aalfons / robmed

Perform mediation analysis via a fast-and-robust bootstrap test, as well as various other methods
GNU General Public License v3.0
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Add second order approximation for Sobel test #19

Closed aalfons closed 3 years ago

aalfons commented 4 years ago

Currently, only the first order approximation is implemented. The second order approximation is still very easy to compute and may be slightly more accurate, although it still suffers from the general incorrect assumption of a normal distribution. The second order approximation essentially assumes independence of the estimators of a and b.