I have 3 IVs (X1,X2,X3) and 1 DV (Y), the DV being categorical so am using logistic regression for analysis purpose. There is 1 moderating variable (X4), apart from the 3 IVs.
Now normally I put all IVs and moderating variable in one block, followed by interaction term for all IVs with moderating variable in the next block (separately for each IV ofcourse, like X1*X4, X2*X4, X3*X4). This is in SPSS.
I got comments that I should separately test each IV and its moderating effect rather than putting them all together to test each hypothesis. Implication was that when X1*X4 is being tested, X2 and X3 will not feature anywhere. My earlier approach of testing all interaction effects in the same block was not welcomed.Basically the observation was that putting them all together does not tell you the exact effect of each and may give rise to type II error.
What exactly is to be done in this case?