Volume 76, Issue 2 pp. 219-235
ORIGINAL ARTICLE

Bayesian model selection for multilevel mediation models

Oludare Ariyo

Corresponding Author

Oludare Ariyo

Interuniversity Institute for Biostatistics and statistical Bioinformatics (I-BioStat), KU Leuven, Leuven, Belgium

Department of Statistics, Federal University of Agriculture, Abeokuta, Nigeria

Correspondence Oludare Ariyo, Interuniversity Institute for Biostatistics and statistical Bioinformatics (I-BioStat), KU Leuven, Leuven, Belgium.

Email: [email protected]

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Emmanuel Lesaffre

Emmanuel Lesaffre

Interuniversity Institute for Biostatistics and statistical Bioinformatics (I-BioStat), KU Leuven, Leuven, Belgium

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Geert Verbeke

Geert Verbeke

Interuniversity Institute for Biostatistics and statistical Bioinformatics (I-BioStat), KU Leuven, Leuven, Belgium

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Martijn Huisman

Martijn Huisman

Department of Epidemiology and Data Science, Amsterdam Public Health Research Institute, Amsterdam UMC, The Netherlands

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Martijn Heymans

Martijn Heymans

Department of Epidemiology and Data Science, Amsterdam Public Health Research Institute, Amsterdam UMC, The Netherlands

Department of Sociology, Vrije Universiteit Amsterdam, Amsterdam, The Netherlands

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Jos Twisk

Jos Twisk

Department of Epidemiology and Data Science, Amsterdam Public Health Research Institute, Amsterdam UMC, The Netherlands

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First published: 29 September 2021

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.

Abstract

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.

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