When I'm doing exploratory analysis I was thinking I could approach it like this:
I have an outcome I'm interested in, in my case unprotected sex, and I find in the multivariate model for that, that condom self-efficacy is significantly associated with unprotected sex.
So My next step is to now do an exploratory model with condom self-efficacy as the outcome and see what is associated with that. Then if I find any variables at that stage, associated to condom self-efficacy, I would then check to see if the was mediation or moderation happening with that variable.
1)Take outcome1,find multivariate model1,find independent1 sign. assoc. with outcome1. 2)take independent1 from model1 as outcome2, what multivariate assoc with outcome2? 3)Now check for mediation/moderation? What if there are multiple variables associated at each step?