I am testing influence of three Independent variables (For example: X1, X2 and X3) on one single dependent variable (Y) through one mediator (M). The relationship has been tested via Process Macro v3 and through SPSS AMOS 21. In both cases the result shows partial mediation. Now, I would like to employ control variables in the above model. Some control variables are in nominal scale such as Gender, Purpose of Visit etc.. while others are in ordinal scale such as education level, income level etc.
Do I need to test control on mediation for each control variable separately? Or is there a way of treating categorical variables as continuous variables?