Table 2:

Simulation results using the CF-OLS method for correlated putative mediators in scenarios (A7)–(A12). N refers to the sample size. CP refers to coverage probability based on 200 replications. Width refers to half the width of the 95% confidence interval. SE refers to the average asymptotic standard error. SD refers to the empirical standard deviation of replicated estimations. MSE refers to mean squared error. TP refers to the average true positive rate. FP refers to the average false positive rate. The true value of $R_{Med}^2$ is shown in parentheses.

		Correlation Structure 1								Correlation Structure 2
Scenario	N	CP	Width	SE	Bias	SD	MSE	TP	FP	CP	Width	SE	Bias	SD	MSE	TP	FP
($R_{Med}^2$)		%	(×10−2)	(×10−2)	(×10−2)	(×10−2)	(×10−2)	%	%	%	(×10−2)	(×10−2)	(×10−2)	(×10−2)	(×10−2)	%	%
A7 (0)	750	91.5	5.082	2.593	1.317	2.738	0.092	\	1.3	91.5	4.942	2.522	1.313	2.697	0.090	\	1.4
	1500	93.0	3.489	1.780	0.876	1.946	0.045	\	1.2	93.5	3.550	1.811	0.720	1.911	0.042	\	1.3
	3000	95.0	2.497	1.274	0.281	1.336	0.019	\	1.2	98.0	2.494	1.272	0.177	1.146	0.013	\	1.3
A8 (0.128)	750	95.0	5.667	2.891	0.455	2.732	0.076	100.0	0.0	93.0	5.162	2.634	0.037	2.811	0.079	100.0	0.0
	1500	93.5	3.992	2.037	−0.163	2.165	0.047	100.0	0.0	94.5	3.666	1.870	−0.251	1.830	0.034	100.0	0.0
	3000	94.5	2.830	1.444	−0.059	1.484	0.022	100.0	0.0	94.5	2.600	1.327	−0.250	1.299	0.017	100.0	0.0
A9 (0.645)	750	96.0	4.074	2.079	−0.090	1.957	0.038	83.5	0.3	95.0	4.218	2.152	−0.164	2.100	0.044	79.0	0.5
	1500	96.0	2.878	1.469	−0.147	1.445	0.021	86.0	1.6	95.5	2.991	1.526	−0.028	1.498	0.022	79.2	3.6
	3000	93.0	2.049	1.045	−0.404	1.075	0.013	86.9	0.3	95.0	2.120	1.082	−0.221	1.122	0.013	73.5	2.2
A10 (0.315)	750	95.0	5.439	2.775	0.089	2.960	0.087	86.4	2.9	93.5	5.462	2.787	0.304	2.849	0.082	83.5	2.6
	1500	95.0	3.869	1.974	−0.196	1.886	0.036	94.5	4.9	93.5	3.871	1.975	0.507	1.995	0.042	67.0	4.8
	3000	93.5	2.749	1.403	−0.087	1.462	0.021	95.0	4.3	95.5	2.742	1.399	0.205	1.316	0.018	62.4	3.3
A11 (0.015)	750	92.5	2.015	1.028	0.579	1.131	0.016	96.4	1.6	95.0	1.784	0.910	0.459	0.887	0.010	94.3	1.2
	1500	94.5	1.428	0.729	0.334	0.764	0.007	96.8	1.4	95.0	1.278	0.652	0.314	0.706	0.006	94.5	0.3
	3000	94.5	0.996	0.508	0.193	0.500	0.003	98.4	0.9	95.0	0.908	0.463	0.218	0.441	0.002	95.0	0.1
A12 (0.003)	750	95.5	1.057	0.539	0.533	0.613	0.007	73.4	3.0	93.5	1.167	0.596	0.542	0.576	0.006	65.2	2.7
	1500	93.0	0.690	0.352	0.301	0.374	0.002	99.7	5.4	93.5	0.746	0.381	0.258	0.380	0.002	67.5	4.4
	3000	97.5	0.464	0.237	0.140	0.247	0.001	98.6	5.1	96.5	0.492	0.251	0.080	0.261	0.001	60.2	3.4