Skip to main content
Top
Published in: BMC Medical Research Methodology 1/2017

Open Access 01-12-2017 | Research article

Incorporating nonlinearity into mediation analyses

Authors: George J. Knafl, Kathleen A. Knafl, Margaret Grey, Jane Dixon, Janet A. Deatrick, Agatha M. Gallo

Published in: BMC Medical Research Methodology | Issue 1/2017

Login to get access

Abstract

Background

Mediation is an important issue considered in the behavioral, medical, and social sciences. It addresses situations where the effect of a predictor variable X on an outcome variable Y is explained to some extent by an intervening, mediator variable M. Methods for addressing mediation have been available for some time. While these methods continue to undergo refinement, the relationships underlying mediation are commonly treated as linear in the outcome Y, the predictor X, and the mediator M. These relationships, however, can be nonlinear. Methods are needed for assessing when mediation relationships can be treated as linear and for estimating them when they are nonlinear.

Methods

Existing adaptive regression methods based on fractional polynomials are extended here to address nonlinearity in mediation relationships, but assuming those relationships are monotonic as would be consistent with theories about directionality of such relationships.

Results

Example monotonic mediation analyses are provided assessing linear and monotonic mediation of the effect of family functioning (X) on a child’s adaptation (Y) to a chronic condition by the difficulty (M) for the family in managing the child's condition. Example moderated monotonic mediation and simulation analyses are also presented.

