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I am interested in self learning Mediation Analysis. I have an MSc in Statistics, and I was wondering what would be an appropriate textbook to dig into this area. I would like something that combines theory and applications, perhaps with focus on the theory and assumptions.

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    $\begingroup$ There are plenty of online resources. The wiki article links several high quality articles, like originating work by Baron Kenny, and Sobel. Pearl has some white papers on mediation from a causality perspective. $\endgroup$
    – AdamO
    Commented Sep 21, 2020 at 15:07

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This is one of the best books on this topic by Andrew Hayes. He has written a process macro for SPSS. You can refer that for practical purposes.

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