I cannot stress enough how often this blunder has been repeated over the years—conditioning on the mediator instead of holding the mediator constant. For that reason I call it the Mediation Fallacy. Admittedly, the blunder is harmless if there is no confounding of the mediator and the outcome. However, if there is confounding, it can completely reverse the analysis, as Kruskal’s numerical example showed. It can lead the investigator to conclude there is no discrimination when in fact there is.
