Hello!

I have examined a panel and performed various analyses in STATA, whose results you can see below. I am very confused when it comes to the interpretation. If you only look at the total direct effects model (Models 6), the direct effect of Y3 on X is (slightly) positively significant (ß = 0.782, p < 0.1). However, if you then look at the table displaying the addition of the moderator, to be concrete on model 11, the sign of the direct effect changes (ß=-1.381, p<0.05). What does this change in sign tell me? I have already done a lot of research, but never found anything that helps me interpret this.


Evaluation of direct effects:
Model (1) (2) (3) (4) (5) (6)
Dependent Variable: X Controls only Direct effect Y1 Direct effect Y2 Direct effect Y3 Direct effect Y4 Total direct effects
Independent Variables
Y1 -5.381*** -6.457***
(1.596) (1.704)
Y2 -2.271*** -2.367***
(0.391) (0.397)
Y3 0.344 0.782*
(0.412) (0.427)
Y4 2.990*** 2.218***
(0.669) (0.687)

Addition of moderator
Models (7) (8) (9) (10) (11)
Dependent Variable: X Interaction effect Y1 Interaction effect Y2 Interaction effect Y3 Interaction effect Y4 Total interaction effects
Independent Variables
Y1 -9.447*** -8.834*** -9.673*** -9.720*** -8.684***
(2.814) (1.756) (1.756) (1.778) (2.936)
Y2 -1.993*** -0.986* -2.460*** -2.085*** -1.051*
(0.421) (0.548) (0.411) (0.408) (0.575)
Y3 0.745*
(0.435)		 0.768*
(0.431)		 -1.727***
(0.627)		 0.968**
(0.438)		 -1.381**
(0.656)
Y4 1.700**
(0.700)		 1.997***
(0.707)		 1.650**
(0.703)		 -0.429
(1.022)		 -1.029
(1.047)
Moderator
Z -19.777**
(9.234)		 -15.004***
(2.597)		 -63.774***
(8.538)		 -37.686***
(6.798)		 -82.127***
(15.035)
Interaction Effects
Y1 x Z 5.796
(87.087)		 -31.517
(88.761)
Y2 x Z -31.345***
(11.536)		 -48.128***
(12.954)
Y3 x Z 101.427***
(18.607)		 101.955***
(19.109)
Y4 x Z 70.127***
(24.330)		 106.046***
(26.560)


Thank you very much in advance!

All the best,
Jana