Prof. Andrew F. Hayes has published two tutorials (see the references at the bottom) on how to do moderation or mediation analysis involving a multi-categorical variable. I have read both and they are very clear. However, I'm not sure if I can extend the rules and tests described in the two tutorials to an integrated moderated mediation model in the SEM context. Specifically, in my case, the independent variable is an experimental manipulation that has three conditions, and the moderator, mediator, and dependent variables are all continuous. If anyone familiar with this analysis can give me an answer or suggestions, it would be greatly appreciated!
The two tutorials are as follows:
Hayes, A. F., & Preacher, K. J. (2014). Statistical mediation analysis with a multicategorical independent variable. British journal of mathematical and statistical psychology, 67(3), 451-470.
Hayes, A. F., & Montoya, A. K. (2017). A tutorial on testing, visualizing, and probing an interaction involving a multicategorical variable in linear regression analysis. Communication Methods and Measures, 11(1), 1-30.
It should not be a problem, especially since all your endogenous (dependent) variables are continuous. You would simply create two dummy variables for your exogeneous (X) variable (experimental manipulation) to represent the three conditions/groups (in the same way as you would do this is multiple regression).
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