Question: Problem 1 Given the provided dataset, consider the model regressing y on x and m. Conduct a Sobel test to see Whether there is a

Problem 1 Given the provided dataset, consider the model regressing y on x and m. Conduct a Sobel test to see Whether there is a mediation effect. You need to consider the three relevant models, M = #311 + 512% + 62'; mi = 521 + 522% + 52': and 3% = 531 + 5327M + 533% + 61'. Suppose the variance of 62- is known with 02 : 1 for all the three models. Use the level of signicance a = 0.05 (2) (8 pts) Regress the three models and find the estimators. (3) (10 pts) Find the variance of 322 and B32. (4) (10 pts) Find the z test statistic

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