Figure 1.

Empirical distribution of the direct effect $\overline{\mathit{DE}}\left({\alpha }_1\right)$, indirect effect $\overline{\mathit{IE}}({\alpha }_1,{\alpha }_0)$, total effect $\overline{\mathit{TE}}({\alpha }_1,{\alpha }_0)$ and overall effect $\overline{\mathit{OE}}({\alpha }_1,{\alpha }_0)$ estimators for simulations in scenario (i) with m = 4 groups, n_i = 1000 individuals per group, and continuous outcomes. The solid line is the density of the approximating distribution.