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How to test the significance of a mediation effect?, To perform a sobel test in R is covered in this lesson.

Using R to run a Sobel test
We can use the bda package to run a sobel test in R.

install.packages('bda')
library(bda)

How to test the significance of a mediation effect

The following is the fundamental syntax for performing a sobel test.

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mediation.test(mv,iv,dv)

where iv stands for the independent variable, dv for dependent variable, and mv is for the mediator variable.

Using a list of 50 normal random variables as the mediator variable, independent variable, and dependent variable, the following code performs a Sobel test.

              Sobel Aroian Goodman
z.value -0.5312235 -0.4533736 -0.6708299
p.value 0.5952639 0.6502797 0.5023289

In this instance, the values in the Sobel column are what we are most concerned with. The p-value that corresponds to the z-value of -0.5312235 is 0.5952639.

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We would be unable to reject the null hypothesis that there is no mediation effect because this p-value is higher than the alpha level of 0.05.

There is therefore no statistically significant mediation effect.

Note: In your own test, you can use a different alpha level. The usual options for alpha are 0.01, 0.05, and 0.10.

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