In my Masters thesis I do a mediation analysis with Multiple Regression Analysis.
So I make use of the Baron & Kenny method for testing mediation. I also want to control for some variables. For example I want to know if gender has an effect on the mediation effect. What I did was to split the data file(women/ men) (I'm using SPSS 21) and then run the mediation analysis again separately for the two groups. However, if I want to control for age, splitting the file makes no sense. Is there any analytic procedure to test the effect age or any other non categorical variable has on the mediation effect? And if this should be the case, how can I run this analysis in SPSS?
Thank you very much for your help.