A finite-sample augmented likelihood ratio test for mediation
针对中介效应检验在原点附近统计功效低的问题,本文利用精确分布推导了适用于任意样本量的最优增广区域,提出一种简单可靠的检验方法,即使观测数很少也适用,且p值易算。
Summary Testing for mediation suffers from low power near the origin. This can be addressed by augmenting the likelihood ratio critical region as discussed in previous work within an asymptotic framework. In this paper we consider exact distributions of test statistics and use this to derive optimal augmentation regions for arbitrary sample sizes. The resulting test is very simple and reliable, making it relevant for empirical research, even with a very small number of observations. This new test is $\alpha$-coherent, as required for the p-values, which are easily calculated for the new test. Simulations confirm robust power improvement and size control, even with non-normal errors.