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:
The current practice is to instead use a bootstrapping method to estimate the variance of β2β3.
The calculated test statistic is then compared to a critical value from either a Z or t distribution.