I would like to do a mediation analysis as described by Hayes. I am wondering if I need to test for the same assumptions as in regression.
I would usually exclude outliers and extreme values, test for linearity, independent errors, homoscedasticity, normally distributed errors, and no multicollinearity. I have read, that I don’t need to have normally distributed errors, because Hayes method includes bootstrapping.
I have not found anything in the literature on and how to test for the other assumptions. Do I need to test them? If yes, for which path of the mediation do I need to test them? X --> Y or M --> Y? Or both?
Thank you!