In statistics, a mediation model is one that seeks to identify and explicate the mechanism or process that underlies an observed relationship between an independent variable and a dependent variable via the inclusion of a third explanatory variable, known as a mediator variable. Rather than hypothesizing a direct causal relationship between the independent variable and the dependent variable, a mediational model hypothesizes that the independent variable influences the mediator variable, which in turn influences the dependent variable. Thus, the mediator variable serves to clarify the nature of the relationship between the independent and dependent variables. In other words, mediating relationships occur when a third variable plays an important role in governing the relationship between the other two variables.
Researchers are now focusing their studies on better understanding known findings. Mediation analyses are employed to understand a known relationship by exploring the underlying mechanism or process by which one variable (X) influences another variable (Y). For example, a cause X of some variable (Y) presumably precedes Y in time and has a generative mechanism that accounts for its impact on Y. Thus, if gender is thought to be the cause of some characteristic, one assumes that other social or biological mechanisms are present in the concept of gender that can explain how gender-associated differences arise. The explicit inclusion of such a mechanism is called a mediator.
Read more about Mediation (statistics): Baron and Kenny's (1986) Steps For Mediation, Direct Versus Indirect Mediation Effects, Full Versus Partial Mediation, Sobel's Test, Preacher & Hayes (2004) Bootstrap Method, Significance of Mediation, Approaches To Mediation, Criticisms of Mediation Measurement, Other Third Variables, Mediator Variable, Moderated Mediation, Mediated Moderation, Regression Equations For Moderated Mediation and Mediated Moderation
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... models that underlie both moderated mediationand mediated moderation ... Establishing moderated mediationrequires that there be no moderation effect, so the β43 regression weight must not be significant ...