Flexible Mediation Analysis in the Presence of Nonlinear Relations: Beyond the Mediation Formula

In the social sciences, mediation analysis has typically been formulated in the context of linear models using the Baron & Kenny (1986) approach. Extensions to nonlinear models have been considered but lack formal justification. By placing mediation analysis within the counterfactual framework of causal inference one can define causal mediation effects in a way that is not tied to a specific statistical model and identify them under certain no unmeasured confounding assumptions. Corresponding estimation procedures using parametric or nonparametric models, based on the so-called mediation formula, have recently been proposed in the psychological literature and made accessible through the R-package mediation. A number of limitations of the latter approach are discussed and a more flexible approach using natural effects models is proposed as an alternative. The latter builds on the same counterfactual framework but enables interpretable and parsimonious modeling of direct and mediated effects and facilitates tests of hypotheses that would otherwise be difficult or impossible to test. We illustrate the approach in a study of individuals who ended a romantic relationship and explore whether the effect of attachment anxiety during the relationship on unwanted pursuit behavior after the breakup is mediated by negative affect during the breakup.