Performs causal mediation analysis under confounding or correlated errors. This package includes a single level mediation model, a two-level mediation model, and a three-level mediation model for data with hierarchical structures. Under the two/three-level mediation model, the correlation parameter is identifiable and is estimated based on a hierarchical-likelihood, a marginal-likelihood or a two-stage method. See Zhao, Y., & Luo, X. (2014), Estimating Mediation Effects under Correlated Errors with an Application to fMRI, for details.