Mediaton Analysis

#1
Hey people,
I am trying to find an appropriate mediation analysis method.
I want to investigate how an INTERACTION of two variables mediates the association of two different variables. I have read about mediation analysis with one or multiple mediators, but nothing about an interaction as the mediator.
For the analysis I use RStudio. I know that there is a package "mediation", but I don't know which analysis to use.

1) X (dichotomous) -> M1 * M2 (both continuous) -> Y (dichotomous)
2) X (continuous) -> M1 * M2 (both continuous) -> Y (continuous)

I am very thankful for your help!!!
Thorsten
 
#2
You can have moderated mediation, I would suggest reading Andrew Haye's work as he has written a lot regarding this type of statistics and has also written a program to compute mediated moderation - it is a macro that runs through SPSS called PROCESS.