Conclusions

Adaptive methods provide an effective way to incorporate possibly nonlinear monotonicity into mediation relationships.
Literature
1.
go back to reference Baron RM, Kenny DA. The moderator-mediator variable distinction in social psychology research: conceptual, strategic, and statistical considerations. J Pers Soc Psychol. 1986;51:1173–82.CrossRefPubMed Baron RM, Kenny DA. The moderator-mediator variable distinction in social psychology research: conceptual, strategic, and statistical considerations. J Pers Soc Psychol. 1986;51:1173–82.CrossRefPubMed
2.
go back to reference James LR, Brett JM. Mediators, moderators, and tests for mediation. J Appl Psychol. 1984;69:307–21.CrossRef James LR, Brett JM. Mediators, moderators, and tests for mediation. J Appl Psychol. 1984;69:307–21.CrossRef
3.
go back to reference Judd CM, Kenny DA. Process analysis: estimating mediation in treatment evaluation. Eval Rev. 1981;5:602–19.CrossRef Judd CM, Kenny DA. Process analysis: estimating mediation in treatment evaluation. Eval Rev. 1981;5:602–19.CrossRef
4.
go back to reference Biesanz JC, Falk CF, Salavei V. Assessing mediational models: testing and interval estimation for indirect effects. Multivariate Behav Res. 2010;45:661–701.CrossRefPubMed Biesanz JC, Falk CF, Salavei V. Assessing mediational models: testing and interval estimation for indirect effects. Multivariate Behav Res. 2010;45:661–701.CrossRefPubMed
5.
go back to reference Cheung GW, Lau RS. Testing mediation and suppression effects of latent variables: bootstrapping with structural equation models. Organ Res Meth. 2008;11:296–325.CrossRef Cheung GW, Lau RS. Testing mediation and suppression effects of latent variables: bootstrapping with structural equation models. Organ Res Meth. 2008;11:296–325.CrossRef
6.
go back to reference Cole DA, Maxwell SE. Testing mediational models with longitudinal data: questions and tips on the use of structural equation modeling. J Abnorm Psychol. 2003;112:558–77.CrossRefPubMed Cole DA, Maxwell SE. Testing mediational models with longitudinal data: questions and tips on the use of structural equation modeling. J Abnorm Psychol. 2003;112:558–77.CrossRefPubMed
7.
go back to reference Edwards JR, Lambert LS. Methods for integrating moderation and mediation: a general analytical framework using moderated path analysis. Psychol Methods. 2007;12:1–22.CrossRefPubMed Edwards JR, Lambert LS. Methods for integrating moderation and mediation: a general analytical framework using moderated path analysis. Psychol Methods. 2007;12:1–22.CrossRefPubMed
8.
go back to reference Frazier PA, Tix AP, Barron KE. Testing moderator and mediator effects in counseling psychology. J Couns Psychol. 2004;51:113–34. Frazier PA, Tix AP, Barron KE. Testing moderator and mediator effects in counseling psychology. J Couns Psychol. 2004;51:113–34.
9.
go back to reference Gu F, Preacher KJ, Ferrer E. A state space modeling approach to mediation analysis. J Educ Behav Stat. 2014;39:117–43.CrossRef Gu F, Preacher KJ, Ferrer E. A state space modeling approach to mediation analysis. J Educ Behav Stat. 2014;39:117–43.CrossRef
10.
go back to reference Kraemer HC. Toward non-parametric and clinically meaningful moderators and mediators. Stat Med. 2008;27:1679–92.CrossRefPubMed Kraemer HC. Toward non-parametric and clinically meaningful moderators and mediators. Stat Med. 2008;27:1679–92.CrossRefPubMed
11.
go back to reference Kraemer HC, Kiernan M, Essex M, Kupfer DJ. How and why criteria defining moderators and mediators differ between the Baron & Kenny and MacArthur approaches. Health Psychol. 2008;27:S101–8.CrossRefPubMedPubMedCentral Kraemer HC, Kiernan M, Essex M, Kupfer DJ. How and why criteria defining moderators and mediators differ between the Baron & Kenny and MacArthur approaches. Health Psychol. 2008;27:S101–8.CrossRefPubMedPubMedCentral
12.
