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Yes. X must be correlated with Y in a mediation analysis. The reason is as
follows - if X and Y aren't related, then there is nothing to mediate the
relationship. The fact that you can't apply a mediation analysis doesn't
preclude you from saying X is correlated with M and M is correlated with Y.
There is no direct effect and thus no mediation. There is simply an
indirect effect. Most people would then discuss the direct effect of M on Y.


Best Regards, Donald McLaren
=================
D.G. McLaren, Ph.D.
Research Fellow, Department of Neurology, Massachusetts General Hospital and
Harvard Medical School
Postdoctoral Research Fellow, GRECC, Bedford VA
Website: http://www.martinos.org/~mclaren
Office: (773) 406-2464
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On Sun, May 31, 2015 at 1:59 AM, Mike <[log in to unmask]> wrote:

> Hi,
>
> This question may not be directly related to spm but growing studies use
> mediation analysis to analyse fmri data. Say that X (indept variable) is
> correlated with M (mediator), and M is correlated with Y (dept variable).
> If I want to apply mediation analysis, is it a must that X is correlated
> with Y? Thanks. Mike
>