For R packages you might also want to check out mediation:

https://cran.r-project.org/web/packages/mediation/index.html

Hi,

I am attaching 2 articles with moderation and mediation testing; using different statistical techniques.

hope they help

Regards

Hi Wookje,

In addition to the R program that Daniel recommended, I suggest that you take a look at the simulations I ran in the attached paper comparing various approaches under a wide variety of variable types. All these programs are available in Stata.

Ariel

Article Using mediation analysis to identify causal mechanisms in di...

You can also check paper of  Barron and Kenny ( 1986). they have explained the    moderated  mediation exactly as per your requirement.

Regards

Rafique

Dear Eng. Rafique. Sorry, but I regret to inform you that Baron & Kenny 1986 approach is out of date. Now, there are new developments. Please see Dr. Linden's paper in this discussion. Also, see mediation in R by Imai et al.:

http://dspace.mit.edu/openaccess-disseminate/1721.1/91154

Wow! Thank you all for your advice!

Hi

1. The Basic Mediation Model is,

M = β0 +β 1 X=e.

2. Indirect (mediated) effect of X on Y = a*b and Direct (unmediated) effect of X on Y = c’ .

3. To test for mediation we can examine the statistical significance of the indirect effect (ie. H0 : ab = 0).

4. There are many statistical tests of the indirect effect (see Hayes & Scharkow, 2013 for a review). Some of these tests (eg. the Sobel Z test) assume the indirect effect is normally distributed.

5. Unfortunately, the indirect effect is rarely normally distributed.

6. Non-parametric bootstrapping (with confidence intervals) has been recommended for testing mediation as it does assume the indirect effect is normally distributed and yields the most accurate results .

7. Please refer to,

Hayes, A. (2013). Introduction to mediation, moderation, and conditional process analysis. New York: Guilford Press.

Regards,

Zuhair

Hi

1. In SAS, please refer to, Willam Mendenhall and Terry Sincich (2003).

2. In SPSS, Please refer to:

. Landau, S. and Everitt, B. S.(2004). A Handbook of Statistical analyses using SPSS.

.Howitt, D. and Cramer, D.(2008). Introduction to SPSS.

Regards,

Zuhair

Dear Sung

The attached paper is very useful in understanding the topic.

Regards,

Zuhair

youtube.com/watch?v=8CjJosnbEU0