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• W3117203721 abstract "Testing for mediation effects is empirically important and theoretically interesting. It is important in psychology, medicine, economics, accountancy, and marketing for instance, generating over 90,000 citations to a single key paper in the field. It also leads to a statistically interesting and long-standing problem that this paper solves. The no-mediation hypothesis, expressed as $H_{0}:theta_{1}theta_{2}=0$, defines a manifold that is non-regular in the origin where rejection probabilities of standard tests are extremely low. We propose a general method for obtaining near similar tests using a flexible $g$-function to bound the critical region. We prove that no similar test exists for mediation, but using our new varying $g$-method obtain a test that is all but similar and easy to use in practice. We derive tight upper bounds to similar and nonsimilar power envelopes and derive an optimal test. We extend the test to higher dimensions and illustrate the results in a trade union sentiment application." @default.
• W3117203721 created "2021-01-05" @default.
• W3117203721 creator A5025679189 @default.
• W3117203721 creator A5042454146 @default.
• W3117203721 date "2020-12-21" @default.
• W3117203721 modified "2023-09-26" @default.
• W3117203721 title "Almost Similar Tests for Mediation Effects and other Hypotheses with Singularities" @default.
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• W3117203721 hasPublicationYear "2020" @default.
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