I have the following mediation analysis with X as the independent variable, Y as the dependent variable and three mediators (M1, M2, M3).
An analysis of the direct relationships shows the following results:
X -> M1 = p-value: 0.016 & beta-coefficient: -0.197;
X -> M2 = p-value: 0.001 & beta-coefficient: 0.274;
X -> M3 = p-value: 0.055 & beta-coefficient: 0.185;
M1 -> Y = p-value: 0.019 & beta-coefficient: -0.277;
M2 -> Y = p-value: 0.199 & beta-coefficient: 0.104;
M3 -> Y = p-value: 0.009 & beta-coefficient: 0.333;
The mediating effects, however, are all not significant:
X -> M1 -> Y = p-value: 0.068 & beta-coefficient: 0.055;
X -> M2 -> Y = p-value: 0.202 & beta-coefficient: 0.028;
X -> M3 -> Y = p-value: 0.080 & beta-coefficient: 0.062;
The confusing part, however, is that when I calculate the total indirect effect the relationships seems to be significant =
p-value: 0.003 & beta-coefficient: 0.145
How should I interpret these findings?