Hong, G., Deutsch, J., & Hill, H. (2011). Parametric and non-parametric weighting methods for estimating mediation effects: An application to the National Evaluation of Welfare-to-Work Strategies. 2011 Proceedings of the American Statistical Association, Social Statistics Section. Alexandria, VA: American Statistical Association.

 

Tables

 

 

Simulations

Parameter Value Specifications

(a) , , and hence ;
(b) , , , and hence ;
(c) , , , , , hence  and ;
(d) , , , , , hence  and .

 

Evaluation Criteria

(1) Bias in the point estimate: ;

(2) Sampling variability of the point estimate: ;

(3) Mean square error: ;

(4) Approximate bias in the standard error estimate: .

 

Parametric Weighting vs. Non-Parametric Weighting

Correct Specification: (a), (b), (c), (d)

Misspecification of a Nonliear Propensity Score Model: (a), (b), (c), (d)

Misspeification of a Non-Additive Propensity Score Model: (a), (b), (c), (d)

 

Weighting vs. Path Analysis

Correct Specification: (a), (b), (c), (d)

Misspecification of a Nonliear Outcome Model: (a), (b), (c), (d)

Misspeification of a Non-Additive Outcome Model: (a), (b), (c), (d)

 

Weighting vs. the Instrumental Variable Method

(c*) , , , , , hence  and ;

(d*) , , , , , hence  and .