Dear colleagues, I would deeply appreciate your feedback on the following workflow. It is a moderation analysis, in which we are interested in whether the relationship between X and Y changes across levels of a) a grouping factor with 2 levels, b) a continuous variable M1 , and c) a continuous variable M2 .
We could have used a multiple regression model in order to include all variables, and we actually did: the four-way interaction is significant. However, in order to keep the interpretation simple, we broke down th problem in two parts.
Thus, we examine the relationship between X and Y, across the quantiles of M1 and the two levels of G, and then we examine the relationship between X and Y, across the quantiles of M2 and the two levels of G.
We report the results in a table like this:
Quantiles | beta of Y ~ X for (blanks are not-significant betas)
of M1 | Level 1 of G Level2 of G
10 | -0.3
25 | -0.2 -0.2
50 | -0.3
75 | -0.35
90 | -0.4
of M2 | Level 1 of G Level2 of G
10 | -0.8 -0.8
25 | -0.28 -0.3
50 | -0.01
75 | -0.4
90 | -0.6
The pattern of the results is indeed interesting and it justifies using a moderation analysis, since it shows that there is a difference in the relationship across levels of all the moderator variables.
Is it acceptable to deal with the two continuous moderators separately? What if we add a Y2? Are we inflating the Type I Error probability too much, due to performing four tests instead of one?
I would appreciate any feedback on these questions. Thanks in advance!