignoring the clustering,
mediated may neglect additional mediating then type I error rates can be too high (Krull &
mechanisms (Fleming & DeMets 1996). The MacKinnon 1999, 2001). These problems oc-
proportion mediated is also unstable unless cur because observations within a cluster tend
sample size is at least 500 (Freedman 2001, to be dependent so that the independent ob-
MacKinnon et al. 1995). Alwin & Hauser servations assumption is violated. The inves-
(1975) suggest taking the absolute values of tigation of mediation effects at different levels
the direct and indirect effects prior to calcu- of analysis also may be important for substan-
lating the proportion mediated for inconsis- tive reasons (Hofmann & Gavin 1998). For
tent models. More work is needed on effect example, a mediated effect present at the ther-
size measures for mediation. apy group level may not be present at the in-
dividual level. Similarly, it is possible that the
mechanism that mediates effects at the school
EXTENSIONS OF THE level, such as overall norms, may be different
SINGLE-MEDIATOR MODEL from the mechanism that mediates effects at
Many important extensions have addressed the individual level.
limitations of the mediation approach de- Kenny et al. (2003) demonstrated that in
scribed above. First, many studies hypoth- some cases the a and the b paths may rep-
esize more complicated models including resent random effects. For example, assume
multiple independent variables, multiple me- that X, M, and Y are measured from indi-
diators, and multiple outcomes. These models viduals in schools and that the researcher is
may include hypotheses regarding the com- interested in the mediation effect, but the a,
parison of mediated effects. Second, media- b, and c coefficients may vary significantly
tion in multilevel models may be especially across schools rather than having a single fixed
important, as mediation relations at differ- effect. If a and b are random effects, they may
ent levels of analysis are possible (Krull & covary, and an appropriate standard error and
MacKinnon 1999, 2001; Raudenbush & point estimate for the mediated effect must
Sampson 1999). Third, mediation effects may allow for this covariance between random ef-
differ by subgroups defined by variables both fects to be applied. Kenny et al. used a re-
within the mediation model and outside sampling method to obtain a value for this
covariance. Other methods that have been re- communication skills. The multiple-mediator
cently proposed to assess this covariance con- model is likely to provide a more accurate
sist of combining Equations 2 and 3 into the assessment of mediation effects in many re-
same analysis (Bauer et al. 2006) and directly search contexts. Models with more than one
estimating the covariance among the random mediator are straightforward extensions of
effects in the Mplus program (Muthén & the single-mediator case (MacKinnon 2000).
Muthén 1998–2006). Several standard error formulas for compar-
ing different mediated effects are given by
MacKinnon (2000), and the methods are illus-
Mediation with Categorical trated with data from a drug prevention study.
Outcomes
In some mediation analyses, the dependent
variable is categorical, such as whether a per- Longitudinal Mediation Models
Annu. Rev. Psychol. 2007.58:593-614. Downloaded from www.annualreviews.org
son used drugs or not. In this case, Equations Longitudinal data allow a researcher to ex-
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1 and 2 must be rewritten for logistic or pro- amine many aspects of a mediation model
bit regression, where the dependent variable that are unavailable in cross-sectional data,
is typically a latent continuous variable that such as whether an effect is stable across
has been dichotomized in analysis. Because time and whether there is evidence for one of
the residual in each logistic or probit equation the important conditions of causality, tempo-
is fixed, the parameters c, c , and b depend on ral precedence. Longitudinal data also bring
the other independent variables in the model. challenges, including nonoptimal measure-
Therefore, the cˆ − cˆ method of estimating ment times, omitted variables or paths, and
mediation is incorrect because the parameter difficult specification of the correct longitudi-
estimate of cˆ depends on the effect explained nal mediated effect of interest (Cheong et al.
by the mediator and the scaling of Equations 2003, Cole & Maxwell 2003, Collins et al.
1 and 2 (MacKinnon & Dwyer 1993). One 1998).
solution to this problem is to standardize re- There are three major types of longitudinal
gression coefficients prior to estimating me- mediation models. The autoregressive model
diation (Winship & Mare 1983). If the me- was described by Gollob & Reichardt (1991)
diator is treated as a continuous variable, a and elaborated by Cole & Maxwell (2003). In
product of coefficients test of the mediated the basic autoregressive model, relations that
effect may be obtained using â from ordinary are one measurement occasion (wave) apart
least squares regression and b̂ from logistic re- are specified, and the relation between the
gression. Again, better confidence limits and same variable over time is specified to assess
statistical tests are obtained if critical values stability, as are covariances among the vari-
from the distribution of the product or boot- ables at the first wave and the covariances
strap methods are used (D.P. MacKinnon, among the residual variances of X, M, and Y
M. Yoon, C.M. Lockwood, & A.B. Taylor, at later waves. The covariances among X, M,
unpublished manuscript). and Y at the same wave of measurement re-
flect that the causal order of these measures is
unknown. Only relations consistent with lon-
Multiple Mediators gitudinal mediation are estimated among the
Mediating processes may include multiple variables.