go back to reference Lepage B, Dedieu D, Savy N, Lang T. Estimating controlled direct effects of intermediate confounding of the mediator-outcome relationship: comparison of five different methods. Stat Methods in Med Res. 2012;21:1–18. Lepage B, Dedieu D, Savy N, Lang T. Estimating controlled direct effects of intermediate confounding of the mediator-outcome relationship: comparison of five different methods. Stat Methods in Med Res. 2012;21:1–18.
14.
go back to reference MacKinnon DP, Lockwood CM, Hoffman JM, West SG, Sheets V. A comparison of methods to test mediation and other intervening variable effects. Psychol Methods. 2002;7:83–104.CrossRefPubMedPubMedCentral MacKinnon DP, Lockwood CM, Hoffman JM, West SG, Sheets V. A comparison of methods to test mediation and other intervening variable effects. Psychol Methods. 2002;7:83–104.CrossRefPubMedPubMedCentral
15.
go back to reference Matthieu JE, Taylor SR. Clarifying conditions and decision points for mediational type inferences in organizational behavior. J Organ Behav. 2006;27:1031–56.CrossRef Matthieu JE, Taylor SR. Clarifying conditions and decision points for mediational type inferences in organizational behavior. J Organ Behav. 2006;27:1031–56.CrossRef
16.
go back to reference Muller D, Judd CM, Yzerbyt VY. When moderation is mediated and mediation moderated. J Pers Soc Psychol. 2005;89:852–63.CrossRefPubMed Muller D, Judd CM, Yzerbyt VY. When moderation is mediated and mediation moderated. J Pers Soc Psychol. 2005;89:852–63.CrossRefPubMed
17.
go back to reference Muller D, Yzerbyt VY, Judd CM. Adjusting for a mediator with two crossed treatment variables. Organ Res Meth. 2008;11:224–40.CrossRef Muller D, Yzerbyt VY, Judd CM. Adjusting for a mediator with two crossed treatment variables. Organ Res Meth. 2008;11:224–40.CrossRef
18.
go back to reference Nuitgen MB, Wetzels R, Matzke D, Dolan CV, Wagenmakers E-J. A default Bayesian hypothesis test for mediation. Behavioral Res Meth. 2015;47:85–97.CrossRef Nuitgen MB, Wetzels R, Matzke D, Dolan CV, Wagenmakers E-J. A default Bayesian hypothesis test for mediation. Behavioral Res Meth. 2015;47:85–97.CrossRef
21.
go back to reference Shrout PE, Bolger N. Mediation in experimental and nonexperimental studies: new procedures and recommendations. Psychol Methods. 2002;7:422–45.CrossRefPubMed Shrout PE, Bolger N. Mediation in experimental and nonexperimental studies: new procedures and recommendations. Psychol Methods. 2002;7:422–45.CrossRefPubMed
22.
go back to reference Taylor AB, MacKinnon DP, Tein J-Y. Tests of the three-path mediated effect. Organ Res Meth. 2008;11:241–69.CrossRef Taylor AB, MacKinnon DP, Tein J-Y. Tests of the three-path mediated effect. Organ Res Meth. 2008;11:241–69.CrossRef
23.
go back to reference Valeri L, VanderWeele T. Mediation analysis allowing for exposure–mediator interactions and causal interpretation: theoretical assumptions and implementation with SAS and SPSS macros. Psychol Methods. 2013;18:137–50.CrossRefPubMedPubMedCentral Valeri L, VanderWeele T. Mediation analysis allowing for exposure–mediator interactions and causal interpretation: theoretical assumptions and implementation with SAS and SPSS macros. Psychol Methods. 2013;18:137–50.CrossRefPubMedPubMedCentral
24.
go back to reference Vanderweele TJ. Mediation analysis with multiple versions of the mediator. Epidemiol. 2012;23:454–63.CrossRef Vanderweele TJ. Mediation analysis with multiple versions of the mediator. Epidemiol. 2012;23:454–63.CrossRef
26.
go back to reference Yuan Y, MacKinnon DP. Robust mediation analysis based on median regression. Psychol Methods. 2014;19:1–20.CrossRefPubMed Yuan Y, MacKinnon DP. Robust mediation analysis based on median regression. Psychol Methods. 2014;19:1–20.CrossRefPubMed
27.
go back to reference Zhao X, Lynch Jr JG, Chen Q. Reconsidering Baron and Kenny: myths and truths about mediation analysis. J Cons Res. 2011;37:197–206.CrossRef Zhao X, Lynch Jr JG, Chen Q. Reconsidering Baron and Kenny: myths and truths about mediation analysis. J Cons Res. 2011;37:197–206.CrossRef
