I am analyzing my data on the relationship between spirituality and negative emotional states (depression, anxiety, and stress) using a hierarchical multiple linear regression. Everything seemed to be "okay" with the results until I checked the signs of the regression coefficients!! The results are showing a positive relationship between depression and a spirituality factor which includes having a reason for living. Virtually all of the research in this area shows that there should be a negative relationship between these two factors, i.e. that higher levels of depression are correlated with lower levels of having a reason for living (without any interaction terms or moderating variables).
Here are the steps that I have completed so far in this three-part data analysis (1st data analysis - Principal components analysis / 2nd Part - EFA (Exploratory Factor Analysis) / 2nd data analysis - hierarchical multiple linear regression):
Created spirituality questionnaire and collected data from sample (n = 189).
Used a principal components analysis to identify how many factors to extract in EFA.
Derived four factors from EFA.
Factors included log transformed questions which changed the directionality of the questionnaire (i.e. questions which were "positively" worded became negatively worded).
All questions on questionnaire were standardized (transformed to z-scores) to correct for directionality problem.
Negative emotional states were examined for normality. Two of the three negative emotional states had to be log transformed.
Ran 3 hierarchical multiple linear regressions with DV = Either log depression, log anxiety, or stress and IVs = Age (first "block"), four spirituality factors (second "block") using enter method.
Noticed that signs were incorrect, so I compared log transformed versions of DVs to non-transformed versions AND standardized DV (z-score) versions (see this article: The Independent Sign Bias: Gaining Insight from Multiple Linear Regression [PDF] --> pg. 1)
IV having to do with meaning in life had correct sign in non-transformed version of depression HOWEVER it looks like there is a collinearity issue between two of the spirituality IVs with the non-transformed version which may affect the signs!!! (Condition index > 15 and Variance proportions: .81 and .40)
Looked at bivariate correlations to see if the signs were correct, and oddly enough the signs were accurate (this was only true for the non-transformed versions of the hierarchical multiple linear regressions). None of the correlations were above .6.
Removed Age as an IV to see if that made a difference. It did not.
Removed spirituality IVs one at a time with stepwise method rather than enter method and this only increased the amount of collinearity between the variables that remained in the final model.
I would greatly appreciate any suggestions on how to correct for the wrong signs and/or if I did anything incorrectly in my three-part data analysis.