To be more specific: my goal is to demonstrate that the effects of X1 on Y is not entirely accounted for by attitudes towards various out-groups. The latter items include measures of positivity towards racial/ethnic minorities, stereotype attribution and questions canvassing attitudes on gender-related issues. Including each of these variables individually would leave me with a 'kitchen sink' model of 20+ predictors. As I'm not interested in their effect on Y (they're only included to rule out a competing hypothesis that predicts they account for X1's effect on Y), I thought I could simply the model by combining them into an additive index. None of them are strongly correlated, and their coefficients range from 0.2 to 0.4. Would creating such an index pose any problems for answering my research question? Any help you can provide would be much appreciated. Thanks!
p.s. my sample size is roughly 2,800.