  Using RXTE/ASM archival data, we investigate the behaviour of the spectral
hardness ratio as a function of X-ray luminosity in a sample of six transient
X-ray pulsars (EXO 2030+375, GX 304-1, 4U 0115+63, V 0332+63, A 0535+26 and MXB
0656-072). In all sources we find that the spectral hardness ratio defined as
$F_{5-12\mathrm{keV}}/ F_{1.33-3\mathrm{keV}}$ increases with the ASM flux
(1.33--12 keV) at low luminosities and then saturates or even slightly
decreases above some critical X-ray luminosity falling into the range
$\sim(3-7)\times10^{37}$~erg~s$^{-1}$. Two-dimensional structure of accretion
columns in the radiation-diffusion limit is calculated for two possible
geometries (filled and hollow cylinder) for mass accretion rates $\dot M$
ranging from $10^{17}$ to 1.2$\times 10^{18}$~g s$^{-1}$. The observed spectral
behaviour in the transient X-ray pulsars with increasing $\dot M$ can be
reproduced by a Compton saturated sidewall emission from optically thick
magnetized accretion columns with taking into account the emission reflected
from the neutron star atmosphere. At $\dot M$ above some critical value $\dot
M_{cr}\sim (6-8)\times 10^{17}$~g~s$^{-1}$, the hight of the column becomes
such that the contribution of the reflected component to the total emission
starts decreasing, which leads to the saturation and even slight decrease of
the spectral hardness. Hollow-cylinder columns have a smaller height than the
filled-cylinder ones, and the contribution of the reflected component in the
total emission does not virtually change with $\dot M$ (and hence the hardness
of the continuum monotonically increases) up to higher mass accretion rates
than $\dot M_{cr}$ for the filled columns.
