I'm conducting a conditional logistic regression to assess the association between a continuous predictor and a dichotomous outcome, adjusted for several covariates. I include product interaction terms between an exposure and a covariate in each of several models. In a few of these I am detecting a statistically significant product interaction term (i.e., P<0.10). Yet when I implement contrasts to evaluate the effect of the exposure on the outcome at each level of the covariate I detect no significant effects. I'm employing proc logistic in SAS 9.3 with contrast statements. Has anyone else run into this scenario; any plausible explanation?