Hi! I am trying to analyze a moderated mediation using mplus. I first started with a simple mediation, so X -> M -> Y. Path a (X -> M) is not significant, while Path b (M -> Y) is significant in the simple mediation (p=0.004).
However, when I introduced the moderator, it was found that Path a becomes significant (p=0.011), but Path b becomes only marginally significant (p=0.066), and the moderating effect is also significant (p=0.048). While of course it is good to see that the moderating effect is significant, I wonder why path b would become insignificant in my moderated mediation model? It is quite a big jump from p=0.004 to p=0.066, so it is really weird to me. Is it because Mplus allows the paths a and b to covariate? If so, are there any ways I could relax such default constraint and see the effect?
Any suggestions or recommended readings on this are highly appreciated!
Many thanks!