I would like to test if one variable (M) exerts a mediator role in the relationship between another variable (A) and the dependent variable (Y). Does anyone know if there is a particular way to test this? Do you know any good reference to give to my students? I have seen some tests in the internet, but the references do not look professional enough to share them with my students.
Hi Raquel,
If you want to test mediation effects the best way to do this is via Structural Equation Modelling (SEM).
Stata (13) has routines for implementing it but there are a lot of other specialised softwares that have been on the market for a long time.
A very good (but technical) paper is by Muthen (2011) on causal mediation.
Here is the link: http://www.statmodel2.com/download/causalmediation.pdf
I am currently working on a paper with mediation effects so if you need anything else on this I will be happy to help you.
Best
Areti
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