Sobel Test
The Sobel test is a test for mediation.
Contents
Description
The hypothesis is formulated such that the relationship between an independent and dependent variable is an indirect effect through a mediator variable.
In these pictured terms, the Sobel test statistic is calculated as:
t = β2*β3 / SE2,3 = β2*β3 / (sqrt(β22*σ32 + β32*σ22))
The current practice is to instead use a bootstrapping method to estimate the variance of β2*β,,3,.