Applied Statistics

Brendan Nyhan passes along an article by Don Green, Shang Ha, and John Bullock, entitled “Enough Already about ‘Black Box’ Experiments: Studying Mediation Is More Difficult than Most Scholars Suppose,” which begins:

The question of how causal effects are transmitted is fascinating and inevitably arises whenever experiments are presented. Social scientists cannot be faulted for taking a lively interest in “mediation,” the process by which causal influences are transmitted. However, social scientists frequently underestimate the difficulty of establishing causal pathways in a rigorous empirical manner. We argue that the statistical methods currently used to study mediation are flawed and that even sophisticated experimental designs cannot speak to questions of mediation without the aid of strong assumptions. The study of mediation is more demanding than most social scientists suppose and requires not one experimental study but rather an extensive program of experimental research.

That last sentence echoes a point that I like to make, which is that you generally need to do a new analysis for each causal question you’re studying. I’m highly skeptical of the standard poli sci or econ approach which is to have the single master regression from which you can read off many different coefficients, each with its own causal interpretation.

The article seems reasonable to me (I’m basing my judgments on the downloadable version here), although I can’t figure out why an article with three authors is written in the first person. Also, I’d slam them for writing a paper with no graphs–except that I just did the same thing, on the same topic!

Green et al. set things up by explaining why causal path analysis seems like a good idea:

One can scarcely fault scholars from expressing curiosity about the mechanisms
by which an experimental treatment transmits its influence. After all, many of the most
interesting discoveries in science have to do with the identifying mediating factors in a
causal chain. For example, the introduction of limes into the diet of seafarers in the 18th
century dramatically reduced the incidence of scurvy, and eventually 20th century
scientists figured out that the key mediating ingredient was vitamin C. Equipped with
knowledge about why an experimental treatment works, scientists may devise other,
possibly more efficient ways of achieving the same effect. Modern seafarers can prevent
scurvy with limes or simply with vitamin C tablets.

Arresting examples of mediators abound in the physical and life sciences. Indeed, not only do scientists know that vitamin C mediates the causal relationship between limes and scurvy, they also understand the biochemical process by which vitamin C counteracts the onset of scurvy. In other words, mediators themselves have mediators. Physical and life scientists continually seek to pinpoint ever more specific explanatory agents.

But now the bad news:

Given the strong requirements in terms of model specification and measurement, the enterprise of “opening the black box” or “exploring causal pathways” using endogenous mediators is largely a rhetorical exercise. I [Green, Ha, and Bullock] am at a loss to produce even a single example in political science in which this kind of mediation analysis has convincingly demonstrated how a causal effect is transmitted from X to Y.

And then they put it all in perspective:

My [Green, Ha, and Bullock's] argument is not that the search for mediators is pointless or impossible. Establishing the mediating pathways by which an effect is transmitted can be of enormous theoretical and practical value, as the vitamin C example illustrates. Rather, I take issue with the impatience that social scientists often express with experimental studies that fail to explain why an effect obtains. As one begins to appreciate the complexity of mediation analysis, it becomes apparent why the experimental investigation of mediators is slow work. Just as it took almost two centuries to discover why limes cure scurvy, it may take decades to figure out the mechanisms that account for the causal relationships observed in social science.

OK, what’s everybody talkin bout?

Here’s the method that Green et al. criticize:

Although path analysis goes back several decades, mediation analyses surged in popularity in the 1980s with the publication of Baron and Kenny (1986) . . . First, one regresses the outcome (Y) on the independent variable (X). Upon finding an effect to be explained, one proposes a possible mediating variable (M) and regresses it on X. If X appears to cause M, the final step is to examine whether the effect of X becomes negligible when Y is regressed on both M and X. If M predicts Y and X does not, the implication is that X transmits its influence through M.

This approach has always seemed pretty hopeless to me, but a colleague whom I respect has defended it to me, a bit, by framing it as an adjunct to experimental research. As he puts it, the serious social psychologists would not dream of applying the mediatoin analysis stuff directly to observational data. Rather, it’s their attempt to squeeze more out of experimental data. From that perspective, maybe it’s not so horrible.

Beyond nihilism

Green et al. don’t just sit around and criticize; they also offer suggestions for moving forward:

A more judicious approach at this juncture in the development of social science would be to encourage researchers to measure as many outcomes as possible when conducting experiments. For example, consider the many studies that have sought to increase voter turnout by means of some form of campaign contact, such as door-to-door canvassing. In addition to assessing whether the intervention increases turnout, one might also conduct a survey of random samples of the treatment and control groups in order to ascertain whether these groups differ in terms of interest in politics, feelings of civic responsibility, knowledge about where and how to vote, and so forth. With many mediators and only one intervention, this kind of experiment cannot identify which of the many causal pathways transmit the effect of the treatment, but if certain pathways are unaffected by the treatment, one may begin to argue they do not explain why mobilization works. As noted above, this kind of analysis makes some important assumptions about homogenous treatment effects, but the point is that this type of exploratory investigation may provide some useful clues to guide further experimental investigation.

As researchers gradually develop intuitions about the conditions under which effects are larger or smaller, they may begin to experiment with variations in the treatment in an effort to isolate the aspects of the intervention that produce the effect. For example, after a series of pilot studies that suggested that social surveillance might be effective in increasing voter turnout, Gerber, Green, and Larimer (2008) launched a study in which subjects were presented one of several interventions. One encouraged voting as a matter of civic duty; another indicated that researchers would be monitoring who voted; a third revealed the voting behavior of all the people living at the same address; and a final treatment revealed the voting behavior of those living on the block. This study stopped short of measuring mediators such as one’s commitment to norms of civic participation or one’s desire to maintain a reputation and an engaged citizen; nevertheless, the treatments were designed to activate mediators to varying degrees. One can easily imagine variations in this experimental design that would enable the researcher to differentiate more finely between mediators. And one can imagine introducing survey measures to check whether these inducements produce an intervening psychological effect consistent with the posited mediator.

You won’t be surprised to hear that I like the focus on active research examples.

Comments

  1. #1 Nina
    March 8, 2010

    I appreciate your thoroughness, humor, and insight. I am new to “blogs” – blogging and the like – to discover this type of scholarship is refreshing and FUN! Thanks for the read!

  2. #2 Andrew Gelman
    March 9, 2010

    The above looks like a spam comment, but I’m confused: it has no links! So what’s the point of doing this? Or perhaps the blog’s spam filter playfully decided to run the comment while stripping out all the html?

  3. #3 Mike @ mediation
    April 8, 2010

    It’s possible, I have a system that removes a comment and replaces it with something funny when it tries to post links.

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