Exploratory Mediation Analysis of Dichotomous Outcomes via Regularization

Exploratory mediation analysis via regularization, or XMed, is a recently developed technique that allows one to identify potential mediators of a process of interest. However, as currently implemented, it can only be applied to continuous outcomes. We extend this method to allow application to dichotomous outcomes, including both mediators and dependent variables. Simulation results show that XMed can achieve the same sensitivity as more conventional methods for mediation analysis such as the Sobel test, percentile bootstrap, and bias-corrected bootstrap, but in general requires only half the sample size to do so. We demonstrate the implementation of this approach using an illustrative example examining the relationship between youth behavioral/emotional problems and alcohol use.