For commonly used approaches for testing mediating effects, see:
Baron, R. M., & Kenny, D. A. ( 1986) The moderator-mediator variable distinction in social psychological research: Conceptual, strategic and statistical considerations. Journal of Personality and Social Psychology, 51, 1173-1182.
Sobel, M. E. (1982) Asymptotic confident intervals for indirect effects in structural equation models. Sociological Methodology, 13, 290-312.
However, Hair et al. (2014) state that “When testing mediating effects, researchers should rather follow Preacher and Hayes (2004, 2008), and bootstrap the sampling distribution of the indirect effect, which works for simple and multiple mediator models.”
Hair, J.F., Hult, G.T.M., Ringle, C.M. and Sarstedt, M. (2014) A Primer on Partial Least Squares Structural Equation Modeling (PLS-SEM). Sage Publication, Los Angeles.
Preacher, K. J.,and Hayes, A. F. (2004) SPSS and SAS procedures for estimating indirect effects in simple mediation models. Behavior Research Methods, Instruments, and Computers, 36, 717-731.
Preacher, K. J.,and Hayes, A. F. (2008) Asymptotic and resampling strategies for assessing and comparing indirect effects in simple and multiple mediator models. Behavior Research Methods, 40, 879-891.
Hayes macro better than sobel or Baron, R. M., & Kenny methods. bootstrap the sampling, provides the indirect effect and can test multiple mediator models.