When researchers find a relationship between an independent variable (A) and a dependent variable (C), they may seek to uncover variables that mediate this relationship. That is, they may believe that the effect of variable A on variable C exits because variable A leads to a change in a mediating variable (M), which in turn effects the dependent variable (C). When a variable fully mediates a relationship, the effect of variable A on variable C disappears when controlling for the mediating variable. A variable partially mediates a relationship when the effect of variable A on variable C is significantly reduced when controlling for the mediator. A common way of expressing these patterns is the following:
You need to conduct three different regression analyses to determine if you have a mediated relationship using the traditional method
Regression 1. Predict the dependent variable (C) from the independent variable (A). The effect of the independent variable in this model must be significant. If there is no direct effect of A on C, then there is no relationship to mediate.
Regression 2. Predict the mediating variable (M) from the independent variable (A). The effect of the independent variable in this model must be significant. If the independent variable does not reliably affect the mediator, the mediator cannot be responsible for the relationship observed between A and C.
Regression 3. Simultaneously predict the value of the dependent variable (C) from both the independent variable (A) and the mediating variable (M) using multiple regression. The effect of the independent variable should be non significant (or at least significantly reduced, compared to Regression 1), whereas the effect of the mediating variable must be significant. The reduction in the relationship between A and C indicates that the mediator is accounting for a significant portion of this relationship. However, if the relationship between M and C is not significant,
then you cannot clearly determine whether M mediates the relationship between A and C, or if A mediates the relationship between M and C.
One can directly test for a reduction in the effect of A to C when controlling for the mediator by performing a Sobel Test. This involves testing the significance of the path between A and C through M in Regression 3. While you cannot do a Sobel Test in SPSS, the website http://www.unc.edu/~preacher/sobel/sobel.htm will perform this for you online. If you wish to show mediation in a journal article, you will almost always be required to show the results of the Sobel Test.