Let's say I have a 3-way interaction and I perform a hierarchical regression, testing:
- Model 1 with only control variables.
- Model 2 including X and Y as well.
- Model 3 including the two moderators W and Z.
- Model 4 including the interaction effects (XW; XZ; WZ; and XWZ).
The relationship between X and Y is significant in model 2, but when I include the moderator variables (W and Z) it becomes non-significant, while the moderator Z and the interation effects XZ and XWZ are significant.
My question: Is there something wrong? What could be the theoretical and/or methodological explanation for that influence dissapearing?
The only idea that came to me is that the influence of the moderator variable Z is so strong that the direct effect of X on Y becomes non-significant. But I am afraid I might be doing something wrong and the model is not valid.
Thank you in advance!