Mediation analysis requires a number of strong assumptions be met in order to make valid causal inferences. Failing to account for violations of these assumptions, such as not modeling measurement error or omitting a common cause of the effects in the model, can bias the parameter estimates of the mediated effect. When the independent variable is perfectly reliable, for example when participants are randomly assigned to levels of treatment, measurement error in the mediator tends to underestimate the mediated effect, while the omission of a confounding variable of the mediator-to-outcome relation tends to overestimate the mediated effect. Violations of these two assumptions often co-occur, however, in which case the mediated effect could be overestimated, underestimated, or even, in very rare circumstances, unbiased. To explore the combined effect of measurement error and omitted confounders in the same model, the effect of each violation on the single-mediator model is first examined individually. Then the combined effect of having measurement error and omitted confounders in the same model is discussed. Throughout, an empirical example is provided to illustrate the effect of violating these assumptions on the mediated effect.
Keywords: Confounding; measurement error; mediation; sensitivity analysis.