I have three variables X (IV), Y (DV) and Z, where there is a significant association between X and Z and, as well as Z and Y, but not between X and Y.
X is a categorical variables with 2 levels Y is a ordinal variabel Z is a ordinal variable
I have used both ordinal regression and non-parametric tests (Mann-Whitney and Kruskal-Wallis), and found the same results. Can I use any of these to say something about mediation? If not, which test could I use?
Is it possible that Z mediates the relationship between X and Y, when X-Y is not significant? If not, how should one interpret such results?