Method: A SAS computer program was used to compute true values of the proportion, ratio, partially standardized, fully standardized, R2, and κ2 mediated effects for the single mediator model and corresponding effect sizes for the two mediator model excluding R2. The true values of the mediated effect for each model were compared with values of each effect size to determine the monotonicity (or lack of monotonicity) of each effect size, and were plotted to display results.
Results: For both models, each effect size investigated increased monotonically with the increase of one coefficient holding all others constant (for example, comparing κ2 to a while holding values of b constant). For the single mediator model, the proportion and ratio mediated effect sizes also increased monotonically with values of ab. Replicating prior research, the single mediator model κ2 increased non-monotonically as ab increased, and the partially and fully standardized mediated effect sizes and R2 increased non-monotonically. For the two mediator model, the pattern of results was the same as for the single mediator model.
Discussion: The proportion and ratio mediated effects have performed poorly in prior research and yet these are the effect sizes that increased monotonically for the single and two mediator models. The standardized effect sizes and κ2 are more stable and have less bias, but do not have the property of monotonicity. These findings indicate that multiple measures of performance and statistical properties are required to determine appropriate effect size measures for mediation.