mediators, dependent variables, and/or inde- A second form of the autoregressive medi-
pendent variables. In school-based drug pre- ation model includes contemporaneous medi-
vention, for example, prevention programs ation relations among X, M, and Y, such that
target multiple mediators such as resistance mediation can occur within the same wave
skills, social norms, attitudes about drugs, and in addition to longitudinal mediation across
waves. Practically, this would occur if there changes in the measure over time will con-
were a change in the mediator that led to found the interpretation of change over time.
change in the outcome between the first and In the difference score approach to lon-
second wave of measurement. Still another gitudinal mediation, differences between the
form of the autoregressive longitudinal medi- mediator and dependent variables scores are
ation model allows for cross-lagged relations taken, as is the independent variable if it does
among variables, where the direction of the not reflect assignment to treatment condition.
relations among X, M, and Y are all free to These difference scores are then analyzed us-
vary. Freeing the directions of the relation- ing the same equations as those used for cross-
ships violates the temporal precedence speci- sectional models. The latent difference score
fied by the mediation model but allows possi- (LDS) model can also be applied to three or
ble cross-lagged relations among variables to more waves using a latent framework (Ferrer
be investigated, making it a more reasonable & McArdle 2003, McArdle 2001, McArdle &
Annu. Rev. Psychol. 2007.58:593-614. Downloaded from www.annualreviews.org
model than assuming relations are zero among Nesselroade 2003). In the LDS model, fixed
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the variables. Limitations of the autoregres- parameters and latent variables are used to
sive models include the cross-lagged model specify latent difference scores, such that the
where many true models may yield the same model represents differences between waves
cross-lagged coefficients and the frequent ex- as dynamic change. The LDS model can be
clusion of individual differences in mean level especially useful in situations where it is ex-
(see Dwyer 1983, Rogosa 1988). pected there will be different predictors at
Another model that can be used with lon- different measurement occasions.
gitudinal mediation data is the latent-growth In addition to the autoregressive, LGM,
modeling (LGM) or parallel-process model and LDS models, other models can be used
(Muthén & Curran 1997, Singer & Willet to analyze longitudinal mediation data, in-
2003). The LGM mediation model examines cluding a combination of the autoregressive
whether the growth in X affects the growth and LGM models (Bollen & Curran 2004)
trajectory of M, which affects the growth tra- and specification of model parameters in a
jectory of Y. As in the nonlatent framework, continuous time metric to address the prob-
the relation between X and the growth tra- lem of different time intervals of measurement
jectory of Y has two sources: the indirect ef- (Arminger 1986, Boker & Nesselroade 2002,
fect via the growth of M and the direct effect. Dwyer 1992).
One limitation of the parallel-process model
is that the mediation relation is correlational:
the slope in X is correlated with the slope in Moderation and Mediation
M, and the slope in M is correlated with the The strength and form of mediated effects
slope in Y. The interpretation of this correla- may depend on other variables. Variables that
tion is that change in M is related to change affect the hypothesized relation among a set
in Y at the same time, not that change in of variables in such ways are known as mod-
M is related to change in Y at a later time. erators and are often tested as interaction ef-
An alternate way to specify the LGM media- fects (Aiken & West 1991, Baron & Kenny
tion model is the two-stage piecewise parallel- 1986). A nonzero XM interaction in Equation
process model (Cheong et al. 2003). In the 2 discussed above is an example of a moder-
two-stage parallel-process model, the growth ator effect that suggests that the b coefficient
of the mediator and the outcome process is differs across levels of X. Different b coeffi-
modeled for earlier and later times separately, cients across levels of X may reflect mediation
allowing the mediated effects to be investi- as a manipulation and may alter the relation
gated at different periods. Measurement in- of M to Y. For example, a smoking preven-
variance is very important in LGM, because tion program may remove a relation between
tobacco offers (M) and tobacco use (Y) be- theory (how mediators are related to the out-
cause persons exposed to the program learned come) across groups.
