Relative Importance Analysis in Multiple Mediator Models

Mediation analysis is widely used in psychological research to identify the relationship between independent and dependent variables through mediators. Assessing the relative importance of mediators in parallel mediator models can help researchers better understand mediation effects and guide interventions. The traditional coefficient-based measures of indirect effect merely focus on the partial effect of each mediator, which may reach undesirable results of importance assessment. This study develops a new method of measuring the importance of multiple mediators. Three R² measures of indirect effect proposed by MacKinnon (2008) are extended to parallel mediator models. Dominance analysis, a popular method of evaluating relative importance, is applied to decompose the R² indirect effect and attribute it to each mediator. This offers new measures of indirect effect in terms of relative importance. Both frequentist and Bayesian methods are used to make statistical inference for the dominance measures. Simulation studies investigate the performance of the dominance measures and their inference. A real data example illustrates how the relative importance can be assessed in multiple mediator models.