28.
go back to reference Zu J, Yuan K-H. Local influence and robust procedures for mediation analysis. Multivariate Behav Res. 2010;45:1–44.CrossRefPubMed Zu J, Yuan K-H. Local influence and robust procedures for mediation analysis. Multivariate Behav Res. 2010;45:1–44.CrossRefPubMed
29.
go back to reference Hayes AF, Preacher KJ. Quantifying and testing indirect effects in simple mediation models when the constituent paths are nonlinear. Multivariate Behav Res. 2010;45:627–60.CrossRefPubMed Hayes AF, Preacher KJ. Quantifying and testing indirect effects in simple mediation models when the constituent paths are nonlinear. Multivariate Behav Res. 2010;45:627–60.CrossRefPubMed
30.
go back to reference Pearl J. The foundations of causal inference. Sociol Methodol. 2010;40:75–149.CrossRef Pearl J. The foundations of causal inference. Sociol Methodol. 2010;40:75–149.CrossRef
31.
go back to reference Pearl J. A general approach to causal mediation analysis. Psychol Methods. 2014;15:309–34. Pearl J. A general approach to causal mediation analysis. Psychol Methods. 2014;15:309–34.
32.
go back to reference Stolzenberg RM. The measurement and decomposition of causal effects in nonlinear and nonadditive models. Sociol Methodol. 1980;11:459–88.CrossRef Stolzenberg RM. The measurement and decomposition of causal effects in nonlinear and nonadditive models. Sociol Methodol. 1980;11:459–88.CrossRef
33.
go back to reference Royston P, Altman DG. Regression using fractional polynomials of continuous covariates: parsimonious parametric modelling. Appl Stat. 1994;43:429–67.CrossRef Royston P, Altman DG. Regression using fractional polynomials of continuous covariates: parsimonious parametric modelling. Appl Stat. 1994;43:429–67.CrossRef
34.
go back to reference Knafl GJ, Ding K. Adaptive regression for modeling nonlinear relationships. Switzerland: Springer International Publishing; 2016.CrossRef Knafl GJ, Ding K. Adaptive regression for modeling nonlinear relationships. Switzerland: Springer International Publishing; 2016.CrossRef
35.
go back to reference Knafl GJ, Fennie KP, Bova C, Dieckhaus K, Williams AB. Electronic monitoring device event modelling on an individual-subject basis using adaptive Poisson regression. Stat Med. 2004;23:783–801.CrossRefPubMed Knafl GJ, Fennie KP, Bova C, Dieckhaus K, Williams AB. Electronic monitoring device event modelling on an individual-subject basis using adaptive Poisson regression. Stat Med. 2004;23:783–801.CrossRefPubMed
36.
go back to reference Knafl GJ, Delucchi KL, Bova CA, Fennie KP, Williams AB. A systematic approach for analyzing electronically monitored adherence data. In: Ekwall B, Cronquist M, editors. Micro electro mechanical systems (MEMS) technology, fabrication processes and applications, (Chapter 1, pp. 1–66). Hauppauge: Nova Science Publishers; 2010. https://www.novapublishers.com/catalog/product_info.php?products_id=19133. Accessed 7 Dec 2016. Knafl GJ, Delucchi KL, Bova CA, Fennie KP, Williams AB. A systematic approach for analyzing electronically monitored adherence data. In: Ekwall B, Cronquist M, editors. Micro electro mechanical systems (MEMS) technology, fabrication processes and applications, (Chapter 1, pp. 1–66). Hauppauge: Nova Science Publishers; 2010. https://​www.​novapublishers.​com/​catalog/​product_​info.​php?​products_​id=​19133.​ Accessed 7 Dec 2016.
37.
go back to reference Knafl GJ. A SAS macro for adaptive regression modeling. In: Proceedings SAS global forum 2009; 2009. http://support.sas.com/resources/papers/proceedings09/110-2009.pdf. Accessed 7 Dec 2016. Knafl GJ. A SAS macro for adaptive regression modeling. In: Proceedings SAS global forum 2009; 2009. http://​support.​sas.​com/​resources/​papers/​proceedings09/​110-2009.​pdf.​ Accessed 7 Dec 2016.
39.
