A comparison of the type I error rates of three assessment methods for indirect effects

Mediation analysis is a popular statistical analysis verifying the relation between an independent variable and a dependent variable through a mediator. There are three traditional tests to assess indirect effects: the Baron and Kenny test (BK), the Sobel test (ST) and the bootstrap method (BT). Previous studies have showed that the BT is more powerful and more conceptually appropriate. However, no study has systematically compared these tests regarding the type I error rate. A Monte-Carlo simulation is carried out with 19 scenarios varying paths (but no indirect effect), 9 scenarios varying the direct effect, and 6 sample sizes (1056 different scenarios). Results show that the BT had an overall good performance even for small sample size and whatever the effect sizes. The ST and the BK test were conservative, especially with small sample size and low effect sizes. In conclusion, these tests should be avoided, and the BT is recommended.