I have time-varying independent variables (IV) ($x_1,x_2,x_3...$) and a time varying dependent variable (DV) ($m_1$). I also have a time invariant dependent variable ($m_2$) that is dichotomous. I want to show that my independent variables ($x_1,x_2,x_3...$) impact time invariant DV ($m_2$) through $m_1$.
I tried the following steps:
I ran a random parameter model with $m_1$ as DV and all $x_i$ as the IV and find that $x_1$ and $x_2$ have a significant effect on $m_1$.
I ran a probit model with $m_2$ as DV and all $x_i$ and $m_1$ as independent variables. I find that, except for $m_1$, all other variables are null.
These results made me think on full mediation. But how to check it? Hayes macro on mediation test or any other SPSS tool doesn't take care of the nesting I do in step 1.
Is there a solution for the above problem?