I have an SEM model I am happy with and I am examining the standardized path coefficients. Then when I split the original data set into almost equal sized, mutually exclusive two smaller sized datasets based on Gender and apply my original model to get the standardized path coefficients for Males vs. Females I am expecting to see one group to have perhaps slightly smaler and another group to have slightly higher standardized path coefficient than the original total sample model, so that the average of the path coefficients for Males and females would be close to the original larger sample's. However this is not happening. I am getting for both males and females smaller standardized path coefficients than the total original sample.
I would like to understand why this is happening and if this is normal, since for all of the other filters I am applying I am getting path coefficients that average (close enough) to the total sample.