I'm doing mediation analysis using hierarchical regression, using Baron and Kenny's 4 steps. I have one IV (mental health stereotype activation), one mediator (rejection expectation), and one DV (comfort with disclosure). Path c (IV -> DV) is significant, Path a (IV -> M) is significant, and Path b (M -> DV) is significant
In the second step, when I add the M to the IV, Path c' (IV -> DV) is significant, but the link between M and DV is non-significant.
Does this mean that M is not a mediator? Does it also mean that IV -> DV is significant even when M is controlled for?
A second related question, I have a variable that I would like to control for (well-being). Can I do mediation analysis using hierarchical regression, whilst controlling for another variable? To put this in context, I hypothesis that stereotypes cause discomfort with disclosure partly because people expect rejection. However, I believe this will be affected by how unwell one is (this factor does correlate with IV, M and DV). Is this a moderator?
I'm a novice in statistics, so this is all quite new to me and many of the tutorials I'm reading have significant outcomes.