Table 1.

Comparison of the product of coefficients and difference in coefficients estimators of the mediated effect under a correct logistic and correct normality assumption

		Sample size
		50	100	200	500	1000	5000
${\widehat{\gamma }}_m{\widehat{\alpha }}_z$	μ = 0.281, σ = 0.258
	Mean (μn)	0.314	0.295	0.289	0.285	0.283	0.281
	Standard deviation (σn)	0.439	0.342	0.298	0.272	0.265	0.258
	Average squared distance	0.111	0.045	0.020	0.007	0.004	0.001
${\widehat{\beta }}_z-{\widehat{\gamma }}_z$
	Mean (μn)	0.214	0.213	0.214	0.214	0.213	0.213
	Standard deviation (σn)	0.356	0.270	0.234	0.213	0.206	0.201
	Average squared distance	0.080	0.031	0.014	0.005	0.003	0.001
${\widehat{\beta }}_z^{\text{logit}.\text{standard}}-{\widehat{\gamma }}_z$
	Mean (μn)	0.289	0.271	0.266	0.262	0.260	0.259
	Standard deviation (σn)	0.420	0.320	0.277	0.253	0.245	0.239
	Average squared distance	0.105	0.040	0.018	0.007	0.003	0.001