I ran a mediation analysis with two mediators (M1 and M2) using lavaan and I am somehow confused about the results: Direct Effect: The total direct effect of X on Y is not significant. X is, however, significantly related to M1 and M1 is significantly related to Y. As for M2, no significant direct relationships are observed. Indirect Effect: The indirect effect of X on Y through M1 is not significant. The same also applies to M2. Total Indirect Effect: When adding the two indirect effects, a significant result is shown. How is that possible? Total Effect: The total effect is not significant. I am mostly confused about the Total Indirect Effect. How can it be significant when the two indirect effects are not? It might be useful to add that I let M1 and M2 covary. Could this serve as an explanation?
asked Dec 28, 2020 at 14:20
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$\begingroup$ "I let M1 and M2 covary. Could this serve as an explanation?" No. $\endgroup$
Commented Dec 28, 2020 at 20:05
$\begingroup$ The total indirect effect is a bit like a multivariate test, where the individual effects are univariate tests. They should not be expected to agree. You picked a threshold (presumably 0.05). Pick a different threshold and this won't be true. $\endgroup$
Commented Dec 28, 2020 at 20:06