Although you can do both moderation and mediation analysis in SPSS manually, it's a bit of a faff. It will require you to create new variables using the compute command, and in the case of mediation analysis it will limit what you can do considerably. By far the best way to tackle moderation and mediation is to use the PROCESS command. This is not part of SPSS; it exists only because Andrew Hayes and his colleague Kristopher Preacher have spent an enormous amount of time writing a range of tools for doing moderation and mediation analyses (e.g., Hayes & Matthes, 2009; Preacher & Hayes, 2004, 2008a). These tools were previously available only through syntax, and for inexperienced users were a bit scary and fiddly. Andrew Hayes wrote the PROCESS custom dialog box (Hayes, 2012) to wrap the Preacher and Hayes mediation and moderation tools in a convenient menu and dialog box interface. It's pretty much the best thing to happen to moderation and mediation analysis in a long time. While using these tools, I strongly suggest you spare a thought of gratitude that there are people like Hayes and Preacher in the world who invest their spare time doing cool stuff like this that makes it possible for you to analyse your data without having a nervous breakdown. Even if you think you are having a nervous breakdown, trust me it's not as big as the one you'd be having if PROCESS didn't exist.

The PROCESS tool is what's known as a custom dialog box. SPSS includes the ability to add your own menus and dialog boxes, which means that you can write your own functions using syntax, but then create a custom menu and dialog box for yourself so that you can access the syntax through a nice point and click menu. Of course, most of us will never use this feature, but Andrew Hayes has. Essentially, he provides a file (process.spd) that you download, which installs a new menu into the menu. From this menu you access a dialog box that can be used to do moderation and mediation analysis.

You install PROCESS in three easy steps, which are illustrated in Figure 10.2 (MacOS users can ignore step 2):

1. Download the install file: Download the file process.spd from Andrew Hayes' website: http://www.afhayes.com/spss-sas-and-mplus-macros-and-code.html. Save this file onto your computer.
2. Start SPSS as an administrator: To install the tool in Windows, you need to start IBM SPSS as an administrator. To do this, make sure that SPSS isn't already running, and then click on the start menu (). Select , which will display a list of programs installed on your machine. Within that list, there should be a folder called IBM SPSS Statistics. Select that folder to display its contents. You should see this icon within that folder: (don't be worried if the number is different from 20, it just refers to the version of SPSS that you have installed). Click on this icon with the right mouse button to activate the menu in Figure 10.2. Within this menu select (you're back to using the left mouse button now). This action opens SPSS but allows it to make changes to your computer. A dialog box will appear that asks you whether you want to let SPSS make changes to your computer and you should select.
3. Once SPSS has loaded select, which will open a standard dialog box for opening files (Figure 10.2). Locate the file process.spd, select it, and click on. This will install the PROCESS menu and dialog boxes into SPSS. If you get an error message, the most likely explanation is that you haven't opened SPSS as an administrator (see step 2). Once the installation is complete you'll find that the PROCESS menu has been added to the existing menu (Figure 10.3).