Nonlinear mediation in clustered data : a nonlinear multilevel mediation model




Lockhart, Lester Leland

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Mediational analysis quantifies proposed causal mechanisms through which treatments act on outcomes. In the presence of clustered data, conventional multiple regression mediational methods break down, requiring the use of hierarchical linear modeling techniques. As an additional consideration, nonlinear relationships in multilevel mediation models require unique specifications that are ignored if modeled linearly. Improper specification of nonlinear relationships can lead to a consistently overestimated mediated effect. This has direct implications for inferences regarding intervention causality and efficacy. The current investigation examined a specific nonlinear multilevel mediation model parameterization to account for nonlinear relationships in clustered data. A simulation study was conducted to compare linear and nonlinear model specifications in the presence of truly nonlinear data. MacKinnon et al.’s (2007a) empirical-M based PRODCLIN method for estimating the confidence interval surrounding the instantaneous indirect effect was used to compare confidence interval coverage rates surrounding both the linear and nonlinear models’ estimates. Overall, the nonlinear model’s estimates were less biased, more efficient, and produced higher coverage rates than the linear model specification. For conditions containing a true value of zero for the instantaneous indirect effect, bias, efficiency, and coverage rate values were similar for the linear and nonlinear estimators. For conditions with a non-zero value for the instantaneous indirect effect, both the linear and nonlinear models were substantially biased. However, the nonlinear model was always less biased and always produced higher coverage rates than the linear model. The nonlinear model was more efficient than the linear model for all but two design conditions.



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