Latent structureMultivariate analysis

Robust Moderation Analysis

Robust moderation analysis tests whether the effect of a predictor on an outcome depends on the level of a moderator variable, using estimation methods that remain valid under non-normality, heteroscedasticity, or the presence of influential outliers. It is the preferred approach when standard ordinary least squares assumptions cannot be trusted.

Apply with StatMindSoonVideoSoon

Read the full method

Members only

Sign in with a free account to read this section.

Sign in

Sources

  1. Hayes, A. F. & Cai, L. (2007). Using heteroscedasticity-consistent standard error estimators in OLS regression: An introduction and software implementation. Behavior Research Methods, 39(4), 709–722. DOI: 10.3758/BF03192961
  2. Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838

Related methods

Referenced by

ScholarGateRobust Moderation Analysis (Robust Moderation Analysis). Retrieved 2026-06-04 from https://scholargate.app/en/statistics/robust-moderation-analysis