I am running an OLS regression and it turned out that the effect of my main predictor X on the outcome Y depends on one of my control variables (age). The central focus of the paper is describing the multiple mediators that link X to Y, and splitting up the sample reduces my power drastically. What are my options?
I have probed the interaction and calculated the regions of significance, splitting my sample based on these regions of significance eliminates most of my significant effects. Sigh..
Is it OK to simply include the interaction in all analyses: i.e, Does including the interaction adequately control for the subgroup differences?