go back to reference Sobel ME. Asymptotic confidence intervals for indirect effects in structural equation models. In: Leinhart S, editor. Sociological methodology, San Francisco: Jossey-Bass. 1982. p. 290–312. Sobel ME. Asymptotic confidence intervals for indirect effects in structural equation models. In: Leinhart S, editor. Sociological methodology, San Francisco: Jossey-Bass. 1982. p. 290–312.
40.
go back to reference MacKinnon DP, Lockwood CM, Williams J. Confidence limits for the indirect effect: distribution of the product and resampling methods. Multivariate Behav Res. 2004;39:99–128.CrossRefPubMedPubMedCentral MacKinnon DP, Lockwood CM, Williams J. Confidence limits for the indirect effect: distribution of the product and resampling methods. Multivariate Behav Res. 2004;39:99–128.CrossRefPubMedPubMedCentral
41.
go back to reference Preacher KJ, Hayes AF. SPSS and SAS procedures for estimating indirect effects in simple mediation models. Behav Res Methods Instrum Comput. 2004;36:717–31.CrossRefPubMed Preacher KJ, Hayes AF. SPSS and SAS procedures for estimating indirect effects in simple mediation models. Behav Res Methods Instrum Comput. 2004;36:717–31.CrossRefPubMed
42.
go back to reference Efron B. The jackknife, the bootstrap, and other resampling plans, CBMS 38, SIAM-NSF. Philadelphia: Society for Industrial and Applied Mathematics; 1982.CrossRef Efron B. The jackknife, the bootstrap, and other resampling plans, CBMS 38, SIAM-NSF. Philadelphia: Society for Industrial and Applied Mathematics; 1982.CrossRef
45.
go back to reference VanderWeele TJ, Vansteelandt S. Conceptual issues concerning mediation, interventions and composition. Stat Interface. 2009;2:457–68.CrossRef VanderWeele TJ, Vansteelandt S. Conceptual issues concerning mediation, interventions and composition. Stat Interface. 2009;2:457–68.CrossRef
46.
go back to reference Box GEP, Tidwell PW. Transformation of the independent variables. Technometrics. 1962;4:531–50.CrossRef Box GEP, Tidwell PW. Transformation of the independent variables. Technometrics. 1962;4:531–50.CrossRef
47.
go back to reference McCullagh P, Nelder JA. Generalized linear models. 2nd ed. Chapman & Hall/CRC: Boca Raton, FL; 1999. McCullagh P, Nelder JA. Generalized linear models. 2nd ed. Chapman & Hall/CRC: Boca Raton, FL; 1999.
48.
go back to reference Knafl GJ, Riegel B. What puts heart failure patients at risk for poor medication adherence? Patient Prefer Adher. 2014;8:1007–18. Knafl GJ, Riegel B. What puts heart failure patients at risk for poor medication adherence? Patient Prefer Adher. 2014;8:1007–18.
49.
go back to reference Meghani SH, Knafl GJ. Patterns of analgesic adherence predict health care utilization among outpatients with cancer pain. Patient Prefer Adher. 2016;10:81–98.CrossRef Meghani SH, Knafl GJ. Patterns of analgesic adherence predict health care utilization among outpatients with cancer pain. Patient Prefer Adher. 2016;10:81–98.CrossRef
50.
go back to reference Riegel B, Knafl GJ. Electronically monitored medication adherence predicts hospitalization in heart failure patients. Patient Prefer Adher. 2014;8:1–13. Riegel B, Knafl GJ. Electronically monitored medication adherence predicts hospitalization in heart failure patients. Patient Prefer Adher. 2014;8:1–13.
51.
go back to reference Kohavi R. A study of cross-validation and bootstrap for accuracy estimation and model selection. In: Mellish CS, editor. Proceedings of the 14th international joint conference on artificial intelligence. San Francisco: Morgan Kaufman; 1995. p. 1137–43. Kohavi R. A study of cross-validation and bootstrap for accuracy estimation and model selection. In: Mellish CS, editor. Proceedings of the 14th international joint conference on artificial intelligence. San Francisco: Morgan Kaufman; 1995. p. 1137–43.
52.
