I am currently conducting analyses where I wish to investigate how one variable (M) mediates the association between SES (3-level categorical variable) and a measure of health (continuous variable). The association between M and health is curvilinear, meaning that both low and high levels of M is associated with increased health problems.
Any suggestions on how to go about achieving this? I have studied the literature on mediation, but haven't been able to find an approach which seems suitable.