Purpose: The integration of social media into all areas of society has become a typical phenomenon of the Internet era. This study’s core objective is to dissect the relationship between social media, self-efficacy and loneliness, especially emphasizing the mediating function of social support.
Patients and Methods: The research data is derived from the pooled cross-sectional data combined from the four-period data of the China Family Panel Studies (CFPS). The study employs Ordinary Least Squares (OLS) regression as the basic research method, and utilizes Instrumental Variables (IV) and other methods to conduct robustness checks.
Results: Social media usage frequency (SMUF) enhances self-efficacy and loneliness through social support. Social support promotes self-efficacy and alleviates users’ loneliness. In self-efficacy, social support plays a fully mediating role. Moreover, education (human capital) has a significant moderating effect. There are noticeable differences in the response of different characteristics groups to SMUF.
Conclusion: This study reveals how social media impacts self-efficacy and loneliness through social support. Based on the research results, avoiding prolonged usage of social media and improving digital literacy are the crucial means to exert the positive benefits of social media.

Keywords: social media, self-efficacy, loneliness, social support, mediation analysis