go back to reference Knafl GJ, Grey M. Factor analysis model evaluation through likelihood cross-validation. Stat Methods in Med Res. 2007;16:77–102.CrossRef Knafl GJ, Grey M. Factor analysis model evaluation through likelihood cross-validation. Stat Methods in Med Res. 2007;16:77–102.CrossRef
53.
go back to reference Preacher KJ, Rucker DD, Hayes AF. Addressing moderated mediation hypotheses: theory, methods, and prescriptions. Multivariate Behav Res. 2007;42:185–227.CrossRefPubMed Preacher KJ, Rucker DD, Hayes AF. Addressing moderated mediation hypotheses: theory, methods, and prescriptions. Multivariate Behav Res. 2007;42:185–227.CrossRefPubMed
54.
go back to reference Knafl K, Deatrick JA, Gallo A, Dixon JK, Grey M, Knafl GJ, O’Malley JP. Development and testing of the Family Management Measure. J Pediatr Psychol. 2011;36:494–505.CrossRefPubMed Knafl K, Deatrick JA, Gallo A, Dixon JK, Grey M, Knafl GJ, O’Malley JP. Development and testing of the Family Management Measure. J Pediatr Psychol. 2011;36:494–505.CrossRefPubMed
55.
go back to reference Epstein N, Baldwin L, Bishop D. The McMaster Family Assessment Device. J Marital Fam Ther. 1983;9:171–80.CrossRef Epstein N, Baldwin L, Bishop D. The McMaster Family Assessment Device. J Marital Fam Ther. 1983;9:171–80.CrossRef
56.
go back to reference Eyberg S, Robinson E. Conduct problem behavior: standardization of a behavior rating scale with adolescents. J Clinl Child Psychol. 1983;12:347–54. Eyberg S, Robinson E. Conduct problem behavior: standardization of a behavior rating scale with adolescents. J Clinl Child Psychol. 1983;12:347–54.
57.
go back to reference Judd CM, Kenny DA, McCelland GH. Estimating and testing mediation in within-subject designs. Psychol Methods. 2001;6:115–34.CrossRefPubMed Judd CM, Kenny DA, McCelland GH. Estimating and testing mediation in within-subject designs. Psychol Methods. 2001;6:115–34.CrossRefPubMed
58.
go back to reference Kenny DA, Korchmaros JD, Bolger N. Lower level mediation in multilevel models. Psychol Methods. 2003;8:115–28.CrossRefPubMed Kenny DA, Korchmaros JD, Bolger N. Lower level mediation in multilevel models. Psychol Methods. 2003;8:115–28.CrossRefPubMed
59.
go back to reference MacKinnon DP. Introduction to statistical mediation analysis. New York: Lawrence Erlbaum; 2008. MacKinnon DP. Introduction to statistical mediation analysis. New York: Lawrence Erlbaum; 2008.
60.
go back to reference Kenny DA, Kashy DA, Bolger N. Data analysis in social psychology. In: Gilbert S, Fiske T, Lindsay D, editors. Handbook of social psychology. 4th ed. New York: McGraw Hill; 1998. p. 115–28. Kenny DA, Kashy DA, Bolger N. Data analysis in social psychology. In: Gilbert S, Fiske T, Lindsay D, editors. Handbook of social psychology. 4th ed. New York: McGraw Hill; 1998. p. 115–28.
61.
go back to reference Preacher KJ, Hayes AF. Contemporary approaches to assessing mediation in communication research. In: Hayes A, Slater MD, Snyder LB, editors. The SAGE sourcebook of advanced data analysis methods for communication research. Thousand Oaks, CA: Sage; 2008. p. 13–54.CrossRef Preacher KJ, Hayes AF. Contemporary approaches to assessing mediation in communication research. In: Hayes A, Slater MD, Snyder LB, editors. The SAGE sourcebook of advanced data analysis methods for communication research. Thousand Oaks, CA: Sage; 2008. p. 13–54.CrossRef
62.
go back to reference Knafl G. Analyzing mediation data. 2016. http://www.unc.edu/~gknafl/mediation.html. Accessed 7 Dec 2016. Knafl G. Analyzing mediation data. 2016. http://​www.​unc.​edu/​~gknafl/​mediation.​html.​ Accessed 7 Dec 2016.
Metadata
Title
Incorporating nonlinearity into mediation analyses
Authors
George J. Knafl
Kathleen A. Knafl
Margaret Grey
Jane Dixon
Janet A. Deatrick
Agatha M. Gallo
Publication date
01-12-2017
Publisher
BioMed Central
Published in
BMC Medical Research Methodology / Issue 1/2017
Electronic ISSN: 1471-2288
DOI
https://doi.org/10.1186/s12874-017-0296-6

Other articles of this Issue 1/2017

BMC Medical Research Methodology 1/2017 Go to the issue