Inferences and effect sizes for direct, indirect, and total effects in continuous-time mediation models.

Abstract

Mediation modeling using longitudinal data is an exciting field that captures the interrelations in dynamic changes, such as mediated changes, over time. Even though discrete-time vector autoregressive approaches are commonly used to estimate indirect effects in longitudinal data, they have known limitations due to the dependency of inferential results on the time intervals between successive occasions and the assumption of regular spacing between measurements. Continuous-time vector autoregressive models have been proposed as an alternative to address these issues. Previous work in the area (e.g., Deboeck & Preacher, 2015; Ryan & Hamaker, 2021) has shown how the direct, indirect, and total effects, for a range of time-interval values, can be calculated using parameters estimated from continuous-time vector autoregressive models for causal inferential purposes. However, both standardized effects size measures and methods for calculating the uncertainty around the direct, indirect, and total effects in continuous-time mediation have yet to be explored. Drawing from the mediation model literature, we present and compare results using the delta, Monte Carlo, and parametric bootstrap methods to calculate SEs and confidence intervals for the direct, indirect, and total effects in continuous-time mediation for inferential purposes. Options to automate these inferential procedures and facilitate interpretations are available in the cTMed R package. (PsycInfo Database Record (c) 2025 APA, all rights reserved).