Is your sample truly mediating?: Bayesian analysis of heterogeneous mediation (BAHM)

Mediation analysis is used to study the relationship between stimulus and response in the presence of intermediate, generative variables. The traditional approach to the analysis utilizes the results of an aggregate regression model, which assumes that all respondents go through the same data-generating mechanism. We introduce a new approach that is able to uncover the heterogeneity in mediating mechanisms and provides more informative insights from mediation studies. The proposed approach provides individual-specific probabilities to mediate as well as a new measure of the degree of mediation as the prevalence of mediation in the sample. Covariates in the proposed model help describe the variation in the probability to mediate among respondents. The empirical examination of published studies demonstrates the presence of heterogeneity in mediating processes and supports the need for this new approach. We present evidence that the results of our more flexible heterogeneous mediation analysis do not necessarily agree with the traditional aggregate measures. We find that the conclusions from the aggregate analysis are neither sufficient nor necessary to claim mediation in the presence of heterogeneity. A web-based application allowing researchers to analyze the data with the proposed model in a user-friendly environment is developed.