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IV: State (NJ, HI, CA, FL) (reference =CA) Moderator: # of hours exercising DV: BMI

In this case, the IV is categorical and I have 3 dummy variables. As such, I created 3 interaction terms. In using hierarchical regression for the moderation, would I put all of the interaction terms into one model? For example would it be...

step 1: exercise step 2: exerciseNJ, exerciseHI, exercise*FL

If this is the case, I am unsure of how to interpret the F change since it includes all of the interaction terms. If it is significant, what does that mean? In this example, I found F change to be significant and had some significant betas.

However, when I ran the analysis separately for each dummy variable, nothing was significant. Namely, I ran it this way too...

step 1: exercise step 2: exercise*NJ

I ran it this way separately for each of the dummy variables since I could theoretically understand what the F change means. In this case, there were no sig F change or betas.

Can you please advise on how to approach this moderation with dummy variables?

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