The Sobel Test involves the following steps: 1. Estimate the path coefficients: First, estimate the coefficients (a and b) for the paths from the independent variable to the mediator (a) and from the mediator to the dependent variable (b). 2. Calculate the standard errors: Compute the standard errors of these path coefficients (sa and sb). 3. Use the Sobel formula: Apply the Sobel formula to determine the significance of the mediation effect. The formula is given by: \[ z = \frac{a \times b}{\sqrt{(b^2 \times s_a^2) + (a^2 \times s_b^2)}} \]