skills to refuse tobacco offers so that offers The moderated mediation model is more
are significantly related to use in the control complex when the moderator variable is con-
group but not in the program group (Judd tinuous. Although the regression equations
& Kenny 1981a). The presence of modera- required to estimate the continuous moder-
tor effects indicates that the modeled function ated mediation model are the same as for the
changes across different levels of the moder- categorical case, the interpretation of results
ator variable, where moderators may be ei- is complicated because of the large number of
ther a manipulated factor in an experimental values of a continuous moderator. In this case,
setting or a naturally occurring variable such researchers may choose to analyze simple me-
as gender. The examination of these variables diation effects (see Tein et al. 2004).
and their impact on mediation models is use-
Annu. Rev. Psychol. 2007.58:593-614. Downloaded from www.annualreviews.org
question of how an experiment achieved its ef- tion (Baron & Kenny 1986, Morgan-Lopez
fects. However, by also examining moderator & MacKinnon 2001) occurs when a mediator
effects, one is able to investigate whether the is intermediate in the causal sequence from
experiment differentially affects subgroups an interaction effect to a dependent variable.
of individuals (Donaldson 2001, MacKinnon For example, the effect of a prevention pro-
2001, MacKinnon & Dwyer 1993, Sandler gram may be greater for high-risk subjects,
et al. 1997). Three potential models in which and the interaction effect of program expo-
this examination may take place are (a) moder- sure and risk-taking may then affect a mediat-
ated mediation, (b) mediated moderation, and ing variable of social norms that then affects
(c) mediated baseline by treatment modera- drug use. The purpose of mediated modera-
tion models. tion is to determine the mediating variable(s)
that explain the interaction effect. This model
consists of estimating a series of regression
Moderated mediation. The moderated me- equations where the main effect of a covari-
diation model is the simplest statistical model ate and the interaction of the covariate and
with moderator and mediation effects ( Judd program exposure are included in both mod-
et al. 2001). In this model, a variable medi- els. Morgan-Lopez & MacKinnon (2001) de-
ates the effect of an independent variable on scribe an estimator of the mediated moderator
a dependent variable, and the mediated effect effect that requires further development and
depends on the level of a moderator. Thus, the evaluation.
mediational mechanism differs for subgroups
of participants (e.g., across cohorts, ages, or Mediated baseline by treatment moder-
sexes; James & Brett 1984). ation. The mediated baseline by treatment
The single-mediator version of this model moderation model is a special case of the
consists of estimating the same mediation mediated moderation model. The substantive
model for each subgroup and then compar- interpretation of the mediated effect in this
ing the mediated effect across subgroups. A model is that the mediated effect depends on
statistical test of the equivalence of the me- the baseline level of the mediator. This sce-
diated effect across groups was described in nario is a common result in prevention and
MacKinnon (2007), and tests of the equal- treatment research, where the effects of an
ity of â, b̂, and cˆ can provide information intervention are often stronger for partici-
on the invariance-of-action theory (how the pants who are at higher risk on the mediating
program changes mediators) and conceptual variable at the time they enter the program
1993).
equations and rationale for the mediated base-
The case in which X represents random
line by treatment moderator model (Baron &
assignment to conditions improves causal in-
Kenny 1986, Morgan-Lopez & MacKinnon
terpretation of mediating variables (Holland
2001, Tein et al. 2004).
1988, Robins & Greenland 1992) because
To date, models with moderators and me-
X precedes M and Y. Holland applied
diators have remained largely independent.
Rubin’s (1974) causal model to a mediation
This separation in their presentation has con-
and showed, under some assumptions, the
tributed to confusion in the understanding of
typical regression coefficient for the group
each relative to the others. A critical goal of
effect on test score, cˆ , and the group effect
future research in this area will be to develop
on number of hours studied, â, are valid es-
and test a general model in which each of the
timators of the true causal effect because of
models is a special case. One such model is de-
the randomization of units to treatment. The
scribed in Muller et al. (2005). Another model
regression coefficient, b̂, relating X to Y ad-
is in development but has not yet been empir-
justed for M, is not an accurate estimator of
ically tested in applied research (MacKinnon
the causal effect because this relation is corre-
2007):
lational, not the result of random assignment.
The estimator, cˆ , is also not an accurate causal
Y = i + c 1 X + c 2 Z + c 3 XZ + b 1 M estimator of the direct effect.
