A student says: “To prove mediation in SPSS, I only need to show that X predicts Y, and then when I add M into the regression, X becomes non-significant. That’s mediation.” Which response is the best correction for an advanced statistics course (no SEM)?
They’re correct. If X becomes non-significant after adding M, mediation is proven, and you don’t need any additional tests.
They’re partially correct, but the key evidence of mediation is testing the indirect effect (e.g., bootstrapped CI for a*b). X does not have to become non-significant for mediation to exist.
They’re wrong because mediation can only be tested with ANOVA, not regression.
They’re correct, but only if the Sobel test is used instead of bootstrapping.