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Mediation analysis is a statistical method used to quantify the causal sequence by which an antecedent variable causes a mediating variable that causes a dependent variable.
If your research question is about mediation, you want to investigate whether the effect of an independent variable X on a dependent variable Y runs via a mediator M. Most likely, your research question is about X, M and Y variables that are all measured once. In this case, you can do mediation analysis using PROCESS.
Specifically, mediation analysis is highly informative in the design of intervention trials for assessing whether a treatment affected the outcome it was intended to affect, or whether a third variable (i.e., a mediating or moderating variable) was responsible for the outcome (MacKinnon et al., 2007).
If a mediation effect exists, the effect of X on Y will disappear (or at least weaken) when M is included in the regression. The effect of X on Y goes through M. If the effect of X on Y completely disappears, M fully mediates between X and Y (full mediation).
Including mediators and moderators in your research helps you go beyond studying a simple relationship between two variables for a fuller picture of the real world. They are important to consider when studying complex correlational or causal relationships.

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Two broad analytical approaches are used to conduct a mediation analysis: statistical and causal. Statistical mediation analysis uses regression models to estimate the strength of intervention-mediator and mediator-outcome effects. These regression coefficients can then be multiplied to estimate the indirect effect.
The following shows the basic steps for mediation analysis suggested by Baron Kenny (1986). A mediation analysis is comprised of three sets of regression: X Y, X M, and X + M Y. This post will show examples using R, but you can use any statistical software. They are just three regression analyses!

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