+ b 2 MZ + hXM + j XMZ + e. 6. Several new approaches to causal infer-
ence for mediation have begun to appear. One
In this model, the XM and XMZ interac- promising alternative is based on principal
tions are added to the individual mediation stratifications of the possible relations of X to
and moderation equations to form a general M to Y where the mediated effect is estimated
model that includes all effects (including ad- within these stratifications (Angrist et al. 1996,
ditional c and b effects). Here the h coeffi- Frangakis & Rubin 2002). B. Jo (unpublished
cient represents the test of whether the M to manscript) has proposed a latent class version
Y relation differs across levels of X, and the j of this model, and M.E. Sobel (unpublished
coefficient represents the three-way interac- manuscript) has proposed an enhancement of
tion effect whereby the relations between Z the Holland instrumental variable method.
and M and Y differ across levels of X. If a The most important aspect of the causal
statistically significant j coefficient is found, inference methods is the illustration of the
further simple interaction effects and simple problems interpreting the M to Y relation
mediated effects are explored. as a causal relation. Researchers have several
options in this situation. First, apply some opposing mediated effects and more compli-
of the new models to increase evidence for cated models such that overall relations may
causal inference. Second, treat the results of not be statistically significant yet mediation
the mediation analysis as descriptive informa- may still exist in a research study. These op-
tion that may not reflect the true underlying posing effects or mediated effects that coun-
causal mediation relation, especially for the M teract each other resulting in a nonsignificant
to Y relation, even when advanced causal in- X to Y relation may be of substantive inter-
ference models are applied. Third, future ex- est. Several effect size measures for mediation
perimental studies (perhaps double random- models have been proposed (A.J. Fairchild,
ization, described above) as well as qualitative D.P. MacKinnon, & M.P. Taborga, unpub-
and clinical information are required to vali- lished manuscript; Taborga et al. 1999), but
date a mediation relation. In particular, a pro- these require more development.
gram of research that sequentially tests pre- Person-oriented approaches based on tra-
Annu. Rev. Psychol. 2007.58:593-614. Downloaded from www.annualreviews.org
dictors of the mediator theory provides the jectory classes (Muthén & Muthén 2000) and
Access provided by University of Connecticut on 06/15/18. For personal use only.
most convincing evidence for mediation. staged responses across trials (Collins et al.
1998) represent new ways to understand me-
diational processes consistent with the goal
SUMMARY AND FUTURE of examining individual-level processes and
DIRECTIONS group-level processes. Longitudinal data pro-
There is broad and sustained interest in medi- vide rich information for the investigation of
ation analysis from many areas of psychology mediation. In particular, latent growth curve
and other fields: Begg & Leung (2000), Botvin and latent difference score models may be es-
(2000), Kristal et al. (2000), Petrosino (2000). pecially suited to the examination of media-
Tests for mediation differ considerably in type tion chains across multiple waves of data be-
I error rates and statistical power (MacKinnon cause of the ability to investigate the effect of
et al. 2002a, 2004). The recommended test of prior change on later change. The usefulness
mediation assesses the statistical significance of causal inference models and different alter-
of the X to M relation, â path, and then the M natives to learning more about mediation are
to Y relation, b̂ path. If both are statistically an important topic for future research. Ad-
significant, there is evidence of mediation. Be- ditionally, experimental designs to investigate
cause confidence limits are important for un- mediation require further development. Sim-
derstanding effects, confidence limits based ilarly, methods to combine qualitative as well
on the distribution of the product or the boot- as quantitative information about mediational
strap are recommended. This approach also processes should clarify mediation relations.
applies to mediated effects in more compli- These developments will advance our ability
cated models. It is also important to consider to answer mediation questions in psychology.
ACKNOWLEDGMENTS
The authors acknowledge David Kenny and Helena Kraemer for their comments on this
manuscript and thank Hendricks Brown, Bengt Muthén, and other members of the Prevention
Science Methodology Group for comments on presentations related to this review. This article
was supported by the National Institute of Drug Abuse grant DA09757.
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Annual Review of
Psychology
Contents
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Prefatory
Cognitive Neuroscience
Animal Cognition
vii
Contents ARI 8 November 2006 21:2
Personality Disorders
viii Contents
Contents ARI 8 November 2006 21:2
Small Groups
Ostracism
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Personality Processes
Contents ix
Contents ARI 8 November 2006 21:2
Research Methodology
Mediation Analysis
David P. MacKinnon, Amanda J. Fairchild, and Matthew S. Fritz p p p p p p p p p p p p p p p p p p p p p 593
Analysis of Nonlinear Patterns of Change with Random Coefficient
Models
Robert Cudeck and Jeffrey R. Harring p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p p 615
Indexes
Errata
An online log of corrections to Annual Review of Psychology chapters (if any, 1997 to the
present) may be found at http://psych.annualreviews.org/errata.shtml
x Contents