In my research I hypothised that team learning mediates between transformational leadership and innovative work behavior. To analyse the relations I use HLM 7.
I found a significant positive relation between transformational leadership (X) and innovative work behavior (Y). I also found a sign. positive relation between transformational leadership (X) and team learning (M) and the relation between team learning and innovative work behavior (Y) is also sign. positive.
So X to Y, X to M and M to Y are all sign. positive (all p = < 0.001)
But when I put transformational leadership (X) and Team learning (M) both in the model: transformformational leadership (X) is sign. but the sign. level of team learning (M) drops to p=0.30.
How to interpret this?