TY - JOUR
T1 - Bayesian model selection for multilevel mediation models
AU - Ariyo, Oludare
AU - Lesaffre, Emmanuel
AU - Verbeke, Geert
AU - Huisman, Martijn
AU - Heymans, Martijn
AU - Twisk, Jos
N1 - Funding Information: The research of the first author was funded by Tertiary Education Trust Fund (TETFund) ‐ AS&D grant of the Federal University of Agriculture, Abeokuta, Nigeria. Funding information Publisher Copyright: © 2021 Netherlands Society for Statistics and Operations Research
PY - 2021
Y1 - 2021
N2 - Mediation analysis is often used to explore the complex relationship between two variables through a third mediating variable. This paper aims to illustrate the performance of the deviance information criterion, the pseudo-Bayes factor, and the Watanabe–Akaike information criterion in selecting the appropriate multilevel mediation model. Our focus will be on comparing the conditional criteria (given random effects) versus the marginal criteria (averaged over random effects) in this respect. Most of the previous work on the multilevel mediation models fails to report the poor behavior of the conditional criteria. We demonstrate here the superiority of the marginal version of the selection criteria over their conditional counterpart in the mediated longitudinal settings through simulation studies and via an application to data from the Longitudinal Aging Study of the Amsterdam study. In addition, we demonstrate the usefulness of our self-written R function for multilevel mediation models.
AB - Mediation analysis is often used to explore the complex relationship between two variables through a third mediating variable. This paper aims to illustrate the performance of the deviance information criterion, the pseudo-Bayes factor, and the Watanabe–Akaike information criterion in selecting the appropriate multilevel mediation model. Our focus will be on comparing the conditional criteria (given random effects) versus the marginal criteria (averaged over random effects) in this respect. Most of the previous work on the multilevel mediation models fails to report the poor behavior of the conditional criteria. We demonstrate here the superiority of the marginal version of the selection criteria over their conditional counterpart in the mediated longitudinal settings through simulation studies and via an application to data from the Longitudinal Aging Study of the Amsterdam study. In addition, we demonstrate the usefulness of our self-written R function for multilevel mediation models.
KW - Watanabe–Akaike information criterion
KW - deviance information criterion
KW - marginalized likelihood
KW - multilevel mediation models
KW - pseudo Bayes factor
UR - http://www.scopus.com/inward/record.url?scp=85118590443&partnerID=8YFLogxK
U2 - https://doi.org/10.1111/stan.12256
DO - https://doi.org/10.1111/stan.12256
M3 - Article
SN - 0039-0402
JO - STATISTICA NEERLANDICA
JF - STATISTICA NEERLANDICA
ER -