Does the following scenario surprise anyone? It is my situation, which I am a bit perplexed by.
I have a situation where Predictor 1 is shown to have an indirect effect, via Mediator, on dependent variable.
And when tested seperately, Predictor 2 is shown to have an indirect effect, via the same Mediator, on the same dependent variable.
But when Predictor 1 is multiplied by Predictor 2, to create a new Predictor variable, we will call Predictor X. This is NOT observed to have an indirect effect. This runs against my expectation.
Moreover, when Predictor 1 and Predictor2 are tested Together as predictors - there is no indirect effect observed for either.
Is it just that my expectations are ill placed?