I have conducted a simple moderation analysis in SPSS using the PROCESS macro and I've found that the interaction XM is not significative (p=0.87), but almost all three conditional effects of X on Y at values of the moderator are significative:
- Moderator=1.64 Effect=1,17 p=.00 95% CI [0.38 - 1,97]
- Moderator=2.58 Effect=1,22 p=.00 95% CI [0.66 - 1,79]
- Moderator=3.52 Effect=1,27 p=.00 95% CI [0.45 - 2,09]
The same happens with the Johnson-Neyman technique, as I see that Moderator value(s) defining Johnson-Neyman significance region(s):
Value= 4.50 % below=98.44 % above=1.56
I'm truly lost. Can anybody help me with the interpretation of these results? How can it be that all the conditional effects of X on Y at values of the moderator are significant, but the interaction XM is not?