For my research project, I’m looking for some help on how to analyze my data. The research setup is as follows: I’ve got two normal variables that I want to correlate with each other and a number of categorical variables. The objective is to figure out the effect of each individual categorical variable on the correlation coefficient, as well as the effects of the interactions between the categorical variables on the correlation coefficient.
I’m new to statistics but I’ve read up a little bit and I’m pretty sure I need more than just one statistical test to do this. I know I can check a variable for significance by splitting it up into two categories, conducting a correlation for each one and comparing the two coefficients, but I’m not sure how to control for the other variables or how to check for interaction effects (other than by splitting my data up for every category and carrying out multiple analyses, which would be very chaotic). Is there any way for me to obtain comprehensive results?