I am running a multi-group mediation analysis (Y=math achievement, X=single parent, M=parental involvement, Group=urban). (1) Through comparison of various equality constraints, when I find that: direct effects of Y on X, and Y on M differ across groups, but direct effect of M on X do not differ significantly across groups, should I conclude that indirect effects do not differ significantly across groups? (2) How can I test the above indirect effect in multi-group analyses? Currently, my syntax is as below, where I set equality constraints (A) on the direct effect one by one.
grouping=urban analysis: type=missing; iterations=50000; model: math on single pinvolv female sibling peduc; pinvolv on single (A); pinvolv on peduc; single on peduc; (where female, sibling, peduc are control variables)