I am conducting a moderated mediation analysis using Hayes' Process Macro Model 8. Although my mediation is significant, one of the interaction effects is not significant (indirect effect). I am having an insignificant index of moderated mediation also but at the same time, I am having significant conditional direct as well as an indirect effect of X on Y at all the three levels of the moderator. Where does this significant conditional direct and indirect effect come from?
How do I interpret the result?
It depends on the objective if looking for a joint effect of moderate mediation does not fulfill this hypothesis, then there are the specifications of the indirect effects and the moderating effects.
@Cristian Ramos-Vera thank you for taking out your valuable time for answering my query. May I ask what are the specifications for the indirect effects and the moderating effects, if the joint effect of moderate mediation does not fulfill the hypothesis?
If all indirect effects, at all chosen values of your moderator, are "significant" and nearly the same in size, it just means that the moderator does not change the indirect effects enough to be significant. Therefore, you have no evidence of a moderating effect and hence the index of moderated mediation is not significant. But this has nothing to do with the indirect effect itself. Apparently, you have evidence for an indirect effect, but this just does not change at different values of your moderator. Nothing more, nothing less.
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