Table 5.

Comparison of the product of coefficients and difference in coefficients estimators of the mediated effect under an incorrect logistic and incorrect normality assumption (probit and t(3))

		Sample size
		50	100	200	500	1000	5000
${\widehat{\gamma }}_m{\widehat{\alpha }}_z$	μ = 0.474, σ = 0.440
	Mean (μn)	0.555	0.510	0.492	0.480	0.476	0.475
	Standard deviation (σn)	0.762	0.579	0.506	0.466	0.451	0.443
	Average squared distance	0.330	0.116	0.049	0.018	0.009	0.002
${\widehat{\beta }}_z-{\widehat{\gamma }}_z$
	Mean (μn)	0.317	0.314	0.310	0.307	0.306	0.306
	Standard deviation (σn)	0.532	0.398	0.352	0.326	0.317	0.311
	Average squared distance	0.168	0.051	0.022	0.008	0.004	0.001
${\widehat{\beta }}_z^{\text{logit}.\text{standard}}-{\widehat{\gamma }}_z$
	Mean (μn)	0.597	0.538	0.514	0.500	0.496	0.495
	Standard deviation (σn)	0.828	0.618	0.541	0.497	0.483	0.475
	Average squared distance	0.386	0.124	0.052	0.019	0.010	0.002