Davood Tofighi

Dimension Reduction for the Trivariate Normal Product Distribution: An Efficient Numerical Algorithm via Conditional Expectation

Statistical inference in sequential mediation models requires evaluating the cumulative distribution function (CDF) of the product of three normal coefficient estimators, an operation that entails integrating over a non-convex region with boundary $xyz=v$. While the Delta method provides an instantaneous first-order ap...